# EDGAR Filing Document

**Accession Number:** 0001160168
**File Stem:** 0001752724-23-048898
**Filing Date:** 2023-3
**Character Count:** 359143
**Document Hash:** 6559c682cbcdb52951ed7b094f8131e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048898.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048898

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ PREMIER VIP TRUST
- **CENTRAL INDEX KEY:** 0001160168
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10509
- **FILM NUMBER:** 23690538

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AXA PREMIER VIP TRUST
- **DATE OF NAME CHANGE:** 20010926

## Series and Classes Contracts Data

### EQ/Core Plus Bond Portfolio (Series ID: S000008451)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023171 | Class A      |  |
| C000023172 | Class B      |  |
| C000104142 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Premier VIP Trust

- **b. Investment Company Act file number:** 811-10509

- **c. CIK number of Registrant:** 0001160168

- **d. LEI of Registrant:** 5493006L88LGGN14CB39

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/Core Plus Bond Portfolio

- **b. EDGAR series identifier (if any):** S000008451

- **c. LEI of Series:** TTWP6GWV8NQTVWK03G86

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $755740687.56

**Total Liabilities:** $6563068.39

**Net Assets:** $749177619.17

**Cash Not Reported:** $6054831.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 330.02000000 | **1-Year:** 8066.42000000 | **5-Year:** 27470.86000000 | **10-Year:** 35375.12000000 | **30-Year:** 130975.25000000

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

- **3-Month:** 4.47000000 | **1-Year:** 3935.06000000 | **5-Year:** 20296.56000000 | **10-Year:** 9521.86000000 | **30-Year:** 102.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104142 | -2.23%               | 5.37%                | 0.15%                |
| Class ID C000023171 | -2.24%               | 5.41%                | 0.19%                |
| Class ID C000023172 | -2.54%               | 5.44%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11930198.88            | $-3389199.10                               |
| Month 2  | $-1025483.21             | $29377944.32                               |
| Month 3  | $-2596286.29             | $-582805.85                                |

**Designated Index Information**

- **Index Name:** Ex-Derivatives Securities Portfolio

- **Index Identifier:** AX-ECPB

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7260000 | PA      | $6055808.48   | 0.81%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       350000 | PA      | $348451.50    | 0.05%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                | NuStar Logistics LP                                                             | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       165000 | PA      | $159843.75    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                      | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $310544.92    | 0.04%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| KAR Auction Services, Inc.                         | KAR Auction Services, Inc.                                                      | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |       220000 | PA      | $215050.00    | 0.03%             | 2025-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group, Inc.                                   | GoTo Group, Inc.                                                                | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       331000 | PA      | $177876.09    | 0.02%             | 2027-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       324000 | PA      | $278640.00    | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-158515.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC           | Encino Acquisition Partners Holdings LLC                                        | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       249000 | PA      | $225967.50    | 0.03%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132AENW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       115894 | PA      | $110786.40    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       255000 | PA      | $252969.66    | 0.03%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                        | Cabot Corp.                                                                     | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |       360000 | PA      | $334557.14    | 0.04%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                          | Standard Industries, Inc.                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       278000 | PA      | $225875.00    | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                           | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       730000 | PA      | $697348.63    | 0.09%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        93000 | PA      | $93895.59     | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       474000 | PA      | $410010.00    | 0.05%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                     | JELD-WEN, Inc.                                                                  | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       207000 | PA      | $193545.00    | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                | Nexstar Media, Inc.                                                             | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       515000 | PA      | $471553.31    | 0.06%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $412875.00    | 0.06%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tapestry, Inc.                                     | Tapestry, Inc.                                                                  | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       155000 | PA      | $121367.53    | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                         | Microchip Technology, Inc.                                                      | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       115000 | PA      | $112683.27    | 0.02%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class D                | CUSIP: 95000CBJ1<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2554803.60   | 0.34%             | 2059-01-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                      | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |       405000 | PA      | $337405.50    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                                  | CUSIP: 74368CBF0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       630000 | PA      | $588339.17    | 0.08%             | 2024-07-05      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                | Iron Mountain, Inc.                                                             | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       354000 | PA      | $318600.00    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2021-1A, Class B                  | CUSIP: 96043FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       190000 | PA      | $187005.68    | 0.02%             | 2026-03-16      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                     | Olympus Water US Holding Corp.                                                  | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       402000 | PA      | $323730.40    | 0.04%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                    | Sinclair Television Group, Inc.                                                 | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       255000 | PA      | $177862.50    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                       | Ardagh Packaging Finance plc                                                    | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $150068.00    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                  | Kronos Acquisition Holdings, Inc.                                               | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        67000 | PA      | $54940.00     | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                                     | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121562.36    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                                | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $324215.28    | 0.04%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                           | John Deere Capital Corp.                                                        | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       355000 | PA      | $348929.78    | 0.05%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                     | Interstate Power & Light Co.                                                    | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       355000 | PA      | $226338.13    | 0.03%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       350000 | PA      | $355425.77    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                         | Hess Corp.                                                                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       360000 | PA      | $388555.20    | 0.05%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.               | Bain Capital Specialty Finance, Inc.                                            | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |       450000 | PA      | $370410.53    | 0.05%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust     | Foursight Capital Automobile Receivables Trust, Series 2022-1, Class A3         | CUSIP: 35105JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       325000 | PA      | $310369.41    | 0.04%             | 2026-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                    | Prestige Auto Receivables Trust, Series 2021-1A, Class C                        | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       350000 | PA      | $325657.40    | 0.04%             | 2028-02-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| NCR Corp.                                          | NCR Corp.                                                                       | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       342000 | PA      | $292567.32    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Holly Energy Partners LP                           | Holly Energy Partners LP                                                        | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $147639.00    | 0.02%             | 2027-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                   | Harley-Davidson Motorcycle Trust, Series 2021-B, Class A3                       | CUSIP: 41285AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       722459 | PA      | $697362.01    | 0.09%             | 2026-11-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust     | Foursight Capital Automobile Receivables Trust, Series 2021-2, Class A3         | CUSIP: 35105UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       895000 | PA      | $871241.51    | 0.12%             | 2026-05-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       155000 | PA      | $149904.45    | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-N2, Class B                         | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        41248 | PA      | $37818.01     | 0.01%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                  | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |        65000 | PA      | $49397.37     | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                  | IRB Holding Corp.                                                               | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |       253000 | PA      | $252367.50    | 0.03%             | 2025-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cimpress plc                                       | Cimpress plc                                                                    | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |       150000 | PA      | $104062.50    | 0.01%             | 2026-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                               | Ally Financial, Inc.                                                            | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       730000 | PA      | $681670.64    | 0.09%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                     | Videotron Ltd.                                                                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |       175000 | PA      | $147435.75    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                       | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       180000 | PA      | $188325.00    | 0.03%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp.                             | Owl Rock Capital Corp.                                                          | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       260000 | PA      | $240681.22    | 0.03%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHH Mortgage Corp.                                 | PHH Mortgage Corp.                                                              | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |       185000 | PA      | $164341.79    | 0.02%             | 2026-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Viterra Finance BV                                 | Viterra Finance BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |       225000 | PA      | $193762.44    | 0.03%             | 2026-04-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Edison International                               | Edison International                                                            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       950000 | PA      | $930165.62    | 0.12%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                        | US Acute Care Solutions LLC                                                     | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       359000 | PA      | $315920.00    | 0.04%             | 2026-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       445000 | PA      | $453514.59    | 0.06%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CrownRock LP                                       | CrownRock LP                                                                    | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       540000 | PA      | $519100.65    | 0.07%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                           | Central Garden & Pet Co.                                                        | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |        76000 | PA      | $61940.00     | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                      | Asbury Automotive Group, Inc.                                                   | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       102000 | PA      | $85231.20     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                         | OWL Rock Core Income Corp.                                                      | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       120000 | PA      | $119389.32    | 0.02%             | 2027-09-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46476.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                          | Bank of Ireland Group plc                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       365000 | PA      | $362399.89    | 0.05%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Varex Imaging Corp.                                | Varex Imaging Corp.                                                             | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |       374000 | PA      | $368390.00    | 0.05%             | 2027-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                               | FS KKR Capital Corp.                                                            | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       545000 | PA      | $437611.51    | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                    | Lions Gate Capital Holdings LLC                                                 | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |       527000 | PA      | $303789.15    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                     | Bread Financial Holdings, Inc.                                                  | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       420000 | PA      | $370650.00    | 0.05%             | 2024-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust, Series 2021-3, Class B                            | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       375000 | PA      | $364095.75    | 0.05%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       795000 | PA      | $771721.13    | 0.10%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       405000 | PA      | $348225.03    | 0.05%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC                               | Summit Materials LLC                                                            | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       316000 | PA      | $293579.80    | 0.04%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2020-2A, Class C                                    | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65584 | PA      | $64790.25     | 0.01%             | 2026-03-16      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| 1375209 BC Ltd.                                    | 1375209 BC Ltd.                                                                 | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        99000 | PA      | $96153.75     | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| P&L Development LLC                                | P&L Development LLC                                                             | CUSIP: 69306RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       277000 | PA      | $222985.00    | 0.03%             | 2025-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                  | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       690000 | PA      | $642975.67    | 0.09%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                                  | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |       110000 | PA      | $104233.92    | 0.01%             | 2025-06-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Presidio Holdings, Inc.                            | Presidio Holdings, Inc.                                                         | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        74000 | PA      | $68598.00     | 0.01%             | 2028-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                 | General Motors Co.                                                              | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      3810000 | PA      | $3557180.21   | 0.47%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1527750.90   | 0.20%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                           | Bausch Health Cos., Inc.                                                        | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       493000 | PA      | $419192.97    | 0.06%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       955000 | PA      | $924844.44    | 0.12%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Holdings, Inc.                | Cloud Software Group Holdings, Inc.                                             | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       194000 | PA      | $164671.08    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Office Properties Income Trust                     | Office Properties Income Trust                                                  | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $183585.93    | 0.02%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Matthews International Corp.                       | Matthews International Corp.                                                    | CUSIP: 577128AA9<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |       567000 | PA      | $533228.12    | 0.07%             | 2025-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5505000 | PA      | $3961754.72   | 0.53%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                              | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |       520000 | PA      | $425362.18    | 0.06%             | 2028-09-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Diamond BC BV                                      | Diamond BC BV                                                                   | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |        79000 | PA      | $63397.50     | 0.01%             | 2029-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2H0<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |        85000 | PA      | $78373.53     | 0.01%             | 2025-01-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                           | Marvell Technology, Inc.                                                        | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       165000 | PA      | $164083.92    | 0.02%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV                                                                       | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       275000 | PA      | $200750.00    | 0.03%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       112000 | PA      | $95391.52     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                           | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       206000 | PA      | $161501.94    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2021-2, Class B                              | CUSIP: 33844WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       145000 | PA      | $139665.19    | 0.02%             | 2027-06-15      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2020-4, Class C                              | CUSIP: 33845XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $62333.96     | 0.01%             | 2027-02-16      | Fixed         | 1.28%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                   | CVS Health Corp.                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        38000 | PA      | $36731.56     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       225000 | PA      | $216792.43    | 0.03%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $92892.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       655000 | PA      | $660307.20    | 0.09%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                                 | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |       320000 | PA      | $302932.96    | 0.04%             | 2024-03-25      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class A4                | CUSIP: 95002XBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       355000 | PA      | $289561.29    | 0.04%             | 2053-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                         | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |       214000 | PA      | $217158.06    | 0.03%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                  | Avid Automobile Receivables Trust, Series 2021-1, Class A                       | CUSIP: 05369LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        45944 | PA      | $45892.47     | 0.01%             | 2025-01-15      | Fixed         | 0.61%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       370000 | PA      | $269989.15    | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $489.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                    | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       230000 | PA      | $224224.70    | 0.03%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2022-4, Class B                  | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       450000 | PA      | $439112.97    | 0.06%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Nufarm Australia Ltd.                              | Nufarm Australia Ltd.                                                           | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       263000 | PA      | $229467.50    | 0.03%             | 2030-01-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                            | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       580886 | PA      | $542161.81    | 0.07%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                             | Dycom Industries, Inc.                                                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       393000 | PA      | $342898.32    | 0.05%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kia Corp.                                          | Kia Corp.                                                                       | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $188316.00    | 0.03%             | 2024-04-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2021-4A, Class C                                    | CUSIP: 26253WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       155000 | PA      | $142481.80    | 0.02%             | 2027-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp.                                     | McKesson Corp.                                                                  | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       245000 | PA      | $215459.03    | 0.03%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                                                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |        50000 | PA      | $47078.13     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                 | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2920000 | PA      | $2509490.34   | 0.33%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2228616 | PA      | $2060550.98   | 0.28%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                            | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       750000 | PA      | $695388.68    | 0.09%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital, Inc.                                  | Gen Digital, Inc.                                                               | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       322000 | PA      | $313950.00    | 0.04%             | 2025-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                        | Minerals Technologies, Inc.                                                     | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |       459000 | PA      | $413100.00    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2021-2A, Class B                                    | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       145000 | PA      | $142060.57    | 0.02%             | 2027-01-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                              | Ahead DB Holdings LLC                                                           | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |       185000 | PA      | $148693.75    | 0.02%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc.                                                                    | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1455975.45   | 0.19%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                         | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1580000 | PA      | $1471169.13   | 0.20%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8060000 | PA      | $8246842.08   | 1.10%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International, Inc.              | Williams Scotsman International, Inc.                                           | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |        16000 | PA      | $15840.00     | 0.00%             | 2025-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2021-3A, Class B                      | CUSIP: 36263LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       430000 | PA      | $418807.49    | 0.06%             | 2025-11-17      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                 | Ares Capital Corp.                                                              | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       695000 | PA      | $659122.15    | 0.09%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4                | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       715000 | PA      | $652960.45    | 0.09%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                        | Aetna, Inc.                                                                     | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       325000 | PA      | $321566.12    | 0.04%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                    | Brunswick Corp.                                                                 | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |       780000 | PA      | $720872.88    | 0.10%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                              | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       245000 | PA      | $244582.28    | 0.03%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                     | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       575000 | PA      | $550310.36    | 0.07%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1093420.56   | 0.15%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                           | Blue Racer Midstream LLC                                                        | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       259000 | PA      | $257078.22    | 0.03%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                   | Fortune Brands Innovations, Inc.                                                | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |       580000 | PA      | $439280.98    | 0.06%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-36916.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                       | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       665000 | PA      | $618725.11    | 0.08%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                 | Ryder System, Inc.                                                              | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       160000 | PA      | $151364.67    | 0.02%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Infor, Inc.                                        | Infor, Inc.                                                                     | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |        80000 | PA      | $78095.21     | 0.01%             | 2023-07-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FAT4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       240000 | PA      | $227226.29    | 0.03%             | 2024-11-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp.                                      | Chevron Corp.                                                                   | CUSIP: 166764BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       325000 | PA      | $320920.99    | 0.04%             | 2023-05-11      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                         | CommScope Technologies LLC                                                      | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       267000 | PA      | $243042.09    | 0.03%             | 2025-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2G2<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |       335000 | PA      | $322656.82    | 0.04%             | 2023-12-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       144000 | PA      | $139680.00    | 0.02%             | 2026-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       800000 | PA      | $780624.32    | 0.10%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2022-4, Class A3                             | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       420000 | PA      | $419469.33    | 0.06%             | 2027-06-15      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| NCR Corp.                                          | NCR Corp.                                                                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       501000 | PA      | $419221.77    | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CommScope, Inc.                                    | CommScope, Inc.                                                                 | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       479000 | PA      | $441733.80    | 0.06%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Condor Merger Sub, Inc.                            | Condor Merger Sub, Inc.                                                         | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |       528000 | PA      | $425040.00    | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust          | Navient Private Education Refi Loan Trust, Series 2021-EA, Class A              | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1111329 | PA      | $939583.49    | 0.13%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                | Blackstone Holdings Finance Co. LLC                                             | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       500000 | PA      | $505290.90    | 0.07%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Canada 10 Year Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -122 | NC      | $208861.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC, Series 2022-5A, Class A               | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       420000 | PA      | $419112.54    | 0.06%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                | Rocket Mortgage LLC                                                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       189000 | PA      | $162781.92    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       186000 | PA      | $192208.68    | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-250834.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       207411 | PA      | $177938.34    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                          | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       364000 | PA      | $207476.36    | 0.03%             | 2028-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17323.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                             | HUB International Ltd.                                                          | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       822000 | PA      | $803957.10    | 0.11%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                     | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       140000 | PA      | $107698.01    | 0.01%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                       | Avient Corp.                                                                    | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       150000 | PA      | $146722.50    | 0.02%             | 2025-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avnet, Inc.                                        | Avnet, Inc.                                                                     | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       275000 | PA      | $254446.58    | 0.03%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                  | Genesis Energy LP                                                               | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       672000 | PA      | $617104.32    | 0.08%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                           | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       525000 | PA      | $326545.22    | 0.04%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                      | AIB Group plc                                                                   | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |       895000 | PA      | $912781.77    | 0.12%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust          | Navient Private Education Refi Loan Trust, Series 2019-GA, Class A              | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85130 | PA      | $77903.15     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2021-B, Class A3                         | CUSIP: 58769KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       510000 | PA      | $495375.04    | 0.07%             | 2024-11-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                            | NESCO Holdings II, Inc.                                                         | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |       453000 | PA      | $397507.50    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       540000 | PA      | $441197.28    | 0.06%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  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        |       295000 | PA      | $309481.70    | 0.04%             | 2033-10-28      | Variable      | 6.04%                 | 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        |       695000 | PA      | $567104.02    | 0.08%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                         | LABL, Inc.                                                                      | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       522000 | PA      | $476325.00    | 0.06%             | 2027-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |       775000 | PA      | $662284.93    | 0.09%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                      | United Wholesale Mortgage LLC                                                   | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       729000 | PA      | $579992.40    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Reynolds American, Inc.                            | Reynolds American, Inc.                                                         | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       310000 | PA      | $308788.92    | 0.04%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2021-3, Class C            | CUSIP: 025286AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       710000 | PA      | $690116.52    | 0.09%             | 2027-11-15      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                             | Freedom Mortgage Corp.                                                          | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       491000 | PA      | $443235.52    | 0.06%             | 2025-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of New Zealand                                | Bank of New Zealand                                                             | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |       605000 | PA      | $538382.18    | 0.07%             | 2027-01-27      | Fixed         | 2.29%                 | Yes           |                  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        |       755000 | PA      | $630504.43    | 0.08%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2020-4A, Class C                      | CUSIP: 36261EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        47809 | PA      | $46957.14     | 0.01%             | 2025-11-17      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                  | Affirm Asset Securitization Trust, Series 2022-A, Class A                       | CUSIP: 00834WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $99669.52     | 0.01%             | 2027-05-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                            | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13347587 | PA      | $13433382.32  | 1.79%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                        | CSMC LLC, Series 2014-USA, Class A1                                             | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       272399 | PA      | $245560.53    | 0.03%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Southwest Gas Corp.                                | Southwest Gas Corp.                                                             | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       405000 | PA      | $249234.45    | 0.03%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                            | CD&R Smokey Buyer, Inc.                                                         | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       603000 | PA      | $515565.00    | 0.07%             | 2025-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition LLC                                | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       374000 | PA      | $238892.50    | 0.03%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                         | OWL Rock Core Income Corp.                                                      | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       395000 | PA      | $382995.12    | 0.05%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14170.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust               | Toyota Auto Loan Extended Note Trust, Series 2020-1A, Class A                   | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |       110000 | PA      | $100486.47    | 0.01%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3549.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                      | Honeywell International, Inc.                                                   | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       305000 | PA      | $309440.56    | 0.04%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2021-4A, Class B                      | CUSIP: 36263DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $766090.00    | 0.10%             | 2026-04-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Jackson Financial, Inc.                            | Jackson Financial, Inc.                                                         | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |       230000 | PA      | $147310.26    | 0.02%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-131270.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC Multifamily Structured Pass-Through Certificates, Series K-F107, Class AS | CUSIP: 3137FYU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       930421 | PA      | $910633.95    | 0.12%             | 2028-03-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9545.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                      | K2016470219 South Africa Ltd.                                                   | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |       245575 | PA      | $122.79       | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class A2   | CUSIP: 3137FTFK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       250000 | PA      | $223130.63    | 0.03%             | 2027-01-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                     | US Foods, Inc.                                                                  | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       297000 | PA      | $258390.00    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Holly Energy Partners LP                           | Holly Energy Partners LP                                                        | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       255000 | PA      | $233643.75    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       290000 | PA      | $233000.50    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  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        |       165000 | PA      | $154847.57    | 0.02%             | 2032-05-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                         | LABL, Inc.                                                                      | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       189000 | PA      | $164433.78    | 0.02%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                          | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2750000 | PA      | $1865934.95   | 0.25%             | 2041-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       480000 | PA      | $373085.42    | 0.05%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $233102.09    | 0.03%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13795.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                  | Ziggo Bond Co. BV                                                               | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       348000 | PA      | $323138.88    | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                          | Howard Hughes Corp. (The)                                                       | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       211000 | PA      | $169981.60    | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                              | Prestige Brands, Inc.                                                           | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       410000 | PA      | $335175.00    | 0.04%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                    | Crestwood Midstream Partners LP                                                 | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $130375.00    | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2021-2, Class A2                         | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       549927 | PA      | $528036.52    | 0.07%             | 2027-05-20      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust          | Santander Consumer Auto Receivables Trust, Series 2020-AA, Class C              | CUSIP: 80281MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $49517.37     | 0.01%             | 2026-02-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                          | ZoomInfo Technologies LLC                                                       | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       883000 | PA      | $743927.50    | 0.10%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                     | Aircastle Ltd.                                                                  | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       450000 | PA      | $368894.57    | 0.05%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                    | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       405000 | PA      | $412753.64    | 0.06%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                 | National Securities Clearing Corp.                                              | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |       640000 | PA      | $644665.15    | 0.09%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Office Properties Income Trust                     | Office Properties Income Trust                                                  | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       465000 | PA      | $348043.20    | 0.05%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                   | Republic of Peru                                                                | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    122140000 | PA      | $28275936.78  | 3.77%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7640000 | PA      | $5539589.81   | 0.74%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                              | Gray Television, Inc.                                                           | CUSIP: 389375AJ5<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       185000 | PA      | $164187.50    | 0.02%             | 2026-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3370000 | PA      | $3033316.78   | 0.40%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14330000 | PA      | $9489182.70   | 1.27%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                        | Swedbank AB                                                                     | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       800000 | PA      | $793372.80    | 0.11%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2022-7, Class A3                 | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100978.35    | 0.01%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                       | Scientific Games Holdings LP                                                    | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       267000 | PA      | $225534.90    | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-97791.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust                                | DROP Mortgage Trust, Series 2021-FILE, Class A                                  | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $400047.65    | 0.05%             | 2043-10-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust, Series 2020-HR8, Class A4                       | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       275000 | PA      | $221887.19    | 0.03%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                  | Genesis Energy LP                                                               | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       311000 | PA      | $292408.42    | 0.04%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2020-2A, Class C                    | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        36164 | PA      | $35994.52     | 0.00%             | 2025-05-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Med Trust                                          | Med Trust, Series 2021-MDLN, Class A                                            | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       385000 | PA      | $370574.90    | 0.05%             | 2038-11-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       265000 | PA      | $276055.43    | 0.04%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                           | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       450000 | PA      | $418159.49    | 0.06%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                       | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       431000 | PA      | $350726.25    | 0.05%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP                               | Icahn Enterprises LP                                                            | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195000 | PA      | $189169.50    | 0.03%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                                  | CUSIP: 74368CBB9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       860000 | PA      | $848885.02    | 0.11%             | 2023-04-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Crocs, Inc.                                        | Crocs, Inc.                                                                     | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |       212000 | PA      | $171190.00    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-98388.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                             | Boxer Parent Co., Inc.                                                          | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |       300000 | PA      | $293352.00    | 0.04%             | 2025-10-02      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-34887.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       423000 | PA      | $396682.21    | 0.05%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.             | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       954000 | PA      | $881257.50    | 0.12%             | 2025-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. II                    | GS Mortgage Securities Corp. II, Series 2012-BWTR, Class A                      | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |       305000 | PA      | $256053.66    | 0.03%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Puget Energy, Inc.                                 | Puget Energy, Inc.                                                              | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |       245000 | PA      | $216522.11    | 0.03%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Armor Holdco, Inc.                                 | Armor Holdco, Inc.                                                              | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |       206000 | PA      | $154757.50    | 0.02%             | 2029-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-102869.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                             | Marlette Funding Trust, Series 2022-3A, Class A                                 | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       125246 | PA      | $124208.80    | 0.02%             | 2032-11-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                    | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       230000 | PA      | $198355.22    | 0.03%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18430000 | PA      | $18524457.44  | 2.47%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                     | Hyundai Capital Services, Inc.                                                  | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |       270000 | PA      | $246847.50    | 0.03%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       383000 | PA      | $371988.75    | 0.05%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                           | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8730000 | PA      | $6930396.05   | 0.93%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2021-1A, Class B                      | CUSIP: 36261AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        17375 | PA      | $17350.66     | 0.00%             | 2025-04-15      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                          | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       130000 | PA      | $109550.97    | 0.01%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37615000 | PA      | $26456777.32  | 3.53%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Univar Solutions USA, Inc.                         | Univar Solutions USA, Inc.                                                      | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |       171000 | PA      | $161901.09    | 0.02%             | 2027-12-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $121048.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust, Series 2019-3, Class A4                     | CUSIP: 43815NAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        58297 | PA      | $58233.45     | 0.01%             | 2025-08-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                         | Hess Corp.                                                                      | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       200000 | PA      | $219922.00    | 0.03%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2886553 | PA      | $2543559.34   | 0.34%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal, Series H                                                      | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       890000 | PA      | $880574.90    | 0.12%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                    | Advanced Drainage Systems, Inc.                                                 | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |        44000 | PA      | $42240.00     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-327537.62   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                              | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       255000 | PA      | $207949.95    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2022-BNK40, Class A4                                               | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $354264.68    | 0.05%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       300000 | PA      | $245477.25    | 0.03%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          377 | NC      | $-801465.83   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55203.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2020000 | PA      | $2015311.98   | 0.27%             | 2024-04-30      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       391735 | PA      | $336314.85    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                 | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |       340000 | PA      | $312649.04    | 0.04%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $550077.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                         | Primo Water Holdings, Inc.                                                      | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       233000 | PA      | $202127.50    | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |       625000 | PA      | $510806.13    | 0.07%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15583874 | PA      | $14663343.92  | 1.96%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.           | Science Applications International Corp.                                        | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       261000 | PA      | $239467.50    | 0.03%             | 2028-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc                 | Coca-Cola Europacific Partners plc                                              | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       505000 | PA      | $474649.70    | 0.06%             | 2024-05-03      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| LSF11 A5 HoldCo LLC                                | LSF11 A5 HoldCo LLC                                                             | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |       244000 | PA      | $200825.54    | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| KeyBank NA                                         | KeyBank NA                                                                      | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      1110000 | PA      | $1141259.27   | 0.15%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2021-3A, Class B                    | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       586495 | PA      | $577089.22    | 0.08%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5415.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.               | Owens-Brockway Glass Container, Inc.                                            | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       276000 | PA      | $268065.00    | 0.04%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.              | Public Service Enterprise Group, Inc.                                           | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       620000 | PA      | $637966.98    | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $123417.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2020-2, Class C                              | CUSIP: 33844QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        47254 | PA      | $46937.56     | 0.01%             | 2026-04-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank Canada                                   | HSBC Bank Canada                                                                | CUSIP: 40427HTL7<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $345037.21    | 0.05%             | 2023-05-14      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co. (The)                            | Western Union Co. (The)                                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |       175000 | PA      | $153418.04    | 0.02%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                | Post Holdings, Inc.                                                             | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       461000 | PA      | $389545.00    | 0.05%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                     | Coherent Corp.                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |       181000 | PA      | $158375.00    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                        | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       207000 | PA      | $168162.66    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                                 | CUSIP: 86563VAZ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |       365000 | PA      | $343646.04    | 0.05%             | 2025-03-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust              | NextGear Floorplan Master Owner Trust, Series 2021-1A, Class A                  | CUSIP: 65341KBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1215000 | PA      | $1128790.28   | 0.15%             | 2026-07-15      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| LSEGA Financing plc                                | LSEGA Financing plc                                                             | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |       865000 | PA      | $814292.06    | 0.11%             | 2024-04-06      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2021-2A, Class B                      | CUSIP: 36261XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       272337 | PA      | $269082.71    | 0.04%             | 2025-09-15      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                              | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       529000 | PA      | $426384.58    | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SPGN Mortgage Trust                                | SPGN Mortgage Trust, Series 2022-TFLM, Class A                                  | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       760000 | PA      | $717989.10    | 0.10%             | 2039-02-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                               | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 126115000000 | PA      | $18365366.81  | 2.45%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       228000 | PA      | $184632.12    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The)                                             | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       310000 | PA      | $269474.26    | 0.04%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust, Series 2020-2, Class A3                     | CUSIP: 43813DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        36196 | PA      | $35717.48     | 0.00%             | 2024-07-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1027562.87   | 0.14%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc.                                                              | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       118000 | PA      | $118295.00    | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brunswick Corp.                                    | Brunswick Corp.                                                                 | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |       330000 | PA      | $279060.80    | 0.04%             | 2032-09-15      | Fixed         | 4.40%                 | 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        |       775000 | PA      | $630801.87    | 0.08%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42315.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARD Finance SA                                     | ARD Finance SA                                                                  | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |       410000 | PA      | $282885.24    | 0.04%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| XPO Escrow Sub LLC                                 | XPO Escrow Sub LLC                                                              | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       309000 | PA      | $312450.60    | 0.04%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class A                      | CUSIP: 22534QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       735000 | PA      | $735843.34    | 0.10%             | 2032-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust               | Mercedes-Benz Auto Receivables Trust, Series 2021-1, Class A3                   | CUSIP: 58772WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       675000 | PA      | $641683.82    | 0.09%             | 2026-06-15      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                     | US Foods, Inc.                                                                  | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       305000 | PA      | $301611.45    | 0.04%             | 2025-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Aethon United BR LP                                | Aethon United BR LP                                                             | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       325000 | PA      | $321750.00    | 0.04%             | 2026-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                             | Tenet Healthcare Corp.                                                          | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       435000 | PA      | $409182.75    | 0.05%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2905372 | PA      | $2561049.64   | 0.34%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                           | Precision Drilling Corp.                                                        | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |       195000 | PA      | $190612.50    | 0.03%             | 2026-01-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $78299.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                    | Rolls-Royce plc                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $190500.00    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                       | Performance Food Group, Inc.                                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       115000 | PA      | $108875.10    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6095317 | PA      | $5185368.17   | 0.69%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                    | CommScope, Inc.                                                                 | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       287000 | PA      | $224098.21    | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Hercules Capital, Inc.                             | Hercules Capital, Inc.                                                          | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |       610000 | PA      | $522681.55    | 0.07%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $912486.15    | 0.12%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2022-P3, Class A3                        | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $101945.68    | 0.01%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Photo Holdings Merger Sub, Inc.                    | Photo Holdings Merger Sub, Inc.                                                 | CUSIP: 719245AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       486000 | PA      | $277614.62    | 0.04%             | 2026-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                      | Commonbond Student Loan Trust, Series 2021-BGS, Class A                         | CUSIP: 20268AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       454694 | PA      | $378788.93    | 0.05%             | 2051-09-25      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacer Auto Receivables Trust              | Canadian Pacer Auto Receivables Trust, Series 2021-1A, Class A3                 | CUSIP: 13646CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |       691939 | PA      | $665172.92    | 0.09%             | 2025-10-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77714.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                     | Univision Communications, Inc.                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       353000 | PA      | $336603.15    | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                          | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       330000 | PA      | $310116.61    | 0.04%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2020-BN27, Class A5                                                | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $204518.85    | 0.03%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                            | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4281997 | PA      | $4248393.57   | 0.57%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                       | Ardagh Packaging Finance plc                                                    | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $345240.00    | 0.05%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                             | Aramark Services, Inc.                                                          | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       360000 | PA      | $350550.00    | 0.05%             | 2025-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2021-4A, Class B                    | CUSIP: 30165JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       585000 | PA      | $570636.32    | 0.08%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust, Series 2021-2, Class B                            | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       503292 | PA      | $498443.47    | 0.07%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                       | Avient Corp.                                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       283000 | PA      | $278581.24    | 0.04%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                               | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       148000 | PA      | $143005.00    | 0.02%             | 2024-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                            | Golub Capital BDC, Inc.                                                         | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      3605000 | PA      | $3080429.96   | 0.41%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2020-3A, Class C                  | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $34119.97     | 0.00%             | 2025-11-17      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc.                                                           | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1033504.37   | 0.14%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                    | B&G Foods, Inc.                                                                 | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       218000 | PA      | $189115.00    | 0.03%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN36, Class A5                                                | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1045000 | PA      | $859617.73    | 0.11%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 3140KHXH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1785488 | PA      | $1589369.21   | 0.21%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                  | Santander Retail Auto Lease Trust, Series 2021-C, Class A2                      | CUSIP: 80286CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        37145 | PA      | $37069.05     | 0.00%             | 2024-04-22      | Fixed         | 0.29%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       470000 | PA      | $457246.36    | 0.06%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                 | AmWINS Group, Inc.                                                              | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       222000 | PA      | $189810.00    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                         | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       270000 | PA      | $251905.92    | 0.03%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                             | XHR LP                                                                          | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       291000 | PA      | $283544.58    | 0.04%             | 2025-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP                        | Delek Logistics Partners LP                                                     | CUSIP: 24665FAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       380000 | PA      | $365735.29    | 0.05%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                              | New England Power Co.                                                           | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |       130000 | PA      | $80038.84     | 0.01%             | 2050-10-06      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2020-B, Class A3                    | CUSIP: 89239RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        17625 | PA      | $17434.03     | 0.00%             | 2024-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-259771.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEP0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       710000 | PA      | $658062.72    | 0.09%             | 2024-09-27      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                               | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  27200000000 | PA      | $3175226.90   | 0.42%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                | Station Casinos LLC                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       488000 | PA      | $423403.44    | 0.06%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                           | Met Tower Global Funding                                                        | CUSIP: 58989V2C7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |       860000 | PA      | $813751.26    | 0.11%             | 2024-04-05      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       489000 | PA      | $389498.28    | 0.05%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Finance plc                               | Ferguson Finance plc                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       375000 | PA      | $345919.39    | 0.05%             | 2032-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp.                  | Owl Rock Technology Finance Corp.                                               | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       820000 | PA      | $746608.44    | 0.10%             | 2025-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5500000 | PA      | $5478030.25   | 0.73%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                            | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      6979000 | PA      | $5592980.37   | 0.75%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                                 | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      1435000 | PA      | $1313098.62   | 0.18%             | 2025-09-10      | Variable      | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc.             | Intelligent Packaging Ltd. Finco, Inc.                                          | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       371000 | PA      | $296336.25    | 0.04%             | 2028-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-431076.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                | NuStar Logistics LP                                                             | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       213000 | PA      | $205278.75    | 0.03%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $914389.49    | 0.12%             | 2026-12-15      | Fixed         | 2.62%                 | 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        |       505000 | PA      | $484210.82    | 0.06%             | 2027-06-08      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                           | Open Text Holdings, Inc.                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       526000 | PA      | $408549.46    | 0.05%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       510000 | PA      | $443327.70    | 0.06%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                  | Greystar Real Estate Partners LLC                                               | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |       651000 | PA      | $633098.22    | 0.08%             | 2025-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                        | INEOS Quattro Finance 2 plc                                                     | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $180000.00    | 0.02%             | 2026-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                            | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       775000 | PA      | $682808.33    | 0.09%             | 2027-01-06      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                          | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       630000 | PA      | $617904.00    | 0.08%             | 2025-05-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Grifols Escrow Issuer SA                           | Grifols Escrow Issuer SA                                                        | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |       410000 | PA      | $354022.70    | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                           | Lumen Technologies, Inc.                                                        | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       370000 | PA      | $321641.00    | 0.04%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                | NatWest Markets plc                                                             | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $345398.27    | 0.05%             | 2023-05-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| White Cap Buyer LLC                                | White Cap Buyer LLC                                                             | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       337000 | PA      | $291505.00    | 0.04%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2022-3A, Class B                                    | CUSIP: 23345RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       565000 | PA      | $573779.82    | 0.08%             | 2028-07-17      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                         | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       285000 | PA      | $235086.87    | 0.03%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                              | Western Digital Corp.                                                           | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        65000 | PA      | $46840.50     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust            | United Auto Credit Securitization Trust, Series 2022-2, Class C                 | CUSIP: 90944KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       255000 | PA      | $249950.36    | 0.03%             | 2027-05-10      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust            | United Auto Credit Securitization Trust, Series 2022-1, Class B                 | CUSIP: 90944DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       160000 | PA      | $158485.10    | 0.02%             | 2025-03-10      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $51017.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                | Bank of New Zealand                                                             | CUSIP: 06407EAB1<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |       250000 | PA      | $233739.78    | 0.03%             | 2025-02-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |       560000 | PA      | $546194.32    | 0.07%             | 2023-06-28      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                   | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       225000 | PA      | $222030.56    | 0.03%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2022-4, Class C            | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        70000 | PA      | $70312.30     | 0.01%             | 2029-02-15      | Fixed         | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2021-3, Class B                              | CUSIP: 33846QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1065000 | PA      | $1001035.99   | 0.13%             | 2027-07-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                     | QUALCOMM, Inc.                                                                  | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       620000 | PA      | $644526.58    | 0.09%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                        | TEGNA, Inc.                                                                     | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       409000 | PA      | $396357.81    | 0.05%             | 2026-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                 | General Motors Co.                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      2030000 | PA      | $1652416.14   | 0.22%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                    | AES Corp. (The)                                                                 | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       110000 | PA      | $103808.90    | 0.01%             | 2025-07-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                                  | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       660000 | PA      | $639978.83    | 0.09%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       470000 | PA      | $462982.43    | 0.06%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America, Inc.                      | Komatsu Finance America, Inc.                                                   | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |       385000 | PA      | $391664.35    | 0.05%             | 2027-10-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                    | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       229000 | PA      | $212397.50    | 0.03%             | 2028-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                      | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       255000 | PA      | $233834.16    | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132AD3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        52639 | PA      | $50241.26     | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                        | Delek Logistics Partners LP                                                     | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       235000 | PA      | $210795.00    | 0.03%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       745000 | PA      | $507125.37    | 0.07%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco US Finance 2020 LP               | Great-West Lifeco US Finance 2020 LP                                            | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       160000 | PA      | $142407.87    | 0.02%             | 2025-08-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       305000 | PA      | $290436.59    | 0.04%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Gray Escrow II, Inc.                               | Gray Escrow II, Inc.                                                            | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       217000 | PA      | $156463.51    | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                      | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $1769236.59   | 0.24%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-N4, Class C                         | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       245000 | PA      | $234504.20    | 0.03%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-236170.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2022-3, Class B                  | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       665000 | PA      | $648989.99    | 0.09%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       465000 | PA      | $449354.01    | 0.06%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                     | Bread Financial Holdings, Inc.                                                  | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       294000 | PA      | $263130.00    | 0.04%             | 2026-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Humana, Inc.                                       | Humana, Inc.                                                                    | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1070175.26   | 0.14%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-24167.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                            | GA Global Funding Trust                                                         | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       255000 | PA      | $244163.57    | 0.03%             | 2023-12-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                | Post Holdings, Inc.                                                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       137000 | PA      | $117840.55    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                   | Clarivate Science Holdings Corp.                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       614000 | PA      | $522114.90    | 0.07%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Qorvo, Inc.                                        | Qorvo, Inc.                                                                     | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |       165000 | PA      | $150768.75    | 0.02%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Sigma Holdco BV                                    | Sigma Holdco BV                                                                 | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |       419000 | PA      | $295395.00    | 0.04%             | 2026-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Technology Global, Inc.                  | Rackspace Technology Global, Inc.                                               | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |       253000 | PA      | $110657.14    | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1975000 | PA      | $1319546.88   | 0.18%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                  | Barings BDC, Inc.                                                               | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |       170000 | PA      | $145340.60    | 0.02%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                          | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       440000 | PA      | $454522.20    | 0.06%             | 2025-11-16      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                       | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       210000 | PA      | $211106.70    | 0.03%             | 2027-08-15      | Fixed         | 11.62%                | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust, Series 2019-2, Class A2                              | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2120000 | PA      | $1853683.69   | 0.25%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                                 | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      1105000 | PA      | $956649.66    | 0.13%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc.                                                                | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       170000 | PA      | $163231.16    | 0.02%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trustage Financial Group, Inc.                     | Trustage Financial Group, Inc.                                                  | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |       290000 | PA      | $251295.64    | 0.03%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                 | M.D.C. Holdings, Inc.                                                           | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |       485000 | PA      | $277662.50    | 0.04%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       551000 | PA      | $562020.00    | 0.08%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-133933.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust, Series 2022-OANA, Class A                                            | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       310000 | PA      | $302604.05    | 0.04%             | 2037-04-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| DXC Technology Co.                                 | DXC Technology Co.                                                              | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |       790000 | PA      | $663804.61    | 0.09%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2021-4, Class A                       | CUSIP: 22535BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       455000 | PA      | $424839.05    | 0.06%             | 2030-10-15      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                            | SS&C Technologies, Inc.                                                         | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       885000 | PA      | $833758.50    | 0.11%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3133A45H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       363751 | PA      | $312516.73    | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                     | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       435000 | PA      | $449777.86    | 0.06%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                              | Sirius XM Radio, Inc.                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       360000 | PA      | $280573.20    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                               | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       430000 | PA      | $413804.31    | 0.06%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $965985.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2022-6A, Class B                    | CUSIP: 30168AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       220000 | PA      | $220644.60    | 0.03%             | 2027-08-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC                                | Northwest Fiber LLC                                                             | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       141000 | PA      | $108746.25    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                  | Affirm Asset Securitization Trust, Series 2021-B, Class A                       | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       340000 | PA      | $322304.12    | 0.04%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2020-A, Class A3                           | CUSIP: 34528GAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        22188 | PA      | $21978.92     | 0.00%             | 2024-08-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                    | Air Lease Corp.                                                                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       300000 | PA      | $261408.72    | 0.03%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                    | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        75000 | PA      | $76626.55     | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3               | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       270000 | PA      | $264104.09    | 0.04%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2021-3, Class B                  | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       609091 | PA      | $604373.60    | 0.08%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                         | Axalta Coating Systems LLC                                                      | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $276750.00    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                        | TEGNA, Inc.                                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       177000 | PA      | $167105.70    | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                     | Hyundai Capital Services, Inc.                                                  | CUSIP: 44920UAM0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |       325000 | PA      | $324047.75    | 0.04%             | 2023-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.             | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       539000 | PA      | $523503.75    | 0.07%             | 2024-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                           | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       327000 | PA      | $282855.00    | 0.04%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       390000 | PA      | $341191.15    | 0.05%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                     | QUALCOMM, Inc.                                                                  | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       350000 | PA      | $308891.80    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7463088 | PA      | $7493551.95   | 1.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                     | Park Intermediate Holdings LLC                                                  | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       283000 | PA      | $257235.68    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust, Series 2021-D, Class A1A                      | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       288099 | PA      | $254883.42    | 0.03%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                      | Entergy Corp.                                                                   | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       145000 | PA      | $129291.86    | 0.02%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC             | Ardagh Metal Packaging Finance USA LLC                                          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $165900.00    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                           | ADT Security Corp. (The)                                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       405000 | PA      | $344250.00    | 0.05%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                            | GFL Environmental, Inc.                                                         | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       296000 | PA      | $282680.00    | 0.04%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Likewize Corp.                                     | Likewize Corp.                                                                  | CUSIP: 10947XAA0<br>LEI: TF9O1XIG83ZLXX7WN472 | Long             | DBT              | CORP              | US        |       249000 | PA      | $231258.75    | 0.03%             | 2025-10-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       410000 | PA      | $336105.70    | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                     | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       245000 | PA      | $176538.72    | 0.02%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                    | Open Text Corp.                                                                 | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       330000 | PA      | $332475.00    | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-48184.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $30238.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Bank                                      | Comerica Bank                                                                   | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |       250000 | PA      | $240060.35    | 0.03%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                             | XHR LP                                                                          | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       131000 | PA      | $108075.00    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Curo Group Holdings Corp.                          | Curo Group Holdings Corp.                                                       | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |       449000 | PA      | $208358.45    | 0.03%             | 2028-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                             | Freedom Mortgage Corp.                                                          | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       218000 | PA      | $169843.80    | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-P4, Class A3                        | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       865000 | PA      | $804600.51    | 0.11%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                              | Spectrum Brands, Inc.                                                           | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |        50000 | PA      | $44125.00     | 0.01%             | 2030-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       795000 | PA      | $654785.69    | 0.09%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233851DD3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       245000 | PA      | $244089.70    | 0.03%             | 2023-02-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2021-C, Class A3                    | CUSIP: 89239BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       745000 | PA      | $706565.45    | 0.09%             | 2026-01-15      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2021-1, Class A                            | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       275000 | PA      | $244136.39    | 0.03%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                 | VICI Properties LP                                                              | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       248000 | PA      | $236887.12    | 0.03%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A3     | CUSIP: 36258NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        12875 | PA      | $12791.78     | 0.00%             | 2024-09-16      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                      | HB Fuller Co.                                                                   | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |       308000 | PA      | $272580.00    | 0.04%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                     | 1011778 BC ULC                                                                  | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       220000 | PA      | $219242.10    | 0.03%             | 2025-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                               | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       150000 | PA      | $154657.64    | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-P3, Class A3                        | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       665000 | PA      | $619484.21    | 0.08%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                | Shift4 Payments LLC                                                             | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       478000 | PA      | $448722.50    | 0.06%             | 2026-11-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Edison International                               | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       265000 | PA      | $277525.12    | 0.04%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust, Series 2021-NRD, Class A                                             | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $398723.60    | 0.05%             | 2038-12-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2966757 | PA      | $2523859.54   | 0.34%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                      | ASB Bank Ltd.                                                                   | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |       485000 | PA      | $456120.24    | 0.06%             | 2032-06-17      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B                | CUSIP: 03066RAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       190000 | PA      | $176812.65    | 0.02%             | 2027-01-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp.                              | Verscend Escrow Corp.                                                           | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       581000 | PA      | $569211.51    | 0.08%             | 2026-08-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Windstream Escrow LLC                              | Windstream Escrow LLC                                                           | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       245000 | PA      | $200125.80    | 0.03%             | 2028-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                                | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       550000 | PA      | $519772.39    | 0.07%             | 2024-04-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 3140MNMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2794838 | PA      | $2462742.35   | 0.33%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                          | Aptiv plc                                                                       | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       910000 | PA      | $749890.78    | 0.10%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                    | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       250000 | PA      | $200312.50    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                      | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |       265000 | PA      | $260689.35    | 0.03%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                   | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       170000 | PA      | $165903.14    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                           | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       855000 | PA      | $880748.58    | 0.12%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       328000 | PA      | $261301.20    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $561425.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                    | Catalent Pharma Solutions, Inc.                                                 | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |       295000 | PA      | $232902.50    | 0.03%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                         | Ball Corp.                                                                      | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       296000 | PA      | $303500.64    | 0.04%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                             | Antero Resources Corp.                                                          | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |        63000 | PA      | $63584.01     | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2019-C, Class A3                      | CUSIP: 98162RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         6576 | PA      | $6537.62      | 0.00%             | 2024-12-16      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                    | Crestwood Midstream Partners LP                                                 | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       509000 | PA      | $469552.50    | 0.06%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17404573 | PA      | $14247333.17  | 1.90%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                          | Black Knight InfoServ LLC                                                       | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |       172000 | PA      | $148866.00    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp.                               | Sprint Capital Corp.                                                            | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       207000 | PA      | $246426.07    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1270000 | PA      | $816606.06    | 0.11%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class D                 | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4810000 | PA      | $3298653.75   | 0.44%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       409000 | PA      | $384353.66    | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Weekley Homes LLC                                  | Weekley Homes LLC                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       196000 | PA      | $164310.03    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ION Trading Technologies Sarl                      | ION Trading Technologies Sarl                                                   | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $167500.00    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                    | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       350000 | PA      | $308914.90    | 0.04%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       185000 | PA      | $167185.98    | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-231367.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $977535.26    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                              | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |       485000 | PA      | $475197.76    | 0.06%             | 2025-07-07      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Denso Corp.                                        | Denso Corp.                                                                     | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |       565000 | PA      | $491803.12    | 0.07%             | 2026-09-16      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                           | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $655950.68    | 0.09%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                                 | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335000 | PA      | $334486.21    | 0.04%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       390000 | PA      | $369823.97    | 0.05%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2021-B28, Class A5                             | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       780000 | PA      | $628707.22    | 0.08%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2021-2A, Class B                  | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       240000 | PA      | $231530.81    | 0.03%             | 2026-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust               | SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX                 | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        82834 | PA      | $73878.24     | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-123150.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN34, Class A5                                                | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       660000 | PA      | $540258.51    | 0.07%             | 2063-06-15      | Fixed         | 2.44%                 | 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        |       100000 | PA      | $80536.84     | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     53320000 | PA      | $43200418.53  | 5.77%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27730000 | PA      | $27685116.22  | 3.70%             | 2024-07-31      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                           | ADT Security Corp. (The)                                                        | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       136000 | PA      | $134300.00    | 0.02%             | 2023-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                               | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       395000 | PA      | $308100.00    | 0.04%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $72311.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                           | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60750.00     | 0.01%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust         | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C             | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1190000 | PA      | $999424.71    | 0.13%             | 2051-06-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust, Series 2021-1, Class B                            | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         6618 | PA      | $6609.59      | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC             | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       695000 | PA      | $588001.90    | 0.08%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      5096000 | PA      | $4827176.32   | 0.64%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                     | Park Intermediate Holdings LLC                                                  | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $337240.00    | 0.05%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                      | CUSIP: 00182EBP3<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |       455000 | PA      | $427168.70    | 0.06%             | 2025-02-18      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                                    | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       340000 | PA      | $315731.89    | 0.04%             | 2052-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                            | Bayer US Finance II LLC                                                         | CUSIP: 07274NAW3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       170000 | PA      | $164939.83    | 0.02%             | 2024-07-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Gray Television, Inc.                              | Gray Television, Inc.                                                           | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       286000 | PA      | $204490.00    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2020-4, Class C            | CUSIP: 02530QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        70385 | PA      | $69118.40     | 0.01%             | 2026-12-14      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | CarMax Auto Owner Trust, Series 2021-3, Class A3                                | CUSIP: 14317DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1170000 | PA      | $1112595.59   | 0.15%             | 2026-06-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2802.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                     | Wyndham Hotels & Resorts, Inc.                                                  | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       352000 | PA      | $315814.40    | 0.04%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                         | LABL, Inc.                                                                      | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       298000 | PA      | $280865.00    | 0.04%             | 2026-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          508 | NC      | $-1899025.41  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2982973 | PA      | $2995149.37   | 0.40%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-594958.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill City Funding Trust                            | Hill City Funding Trust                                                         | CUSIP: 43137PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       350000 | PA      | $241699.89    | 0.03%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology, Inc.                            | Micron Technology, Inc.                                                         | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       655000 | PA      | $666643.61    | 0.09%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                      | Asbury Automotive Group, Inc.                                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       266000 | PA      | $218199.80    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  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        |       725000 | PA      | $730183.75    | 0.10%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                    | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       495000 | PA      | $471202.53    | 0.06%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                    | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       960000 | PA      | $963821.28    | 0.13%             | 2027-12-07      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                     | JBS USA LUX SA                                                                  | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       665000 | PA      | $637778.69    | 0.09%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2021-3, Class A3                  | CUSIP: 36262XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1510000 | PA      | $1462574.98   | 0.20%             | 2024-10-21      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                            | CDW LLC                                                                         | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       725000 | PA      | $617700.00    | 0.08%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                    | Prestige Auto Receivables Trust, Series 2020-1A, Class C                        | CUSIP: 74114BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       175765 | PA      | $174314.32    | 0.02%             | 2026-11-16      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-212371.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2021-4, Class A2     | CUSIP: 362554AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       192211 | PA      | $190192.59    | 0.03%             | 2024-11-18      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       276464 | PA      | $227868.01    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                    | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      1280000 | PA      | $1279555.58   | 0.17%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-752262.11   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corp.                                         | Olin Corp.                                                                      | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       298000 | PA      | $282787.10    | 0.04%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       315000 | PA      | $300728.04    | 0.04%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                             | Neptune Bidco US, Inc.                                                          | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       120000 | PA      | $113100.00    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Sanchez Energy Corp.                               | Sanchez Energy Corp.                                                            | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        57000 | PA      | $783.75       | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II           | Reliance Standard Life Global Funding II                                        | CUSIP: 75951AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $148806.09    | 0.02%             | 2023-09-19      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2021-3A, Class C                  | CUSIP: 96043JAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       855000 | PA      | $799768.54    | 0.11%             | 2027-01-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3353366 | PA      | $2745055.43   | 0.37%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                           | Blue Racer Midstream LLC                                                        | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       255000 | PA      | $247987.50    | 0.03%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                           | AEP Transmission Co. LLC, Series N                                              | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       150000 | PA      | $96375.44     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                 | RGA Global Funding                                                              | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |       590000 | PA      | $505553.30    | 0.07%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                          | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       350000 | PA      | $259595.00    | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                 | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    102720000 | PA      | $15395515.63  | 2.05%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-179409.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                | Expedia Group, Inc.                                                             | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       290000 | PA      | $292179.21    | 0.04%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                           | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    396800000 | PA      | $18255219.39  | 2.44%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                 | HealthEquity, Inc.                                                              | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       602000 | PA      | $534961.28    | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Camelot Finance SA                                 | Camelot Finance SA                                                              | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       504000 | PA      | $471240.00    | 0.06%             | 2026-11-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                                | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1048707.82   | 0.14%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                     | Huntington National Bank (The)                                                  | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |       900000 | PA      | $911219.04    | 0.12%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $144766.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2021-3, Class B            | CUSIP: 025286AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150090 | PA      | $149614.63    | 0.02%             | 2026-02-13      | Fixed         | 0.66%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2654124 | PA      | $2338748.94   | 0.31%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2021-3, Class C                | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425000 | PA      | $386232.78    | 0.05%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| SRS Distribution, Inc.                             | SRS Distribution, Inc.                                                          | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |       312000 | PA      | $248040.00    | 0.03%             | 2029-12-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2022-5, Class B                  | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       240000 | PA      | $234972.48    | 0.03%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                               | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       895000 | PA      | $875811.74    | 0.12%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                     | Illumina, Inc.                                                                  | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |       395000 | PA      | $398041.03    | 0.05%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                              | Western Digital Corp.                                                           | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1809750.00   | 0.24%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                       | Performance Food Group, Inc.                                                    | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       231000 | PA      | $230932.41    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust     | Foursight Capital Automobile Receivables Trust, Series 2022-2, Class A3         | CUSIP: 34660DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       275000 | PA      | $268557.30    | 0.04%             | 2027-06-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                              | Kaiser Aluminum Corp.                                                           | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       313000 | PA      | $251573.75    | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                             | Credit Suisse Group AG                                                          | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       990000 | PA      | $903180.86    | 0.12%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC           | Specialty Building Products Holdings LLC                                        | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       721000 | PA      | $578580.87    | 0.08%             | 2026-09-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Japan 10 Year Bond                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -192 | NC      | $3211436.81   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                               | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       170000 | PA      | $157263.52    | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                               | Illuminate Buyer LLC                                                            | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       822000 | PA      | $687397.50    | 0.09%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                        | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       920000 | PA      | $895160.00    | 0.12%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                       | World Omni Select Auto Trust, Series 2021-A, Class B                            | CUSIP: 98163HAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $276416.61    | 0.04%             | 2027-08-16      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                  | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       375000 | PA      | $340840.95    | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2022-1, Class B                | CUSIP: 03066TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       680000 | PA      | $649770.80    | 0.09%             | 2027-04-19      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp.                            | AmerisourceBergen Corp.                                                         | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       191000 | PA      | $189457.20    | 0.03%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                                                       | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       370000 | PA      | $369408.00    | 0.05%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       620000 | PA      | $649849.40    | 0.09%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                          | Bank of Ireland Group plc                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      1105000 | PA      | $930297.40    | 0.12%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                       | Hilton Grand Vacations Trust, Series 2022-2A, Class C                           | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        93095 | PA      | $89571.08     | 0.01%             | 2037-01-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                          | Sunoco LP                                                                       | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       637000 | PA      | $552947.85    | 0.07%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Solaris Midstream Holdings LLC                     | Solaris Midstream Holdings LLC                                                  | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |       400000 | PA      | $397500.00    | 0.05%             | 2026-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       260000 | PA      | $225959.92    | 0.03%             | 2028-01-12      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       890000 | PA      | $870001.26    | 0.12%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                     | Watco Cos. LLC                                                                  | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       836000 | PA      | $794200.00    | 0.11%             | 2027-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Energy Co.                            | Southwestern Energy Co.                                                         | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       204000 | PA      | $208528.80    | 0.03%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                             | Freedom Mortgage Corp.                                                          | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      2260000 | PA      | $1909700.00   | 0.25%             | 2026-05-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                            | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |       750000 | PA      | $753605.33    | 0.10%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                              | Sirius XM Radio, Inc.                                                           | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       372000 | PA      | $329379.96    | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN37, Class A5                                                | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       755000 | PA      | $627154.64    | 0.08%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                     | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       612000 | PA      | $560745.00    | 0.07%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-194410.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       315000 | PA      | $251080.01    | 0.03%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2021-2A, Class B                    | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        73729 | PA      | $73206.09     | 0.01%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                       | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |       460000 | PA      | $431391.27    | 0.06%             | 2024-06-17      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                  | Public Service Electric & Gas Co.                                               | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |        40000 | PA      | $26007.84     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                                | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       620000 | PA      | $622499.84    | 0.08%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2022-1A, Class A3                             | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       325000 | PA      | $304449.21    | 0.04%             | 2029-07-20      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                             | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       220000 | PA      | $208219.00    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software, Inc.                              | Rocket Software, Inc.                                                           | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       477000 | PA      | $376734.60    | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                    | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       205000 | PA      | $191078.96    | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                     | Walgreens Boots Alliance, Inc.                                                  | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       770000 | PA      | $743544.88    | 0.10%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                    | Southwestern Public Service Co., Series 8                                       | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |        75000 | PA      | $52344.11     | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | 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        |       200000 | PA      | $163000.00    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                 | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       115000 | PA      | $107797.96    | 0.01%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9520000 | PA      | $8694495.10   | 1.16%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                       | Mattel, Inc.                                                                    | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |       143000 | PA      | $125102.91    | 0.02%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                              | Spectrum Brands, Inc.                                                           | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79000.00     | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                                                   | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      3408000 | PA      | $2746334.07   | 0.37%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $249613.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                               | Central Parent, Inc.                                                            | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       218000 | PA      | $213640.00    | 0.03%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co.                                     | Ford Motor Co.                                                                  | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       241000 | PA      | $239192.50    | 0.03%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                          | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       325000 | PA      | $324845.33    | 0.04%             | 2023-01-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                       | Ameren Corp.                                                                    | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |        90000 | PA      | $76173.07     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                           | BHG Securitization Trust, Series 2022-C, Class A                                | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       109436 | PA      | $108534.03    | 0.01%             | 2035-10-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                 | Aqua Finance Trust, Series 2021-A, Class A                                      | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       298065 | PA      | $271400.07    | 0.04%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                    | Colgate Energy Partners III LLC                                                 | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |        98000 | PA      | $84157.50     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15764.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3133BFXB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15283226 | PA      | $14375678.56  | 1.92%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp.                                                      | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       405000 | PA      | $329062.50    | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                      | Comcast Corp.                                                                   | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       255000 | PA      | $260256.49    | 0.03%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                            | Southwestern Energy Co.                                                         | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       252000 | PA      | $215356.68    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA Cayman Ltd.                            | GEMS MENASA Cayman Ltd.                                                         | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $191162.50    | 0.03%             | 2026-07-31      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                        | Dick's Sporting Goods, Inc.                                                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       365000 | PA      | $237152.84    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                        | Stellantis Finance US, Inc.                                                     | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |       455000 | PA      | $450036.27    | 0.06%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                        | IQVIA, Inc.                                                                     | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       200000 | PA      | $191000.00    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          100 | NC      | $-16911.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $277751.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2021-C, Class A2                      | CUSIP: 98164CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       159231 | PA      | $158653.13    | 0.02%             | 2024-09-16      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                        | Nucor Corp.                                                                     | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       330000 | PA      | $323006.77    | 0.04%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                | Simmons Foods, Inc.                                                             | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       605000 | PA      | $494587.50    | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pike Corp.                                         | Pike Corp.                                                                      | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       422000 | PA      | $368195.00    | 0.05%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1179912 | PA      | $965872.42    | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                         | Outfront Media Capital LLC                                                      | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       657000 | PA      | $594365.56    | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                   | OneMain Financial Issuance Trust, Series 2022-S1, Class A                       | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       990000 | PA      | $931560.30    | 0.12%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $90164.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                            | Rockcliff Energy II LLC                                                         | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |       133000 | PA      | $121362.50    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                                | ACI Worldwide, Inc.                                                             | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |       373000 | PA      | $359012.50    | 0.05%             | 2026-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       446000 | PA      | $366228.44    | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2021-1A, Class B                                    | CUSIP: 23344GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        28427 | PA      | $28239.54     | 0.00%             | 2025-09-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       281000 | PA      | $225535.52    | 0.03%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                       | Dun & Bradstreet Corp. (The)                                                    | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |       315000 | PA      | $270944.10    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                        | Caesars Entertainment, Inc.                                                     | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       456000 | PA      | $444321.84    | 0.06%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  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        |       680000 | PA      | $661611.85    | 0.09%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SRS Distribution, Inc.                             | SRS Distribution, Inc.                                                          | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |       232000 | PA      | $205900.00    | 0.03%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                            | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       665000 | PA      | $627393.85    | 0.08%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                | Cushman & Wakefield US Borrower LLC                                             | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       328000 | PA      | $312547.92    | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       710000 | PA      | $427645.35    | 0.06%             | 2050-11-15      | Fixed         | 1.62%                 | 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        |      1100000 | PA      | $903143.78    | 0.12%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                               | CP Atlas Buyer, Inc.                                                            | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |       272000 | PA      | $202640.00    | 0.03%             | 2028-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                | Newell Brands, Inc.                                                             | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       332000 | PA      | $327850.00    | 0.04%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3710000 | PA      | $3513556.61   | 0.47%             | 2033-07-25      | Variable      | 4.91%                 | 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        |      1540000 | PA      | $1242743.81   | 0.17%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                           | Lumen Technologies, Inc.                                                        | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       399000 | PA      | $293097.42    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                         | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |       160000 | PA      | $168015.50    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                | Ascent Resources Utica Holdings LLC                                             | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       356000 | PA      | $344875.00    | 0.05%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                       | Energean Israel Finance Ltd.                                                    | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      4210000 | PA      | $3646386.25   | 0.49%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust           | GM Financial Revolving Receivables Trust, Series 2021-1, Class A                | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       195000 | PA      | $169476.39    | 0.02%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |       125000 | PA      | $85625.00     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                            | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       470000 | PA      | $488074.56    | 0.07%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 31329KYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         8197 | PA      | $7956.09      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                          | Aptiv plc                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       260000 | PA      | $154791.16    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3884550 | PA      | $3305852.93   | 0.44%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2021-3A, Class A                                    | CUSIP: 23344QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       296650 | PA      | $293927.72    | 0.04%             | 2025-04-15      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4   | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       735000 | PA      | $718996.18    | 0.10%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       842491 | PA      | $749161.41    | 0.10%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2021-B31, Class A5                             | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       605000 | PA      | $503286.61    | 0.07%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       220000 | PA      | $181251.40    | 0.02%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       865000 | PA      | $919713.59    | 0.12%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132DV3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       248884 | PA      | $237079.41    | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                 | Everest Reinsurance Holdings, Inc.                                              | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       785000 | PA      | $492671.81    | 0.07%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | CarMax Auto Owner Trust, Series 2021-4, Class A3                                | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       560000 | PA      | $529252.42    | 0.07%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                  | ACCO Brands Corp.                                                               | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |       255000 | PA      | $209737.50    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3131Y7TD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6680 | PA      | $6377.03      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                             | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       240000 | PA      | $225025.80    | 0.03%             | 2025-01-22      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                    | Catalent Pharma Solutions, Inc.                                                 | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |       484000 | PA      | $450671.76    | 0.06%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Ltd.                | Triton Container International Ltd.                                             | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |       790000 | PA      | $763090.63    | 0.10%             | 2023-08-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                    | Camelot Return Merger Sub, Inc.                                                 | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       181000 | PA      | $164483.75    | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       510000 | PA      | $516405.60    | 0.07%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                    | CommScope, Inc.                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       436000 | PA      | $348800.00    | 0.05%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       170000 | PA      | $183223.28    | 0.02%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                              | Dave & Buster's, Inc.                                                           | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |       414000 | PA      | $416070.00    | 0.06%             | 2025-11-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ATS Corp.                                          | ATS Corp.                                                                       | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |       288000 | PA      | $250200.00    | 0.03%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $770845.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Finance Co. IV LLC                            | Ares Finance Co. IV LLC                                                         | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       460000 | PA      | $284178.57    | 0.04%             | 2052-02-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                                  | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       830000 | PA      | $814752.90    | 0.11%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CEC Entertainment LLC                              | CEC Entertainment LLC                                                           | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       185000 | PA      | $171587.50    | 0.02%             | 2026-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                        | McGraw-Hill Education, Inc.                                                     | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       473000 | PA      | $389996.78    | 0.05%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Southern California Gas Co.                        | Southern California Gas Co.                                                     | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       260000 | PA      | $288431.42    | 0.04%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2019-4, Class A3     | CUSIP: 36258MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         4071 | PA      | $4060.58      | 0.00%             | 2024-07-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1051.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                              | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335000 | PA      | $326638.87    | 0.04%             | 2023-09-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                    | AdaptHealth LLC                                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $212210.00    | 0.03%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                              | Spectrum Brands, Inc.                                                           | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |       284000 | PA      | $220810.00    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                    | Air Lease Corp.                                                                 | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       755000 | PA      | $755035.11    | 0.10%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                             | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |       750000 | PA      | $744987.38    | 0.10%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                             | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       237000 | PA      | $184267.50    | 0.02%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                                                        | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      3370000 | PA      | $3425586.13   | 0.46%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                              | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       590000 | PA      | $538355.83    | 0.07%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2860233 | PA      | $2643642.38   | 0.35%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       835000 | PA      | $870482.49    | 0.12%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                       | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       865000 | PA      | $887804.00    | 0.12%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                | Huntington Ingalls Industries, Inc.                                             | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1482191.27   | 0.20%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                        | Nationwide Building Society                                                     | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       610000 | PA      | $593994.58    | 0.08%             | 2027-07-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2022-5A, Class B                    | CUSIP: 30167FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       590000 | PA      | $586805.92    | 0.08%             | 2027-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11524.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                           | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1085000 | PA      | $1110988.14   | 0.15%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                       | Unisys Corp.                                                                    | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |       410000 | PA      | $313486.00    | 0.04%             | 2027-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                           | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       480000 | PA      | $482400.00    | 0.06%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                     | Helios Software Holdings, Inc.                                                  | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       334000 | PA      | $252587.50    | 0.03%             | 2028-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                        | CSMC LLC, Series 2014-USA, Class A2                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       575000 | PA      | $518539.37    | 0.07%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                                               | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       439000 | PA      | $405508.69    | 0.05%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16488.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp.                                                      | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       710000 | PA      | $674500.00    | 0.09%             | 2027-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2632430.32   | 0.35%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       170000 | PA      | $139671.56    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aretec Escrow Issuer, Inc.                         | Aretec Escrow Issuer, Inc.                                                      | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       171000 | PA      | $141075.00    | 0.02%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-217876.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $277523.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2020-2A, Class C                  | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150036 | PA      | $148588.92    | 0.02%             | 2025-07-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1800000 | PA      | $1590080.04   | 0.21%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2021-1, Class B                              | CUSIP: 33843WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $97933.87     | 0.01%             | 2027-02-16      | Fixed         | 0.68%                 | Yes           |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd.                           | Herbalife Nutrition Ltd.                                                        | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       389000 | PA      | $344564.53    | 0.05%             | 2025-09-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Southern Copper Corp.                              | Southern Copper Corp.                                                           | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1667750.00   | 0.22%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                   | Credit Suisse AG                                                                | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |       995000 | PA      | $907709.25    | 0.12%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                         | MajorDrive Holdings IV LLC                                                      | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |       293000 | PA      | $216820.00    | 0.03%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                          | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       375000 | PA      | $283319.51    | 0.04%             | 2032-06-29      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                         | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       228000 | PA      | $188670.00    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Assurant, Inc.                                     | Assurant, Inc.                                                                  | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       128000 | PA      | $126746.41    | 0.02%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       325000 | PA      | $321800.60    | 0.04%             | 2023-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| athenaHealth Group, Inc.                           | athenaHealth Group, Inc.                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |       508000 | PA      | $374650.00    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-321871.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                 | Getty Images, Inc.                                                              | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       780000 | PA      | $768415.99    | 0.10%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd.                                       | Nutrien Ltd.                                                                    | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       280000 | PA      | $283491.63    | 0.04%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                            | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       530000 | PA      | $425987.50    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  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        |       232000 | PA      | $205320.00    | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15960000 | PA      | $11007513.05  | 1.47%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV     | Mondelez International Holdings Netherlands BV                                  | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       240000 | PA      | $228120.84    | 0.03%             | 2024-09-19      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                       | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       325000 | PA      | $291343.39    | 0.04%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-273125.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                  | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       434000 | PA      | $389801.44    | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC                                 | Crown Americas LLC                                                              | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       432000 | PA      | $408464.64    | 0.05%             | 2030-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $34570.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       374000 | PA      | $286581.24    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance LLC                               | Blue Owl Finance LLC                                                            | CUSIP: 09581JAG1<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       490000 | PA      | $389414.07    | 0.05%             | 2032-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                      | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       505000 | PA      | $400212.50    | 0.05%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                             | Chart Industries, Inc.                                                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       247000 | PA      | $248062.10    | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                             | Marlette Funding Trust, Series 2021-3A, Class A                                 | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       118504 | PA      | $117539.25    | 0.02%             | 2031-12-15      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                | Amcor Flexibles North America, Inc.                                             | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       280000 | PA      | $271858.94    | 0.04%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                                            | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       315000 | PA      | $298317.29    | 0.04%             | 2033-11-09      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                            | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6942 | PA      | $6604.94      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2021-B, Class A2                         | CUSIP: 44934KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       176173 | PA      | $175431.88    | 0.02%             | 2024-05-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       378000 | PA      | $299693.52    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                          | New Fortress Energy, Inc.                                                       | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4040000 | PA      | $3819577.60   | 0.51%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-47605.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                 | Devon Energy Corp.                                                              | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       580000 | PA      | $657391.43    | 0.09%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       250000 | PA      | $244392.70    | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                | Nissan Auto Receivables Owner Trust, Series 2019-C, Class A3                    | CUSIP: 65479JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        12996 | PA      | $12943.35     | 0.00%             | 2024-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2020-4, Class C                  | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25085 | PA      | $24824.04     | 0.00%             | 2026-01-15      | Fixed         | 1.01%                 | 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        |        70000 | PA      | $53440.67     | 0.01%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                           | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1100000 | PA      | $966990.75    | 0.13%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                   | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       890000 | PA      | $897011.33    | 0.12%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                    | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       306000 | PA      | $298350.00    | 0.04%             | 2024-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2022-3A, Class B                    | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       490000 | PA      | $481733.75    | 0.06%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2020-2, Class B                | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        15000 | PA      | $14673.33     | 0.00%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6100000 | PA      | $6084885.42   | 0.81%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                            | Level 3 Financing, Inc.                                                         | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       267000 | PA      | $210315.90    | 0.03%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| eG Global Finance plc                              | eG Global Finance plc                                                           | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |       220000 | PA      | $204820.00    | 0.03%             | 2025-10-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs, Inc.                              | Churchill Downs, Inc.                                                           | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       246000 | PA      | $235545.00    | 0.03%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $466933.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                      | Organon & Co.                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $172868.00    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                     | 1011778 BC ULC                                                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       136000 | PA      | $122570.00    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CDI Escrow Issuer, Inc.                            | CDI Escrow Issuer, Inc.                                                         | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       357000 | PA      | $321128.64    | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| eBay, Inc.                                         | eBay, Inc.                                                                      | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       430000 | PA      | $441770.61    | 0.06%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                               | Ally Financial, Inc.                                                            | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       610000 | PA      | $621761.47    | 0.08%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                         | United Natural Foods, Inc.                                                      | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |       300000 | PA      | $287250.00    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                      | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     61080000 | PA      | $10463915.91  | 1.40%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2890829 | PA      | $2547326.97   | 0.34%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2021-3A, Class A                      | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       250000 | PA      | $236568.80    | 0.03%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ORIX Corp.                                         | ORIX Corp.                                                                      | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |       230000 | PA      | $221639.89    | 0.03%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130750.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Garden Spinco Corp.                                | Garden Spinco Corp.                                                             | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       219000 | PA      | $232140.00    | 0.03%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                             | Aramark Services, Inc.                                                          | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       304000 | PA      | $300738.08    | 0.04%             | 2025-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                    | Starbucks Corp.                                                                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $1739048.29   | 0.23%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust, Series 2020-A, Class A3                                    | CUSIP: 12597PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        22810 | PA      | $22490.62     | 0.00%             | 2025-06-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2022-3, Class A2                         | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150000 | PA      | $146180.96    | 0.02%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital, Inc.                                  | Gen Digital, Inc.                                                               | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       267000 | PA      | $262131.68    | 0.03%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        48000 | PA      | $34920.00     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding LLC                     | Donlen Fleet Lease Funding LLC, Series 2021-2, Class A2                         | CUSIP: 257812AD9<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |       209288 | PA      | $202583.81    | 0.03%             | 2034-12-11      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                     | Olympus Water US Holding Corp.                                                  | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       200000 | PA      | $152000.00    | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                | Post Holdings, Inc.                                                             | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       117000 | PA      | $112905.00    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                 | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       675000 | PA      | $665671.64    | 0.09%             | 2024-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-34332.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                    | Life Time, Inc.                                                                 | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |       296000 | PA      | $274688.00    | 0.04%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17056110 | PA      | $16843429.06  | 2.25%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                              | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       215000 | PA      | $222447.23    | 0.03%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                            | CUSIP: 3140JJEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       275160 | PA      | $262690.32    | 0.04%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                 | Ares Capital Corp.                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       475000 | PA      | $382321.14    | 0.05%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                          | Main Street Capital Corp.                                                       | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |       615000 | PA      | $532700.27    | 0.07%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       355000 | PA      | $234300.00    | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                     | JBS USA LUX SA                                                                  | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       350000 | PA      | $332219.09    | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC                      | Summit Midstream Holdings LLC                                                   | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       488000 | PA      | $462087.20    | 0.06%             | 2026-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Bank                                     | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |       465000 | PA      | $461683.62    | 0.06%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       875000 | PA      | $916961.50    | 0.12%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                        | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       308000 | PA      | $290675.00    | 0.04%             | 2026-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** EQ Premier VIP Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer