# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0001752724-23-039199
**Filing Date:** 2023-2
**Character Count:** 891067
**Document Hash:** 4fb915175b53db011d34f4e6e650ad16
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039199.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039199

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 23665161

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Low Duration Bond Portfolio (Series ID: S000062361)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202280 | Investor A Shares    |  |
| C000202281 | Investor C Shares    |  |
| C000202282 | Institutional Shares |  |
| C000202283 | Class R Shares       |  |
| C000202284 | Class K Shares       |  |
| C000202286 | Investor A1 Shares   |  |

## Nport-Ex

Schedule of Investments (unaudited)

December 01, 2023

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on Net Assets)

| Security | Fee (000) | Value | Security | Fee (000) | Value |
| --- | --- | --- | --- | --- | --- |
| Asset-Backed Securities |  |  | Asset-Backed Securities (continued) |  |  |
| ASG 0125 32 Val - Series 2023 32% Class A1, |  |  | Acquisition 1001*** |  |  |
| Schedule of Investments |  |  | Series 2 Class C, 1001/1002 1 Stock |  |  |
| ASG 0125 32 Val - Series 2023 32% Class | 1001 | 0.000 | 1,000% 1,000% |  |  |
| B, 1,000/1,000 1 Month + 1,000%, 0.24% |  |  | Series 2 Class D, 1001/1002 1 Month + |  |  |
|  |  |  | 1,000% 1,000% 1,000% |  |  |
|  |  |  | 1,000% 1,000% 1,000% |  |  |
|  |  |  | 1,000% 1,000% 1,000% |  |  |
|  |  |  | 1,000% 1,000% 1,000% |  |  |
|  |  |  | 1,000% 1,000% 1,000% |  |  |

2

3

(unpublished) (continued)

December 01, 2022

| Description | Unit Price | Amount | Description | Unit Price | Amount |
| --- | --- | --- | --- | --- | --- |
| ASST. EASTERN STATE OF THE WESTERN STATE |  |  | ASST. EASTERN STATE OF THE WESTERN STATE |  |  |
| A. ASST. EASTERN STATE OF THE WESTERN STATE |  |  | A. ASST. EASTERN STATE OF THE WESTERN STATE |  |  |
| ASST. EASTERN STATE OF THE WESTERN STATE | 1,250 | 1,204,500 | ASST. EASTERN STATE OF THE WESTERN STATE | 1,750 | 1,205,833 |
| ASST. EASTERN STATE OF THE WESTERN STATE |  |  | ASST. EASTERN STATE OF THE WESTERN STATE | 600 | 754,500 |
| ASST. EASTERN STATE OF THE WESTERN STATE |  |  | ASST. EASTERN STATE OF THE WESTERN STATE | 1,000 | 1,004,000 |
| ASST. EASTERN STATE OF THE WESTERN STATE | 1,000 | 1,004,000 | ASST. EASTERN STATE OF THE WESTERN STATE | 1,000 | 1,004,000 |
| ASST. EASTERN STATE OF THE WESTERN STATE |  |  | ASST. EASTERN STATE OF THE WESTERN STATE |  |  |
| ASST. EASTERN STATE OF THE WESTERN STATE | 24,357 | 22,887,034 | ASST. EASTERN STATE OF THE WESTERN STATE |  |  |

# Schedule of Investments

(unaudited) (continued)

# BlackRock Low Duration Bond Portfolio

(Percentages shown are based on Net Assets)

December 31, 2022

| Item | Value | Amount |
| --- | --- | --- |
| 1. 2022-2023 | 3,000 | 3,000.00 |
| 2. 2023-2024 | 3,000 | 3,000.00 |
| 3. 2024-2025 | 3,000 | 3,000.00 |
| 4. 2025-2026 | 3,000 | 3,000.00 |
| 5. 2026-2027 | 3,000 | 3,000.00 |
| 6. 2027-2028 | 3,000 | 3,000.00 |
| 7. 2028-2029 | 3,000 | 3,000.00 |
| 8. 2029-2030 | 3,000 | 3,000.00 |
| 9. 2030-2031 | 3,000 | 3,000.00 |
| 10. 2031-2032 | 3,000 | 3,000.00 |
| 11. 2032-2033 | 3,000 | 3,000.00 |
| 12. 2033-2034 | 3,000 | 3,000.00 |
| 13. 2034-2035 | 3,000 | 3,000.00 |
| 14. 2035-2036 | 3,000 | 3,000.00 |
| 15. 2036-2037 | 3,000 | 3,000.00 |
| 16. 2037-2038 | 3,000 | 3,000.00 |
| 17. 2038-2039 | 3,000 | 3,000.00 |
| 18. 2039-2040 | 3,000 | 3,000.00 |
| 19. 2040-2041 | 3,000 | 3,000.00 |
| 20. 2041-2042 | 3,000 | 3,000.00 |
| 21. 2042-2043 | 3,000 | 3,000.00 |
| 22. 2043-2044 | 3,000 | 3,000.00 |
| 23. 2044-2045 | 3,000 | 3,000.00 |
| 24. 2045-2046 | 3,000 | 3,000.00 |
| 25. 2046-2047 | 3,000 | 3,000.00 |
| 26. 2047-2048 | 3,000 | 3,000.00 |
| 27. 2048-2049 | 3,000 | 3,000.00 |
| 28. 2049-2050 | 3,000 | 3,000.00 |
| 29. 2050-2051 | 3,000 | 3,000.00 |
| 30. 2051-2052 | 3,000 | 3,000.00 |
| 31. 2052-2053 | 3,000 | 3,000.00 |
| 32. 2053-2054 | 3,000 | 3,000.00 |
| 33. 2054-2055 | 3,000 | 3,000.00 |
| 34. 2055-2056 | 3,000 | 3,000.00 |
| 35. 2056-2057 | 3,000 | 3,000.00 |
| 36. 2057-2058 | 3,000 | 3,000.00 |
| 37. 2058-2059 | 3,000 | 3,000.00 |
| 38. 2059-2060 | 3,000 | 3,000.00 |
| 39. 2060-2061 | 3,000 | 3,000.00 |
| 40. 2061-2062 | 3,000 | 3,000.00 |
| 41. 2062-2063 | 3,000 | 3,000.00 |
| 42. 2063-2064 | 3,000 | 3,000.00 |
| 43. 2064-2065 | 3,000 | 3,000.00 |
| 44. 2065-2066 | 3,000 | 3,000.00 |
| 45. 2066-2067 | 3,000 | 3,000.00 |
| 46. 2067-2068 | 3,000 | 3,000.00 |
| 47. 2068-2069 | 3,000 | 3,000.00 |
| 48. 2069-2070 | 3,000 | 3,000.00 |
| 49. 2070-2071 | 3,000 | 3,000.00 |
| 50. 2071-2072 | 3,000 | 3,000.00 |
| 51. 2072-2073 | 3,000 | 3,000.00 |
| 52. 2073-2074 | 3,000 | 3,000.00 |
| 53. 2074-2075 | 3,000 | 3,000.00 |
| 54. 2075-2076 | 3,000 | 3,000.00 |
| 55. 2076-2077 | 3,000 | 3,000.00 |
| 56. 2077-2078 | 3,000 | 3,000.00 |
| 57. 2078-2079 | 3,000 | 3,000.00 |
| 58. 2079-2080 | 3,000 | 3,000.00 |
| 59. 2080-2081 | 3,000 | 3,000.00 |
| 60. 2081-2082 | 3,000 | 3,000.00 |
| 61. 2082-2083 | 3,000 | 3,000.00 |
| 62. 2083-2084 | 3,000 | 3,000.00 |
| 63. 2084-2085 | 3,000 | 3,000.00 |
| 64. 2085-2086 | 3,000 | 3,000.00 |
| 65. 2086-2087 | 3,000 | 3,000.00 |
| 66. 2087-2088 | 3,000 | 3,000.00 |
| 67. 2088-2089 | 3,000 | 3,000.00 |
| 68. 2089-2090 | 3,000 | 3,000.00 |
| 69. 2090-2091 | 3,000 | 3,000.00 |
| 70. 2091-2092 | 3,000 | 3,000.00 |
| 71. 2092-2093 | 3,000 | 3,000.00 |
| 72. 2093-2094 | 3,000 | 3,000.00 |
| 73. 2094-2095 | 3,000 | 3,000.00 |
| 74. 2095-2096 | 3,000 | 3,000.00 |
| 75. 2096-2097 | 3,000 | 3,000.00 |
| 76. 2097-2098 | 3,000 | 3,000.00 |
| 77. 2098-2099 | 3,000 | 3,000.00 |
| 78. 2099-2100 | 3,000 | 3,000.00 |

8

# Schedule of Investments

(unaudited) (continued)

# BlackRock Low Duration Bond Portfolio

(Percentages shown are based on last 4 years)

December 31, 2022

| 1. Less than 1,000,000 shares outstanding | 4,000 | 4,000,000 | 1. Less than 1,000,000 shares outstanding | 4,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- |
| 2. Less than 1,000,000 shares outstanding | 1,000,000 | 1,000,000 | 2. Less than 1,000,000 shares outstanding | 1,000,000 | 1,000,000 |
| 3. Less than 1,000,000 shares outstanding | 20,000 | 21,000,000 | 3. Less than 1,000,000 shares outstanding | 20,000 | 21,000,000 |
| 4. Less than 1,000,000 shares outstanding | 100 | 100,000 | 4. Less than 1,000,000 shares outstanding | 100 | 100,000 |
| 5. Less than 1,000,000 shares outstanding | 9,700 | 9,700,700 | 5. Less than 1,000,000 shares outstanding | 9,700 | 9,700,700 |
| 6. Less than 1,000,000 shares outstanding | 100 | 100,000 | 6. Less than 1,000,000 shares outstanding | 100 | 100,000 |
| 7. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 | 7. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 |
| 8. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 | 8. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 |
| 9. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 | 9. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 |
| 10. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 | 10. Less than 1,000,000 shares outstanding | 1,000 | 1,000,000 |

6

# Schedule of Investments

(unaudited) (continued)

# BlackRock Low Duration Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2022[{"box_2d": [0, 34, 476, 93], "label": "table", "caption": "

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |
| 1,000 | 2,000 | 1,000,000 |
| 1,000 | 2,000 | 1,000,000 |
| 1,000 | 2,000 | 1,000,000 |
| 1,000 | 2,000 | 1,000,000 |
| 1,000 | 2,000 | 1,000,000 |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
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| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table>

| 1,000 | 2,000 | 1,000,000 |
| --- | --- | --- |

</table></table><btable><tr><td>1,000</td><td>2,000</td><td>1,000,000</td></tr></table></table>"

6

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

(Percentages shown are based on last 4 years)

December 31, 2022

| 1. 2017年1月1日 | 2. 2018年1月1日 | 3. 2019年1月1日 |
| --- | --- | --- |
| 2. 2018年1月1日 | 3. 2019年1月1日 | 4. 2020年1月1日 |
| 3. 2019年1月1日 | 4. 2020年1月1日 | 5. 2021年1月1日 |
| 4. 2020年1月1日 | 5. 2021年1月1日 | 6. 2022年1月1日 |
| 5. 2021年1月1日 | 6. 2022年1月1日 | 7. 2023年1月1日 |
| 6. 2022年1月1日 | 7. 2023年1月1日 | 8. 2024年1月1日 |
| 7. 2023年1月1日 | 8. 2024年1月1日 | 9. 2025年1月1日 |
| 8. 2024年1月1日 | 9. 2025年1月1日 | 10. 2026年1月1日 |
| 9. 2025年1月1日 | 10. 2026年1月1日 | 11. 2027年1月1日 |
| 10. 2026年1月1日 | 11. 2027年1月1日 | 12. 2028年1月1日 |
| 11. 2027年1月1日 | 12. 2028年1月1日 | 13. 2029年1月1日 |
| 12. 2028年1月1日 | 13. 2029年1月1日 | 14. 2030年1月1日 |
| 13. 2029年1月1日 | 14. 2030年1月1日 | 15. 2031年1月1日 |
| 14. 2030年1月1日 | 15. 2031年1月1日 | 16. 2032年1月1日 |
| 15. 2031年1月1日 | 16. 2032年1月1日 | 17. 2033年1月1日 |
| 16. 2032年1月1日 | 17. 2033年1月1日 | 18. 2034年1月1日 |
| 17. 2033年1月1日 | 18. 2034年1月1日 | 19. 2035年1月1日 |
| 18. 2034年1月1日 | 19. 2035年1月1日 | 20. 2036年1月1日 |
| 19. 2035年1月1日 | 20. 2036年1月1日 | 21. 2037年1月1日 |
| 20. 2036年1月1日 | 21. 2037年1月1日 | 22. 2038年1月1日 |
| 21. 2037年1月1日 | 22. 2038年1月1日 | 23. 2039年1月1日 |
| 22. 2038年1月1日 | 23. 2039年1月1日 | 24. 2040年1月1日 |
| 23. 2039年1月1日 | 24. 2040年1月1日 | 25. 2041年1月1日 |
| 24. 2040年1月1日 | 25. 2041年1月1日 | 26. 2042年1月1日 |
| 25. 2041年1月1日 | 26. 2042年1月1日 | 27. 2043年1月1日 |
| 26. 2042年1月1日 | 27. 2043年1月1日 | 28. 2044年1月1日 |
| 27. 2043年1月1日 | 28. 2044年1月1日 | 29. 2045年1月1日 |
| 28. 2044年1月1日 | 29. 2045年1月1日 | 30. 2046年1月1日 |
| 29. 2045年1月1日 | 30. 2046年1月1日 | 31. 2047年1月1日 |
| 30. 2046年1月1日 | 31. 2047年1月1日 | 32. 2048年1月1日 |
| 31. 2047年1月1日 | 32. 2048年1月1日 | 33. 2049年1月1日 |
| 32. 2048年1月1日 | 33. 2049年1月1日 | 34. 2050年1月1日 |
| 33. 2049年1月1日 | 34. 2050年1月1日 | 35. 2051年1月1日 |
| 34. 2050年1月1日 | 35. 2051年1月1日 | 36. 2052年1月1日 |
| 35. 2051年1月1日 | 36. 2052年1月1日 | 37. 2053年1月1日 |
| 36. 2052年1月1日 | 37. 2053年1月1日 | 38. 2054年1月1日 |
| 37. 2053年1月1日 | 38. 2054年1月1日 | 39. 2055年1月1日 |
| 38. 2054年1月1日 | 39. 2055年1月1日 | 40. 2056年1月1日 |
| 39. 2055年1月1日 | 40. 2056年1月1日 | 41. 2057年1月1日 |
| 40. 2056年1月1日 | 41. 2057年1月1日 | 42. 2058年1月1日 |
| 41. 2057年1月1日 | 42. 2058年1月1日 | 43. 2059年1月1日 |
| 42. 2058年1月1日 | 43. 2059年1月1日 | 44. 2060年1月1日 |
| 43. 2059年1月1日 | 44. 2060年1月1日 | 45. 2061年1月1日 |
| 44. 2060年1月1日 | 45. 2061年1月1日 | 46. 2062年1月1日 |
| 45. 2061年1月1日 | 46. 2062年1月1日 | 47. 2063年1月1日 |
| 46. 2062年1月1日 | 47. 2063年1月1日 | 48. 2064年1月1日 |
| 47. 2063年1月1日 | 48. 2064年1月1日 | 49. 2065年1月1日 |
| 48. 2064年1月1日 | 49. 2065年1月1日 | 50. 2066年1月1日 |
| 49. 2065年1月1日 | 50. 2066年1月1日 | 51. 2067年1月1日 |
| 50. 2066年1月1日 | 51. 2067年1月1日 | 52. 2068年1月1日 |
| 51. 2067年1月1日 | 52. 2068年1月1日 | 53. 2069年1月1日 |
| 52. 2068年1月1日 | 53. 2069年1月1日 | 54. 2070年1月1日 |
| 53. 2069年1月1日 | 54. 2070年1月1日 | 55. 2071年1月1日 |
| 54. 2070年1月1日 | 55. 2071年1月1日 | 56. 2072年1月1日 |
| 55. 2071年1月1日 | 56. 2072年1月1日 | 57. 2073年1月1日 |
| 56. 2072年1月1日 | 57. 2073年1月1日 | 58. 2074年1月1日 |
| 57. 2073年1月1日 | 58. 2074年1月1日 | 59. 2075年1月1日 |
| 58. 2074年1月1日 | 59. 2075年1月1日 | 60. 2076年1月1日 |
| 59. 2075年1月1日 | 60. 2076年1月1日 | 61. 2077年1月1日 |
| 60. 2076年1月1日 | 61. 2077年1月1日 | 62. 2078年1月1日 |
| 61. 2077年1月1日 | 62. 2078年1月1日 | 63. 2079年1月1日 |
| 62. 2078年1月1日 | 63. 2079年1月1日 | 64. 2080年1月1日 |
| 63. 2079年1月1日 | 64. 2080年1月1日 | 65. 2081年1月1日 |
| 64. 2080年1月1日 | 65. 2081年1月1日 | 66. 2082年1月1日 |
| 65. 2081年1月1日 | 66. 2082年1月1日 | 67. 2083年1月1日 |
| 66. 2082年1月1日 | 67. 2083年1月1日 | 68. 2084年1月1日 |
| 67. 2083年1月1日 | 68. 2084年1月1日 | 69. 2085年1月1日 |
| 68. 2084年1月1日 | 69. 2085年1月1日 | 70. 2086年1月1日 |
| 69. 2085年1月1日 | 70. 2086年1月1日 | 71. 2087年1月1日 |
| 70. 2086年1月1日 | 71. 2087年1月1日 | 72. 2088年1月1日 |
| 71. 2087年1月1日 | 72. 2088年1月1日 | 73. 2089年1月1日 |
| 72. 2088年1月1日 | 73. 2089年1月1日 | 74. 2090年1月1日 |
| 73. 2089年1月1日 | 74. 2090年1月1日 | 75. 2091年1月1日 |
| 74. 2090年1月1日 | 75. 2091年1月1日 | 76. 2092年1月1日 |
| 75. 2091年1月1日 | 76. 2092年1月1日 | 77. 2093年1月1日 |
| 76. 2092年1月1日 | 77. 2093年1月1日 | 78. 2094年1月1日 |
| 77. 2093年1月1日 | 78. 2094年1月1日 | 79. 2095年1月1日 |
| 78. 2094年1月1日 | 79. 2095年1月1日 | 80. 2096年1月1日 |
| 79. 2095年1月1日 | 80. 2096年1月1日 | 81. 2097年1月1日 |
| 80. 2096年1月1日 | 81. 2097年1月1日 | 82. 2098年1月1日 |
| 81. 2097年1月1日 | 82. 2098年1月1日 | 83. 2099年1月1日 |
| 82. 2098年1月1日 | 83. 2099年1月1日 | 84. 2099/1月1日 |

7

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. 75. 76. 77. 78. 79. 80. 81. 82. 83. 84. 85. 86. 87. 88. 89. 90. 91. 92. 93. 94. 95. 96. 97. 98. 99. 100. 101. 102. 103. 104. 105. 106. 107. 108. 109. 110. 111. 112. 113. 114. 115. 116. 117. 118. 119. 120. 121. 122. 123. 124. 125. 126. 127. 128. 129. 130. 131. 132. 133. 134. 135. 136. 137. 138. 139. 140. 141. 142. 143. 144. 145. 146. 147. 148. 149. 150. 151. 152. 153. 154. 155. 156. 157. 158. 159. 160. 161. 162. 163. 164. 165. 166. 167. 168. 169. 170. 171. 172. 173. 174. 175. 176. 177. 178. 179. 180. 181. 182. 183. 184. 185. 186. 187. 188. 189. 190. 191. 192. 193. 194. 195. 196. 197. 198. 199. 200. 201. 202. 203. 204. 205. 206. 207. 208. 209. 210. 211. 212. 213. 214. 215. 216. 217. 218. 219. 220. 221. 222. 223. 224. 225. 226. 227. 228. 229. 230. 231. 232. 233. 234. 235. 236. 237. 238. 239. 240. 241. 242. 243. 244. 245. 246. 247. 248. 249. 250. 251. 252. 253. 254. 255. 256. 257. 258. 259. 260. 261. 262. 263. 264. 265. 266. 267. 268. 269. 270. 271. 272. 273. 274. 275. 276. 277. 278. 279. 280. 281. 282. 283. 284. 285. 286. 287. 288. 289. 290. 291. 292. 293. 294. 295. 296. 297. 298. 299. 300. 301. 302. 303. 304. 305. 306. 307. 308. 309. 310. 311. 312. 313. 314. 315. 316. 317. 318. 319. 320. 321. 322. 323. 324. 325. 326. 327. 328. 329. 330. 331. 332. 333. 334. 335. 336. 337. 338. 339. 340. 341. 342. 343. 344. 345. 346. 347. 348. 349. 350. 351. 352. 353. 354. 355. 356. 357. 358. 359. 360. 361. 362. 363. 364. 365. 366. 367. 368. 369. 370. 371. 372. 373. 374. 375. 376. 377. 378. 379. 380. 381. 382. 383. 384. 385. 386. 387. 388. 389. 390. 391. 392. 393. 394. 395. 396. 397. 398. 399. 400. 401. 402. 403. 404. 405. 406. 407. 408. 409. 410. 411. 412. 413. 414. 415. 416. 417. 418. 419. 420. 421. 422. 423. 424. 425. 426. 427. 428. 429. 430. 431. 432. 433. 434. 435. 436. 437. 438. 439. 440. 441. 442. 443. 444. 445. 446. 447. 448. 449. 450. 451. 452. 453. 454. 455. 456. 457. 458. 459. 460. 461. 462. 463. 464. 465. 466. 467. 468. 469. 470. 471. 472. 473. 474. 475. 476. 477. 478. 479. 480. 481. 482. 483. 484. 485. 486. 487. 488. 489. 490. 491. 492. 493. 494. 495. 496. 497. 498. 499. 500. 501. 502. 503. 504. 505. 506. 507. 508. 509. 510. 511. 512. 513. 514. 515. 516. 517. 518. 519. 520. 521. 522. 523. 524. 525. 526. 527. 528. 529. 530. 531. 532. 533. 534. 535. 536. 537. 538. 539. 540. 541. 542. 543. 544. 545. 546. 547. 548. 549. 550. 551. 552. 553. 554. 555. 556. 557. 558. 559. 560. 561. 562. 563. 564. 565. 566. 567. 568. 569. 570. 571. 572. 573. 574. 575. 576. 577. 578. 579. 580. 581. 582. 583. 584. 585. 586. 587. 588. 589. 590. 591. 592. 593. 594. 595. 596. 597. 598. 599. 600. 601. 602. 603. 604. 605. 606. 607. 608. 609. 610. 611. 612. 613. 614. 615. 616. 617. 618. 619. 620. 621. 622. 623. 624. 625. 626. 627. 628. 629. 630. 631. 632. 633. 634. 635. 636. 637. 638. 639. 640. 641. 642. 643. 644. 645. 646. 647. 648. 649. 650. 651. 652. 653. 654. 655. 656. 657. 658. 659. 660. 661. 662. 663. 664. 665. 666. 667. 668. 669. 670. 671. 672. 673. 674. 675. 676. 677. 678. 679. 680. 681. 682. 683. 684. 685. 686. 687. 688. 689. 690. 691. 692. 693. 694. 695. 696. 697. 698. 699. 700. 701. 702. 703. 704. 705. 706. 707. 708. 709. 710. 711. 712. 713. 714. 715. 716. 717. 718. 719. 720. 721. 722. 723. 724. 725. 726. 727. 728. 729. 730. 731. 732. 733. 734. 735. 736. 737. 738. 739. 740. 741. 742. 743. 744. 745. 746. 747. 748. 749. 750. 751. 752. 753. 754. 755. 756. 757. 758. 759. 760. 761. 762. 763. 764. 765. 766. 767. 768. 769. 770. 771. 772. 773. 774. 775. 776. 777. 778. 779. 780. 781. 782. 783. 784. 785. 786. 787. 788. 789. 790. 791. 792. 793. 794. 795. 796. 797. 798. 799. 800. 801. 802. 803. 804. 805. 806. 807. 808. 809. 810. 811. 812. 813. 814. 815. 816. 817. 818. 819. 820. 821. 822. 823. 824. 825. 826. 827. 828. 829. 830. 831. 832. 833. 834. 835. 836. 837. 838. 839. 840. 841. 842. 843. 844. 845. 846. 847. 848. 849. 850. 851. 852. 853. 854. 855. 856. 857. 858. 859. 860. 861. 862. 863. 864. 865. 866. 867. 868. 869. 870. 871. 872. 873. 874. 875. 876. 877. 878. 879. 880. 881. 882. 883. 884. 885. 886. 887. 888. 889. 890. 891. 892. 893. 894. 895. 896. 897. 898. 899. 900. 901. 902. 903. 904. 905. 906. 907. 908. 909. 910. 911. 912. 913. 914. 915. 916. 917. 918. 919. 920. 921. 922. 923. 924. 925. 926. 927. 928. 929. 930. 931. 932. 933. 934. 935. 936. 937. 938. 939. 940. 941. 942. 943. 944. 945. 946. 947. 948. 949. 950. 951. 952. 953. 954. 955. 956. 957. 958. 959. 960. 961. 962. 963. 964. 965. 966. 967. 968. 969. 970. 971. 972. 973. 974. 975. 976. 977. 978. 979. 980. 981. 982. 983. 984. 985. 986. 987. 988. 989. 990. 991. 992. 993. 994. 995. 996. 997. 998. 999. 1000. |
| --- |

6

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 6 months)

December 31, 2012

| 1,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 1,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000 | 1,000,000 | 1,000,000 | 1,000,000 |

9

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

(Percentages shown are based on Net Assets)

December 31, 2012

| 1. Less than 1.5% of the total | 1.5% | 1.5% | 1.5% |
| --- | --- | --- | --- |
| 2. 1.0% of the total | 1.5% | 1.5% | 1.5% |
| 3. 1.5% of the total | 1.5% | 1.5% | 1.5% |
| 4. 2.0% of the total | 1.5% | 1.5% | 1.5% |
| 5. 2.5% of the total | 1.5% | 1.5% | 1.5% |
| 6. 3.0% of the total | 1.5% | 1.5% | 1.5% |
| 7. 3.5% of the total | 1.5% | 1.5% | 1.5% |
| 8. 4.0% of the total | 1.5% | 1.5% | 1.5% |
| 9. 4.5% of the total | 1.5% | 1.5% | 1.5% |
| 10. 5.0% of the total | 1.5% | 1.5% | 1.5% |
| 11. 5.5% of the total | 1.5% | 1.5% | 1.5% |
| 12. 6.0% of the total | 1.5% | 1.5% | 1.5% |
| 13. 6.5% of the total | 1.5% | 1.5% | 1.5% |
| 14. 7.0% of the total | 1.5% | 1.5% | 1.5% |
| 15. 7.5% of the total | 1.5% | 1.5% | 1.5% |
| 16. 8.0% of the total | 1.5% | 1.5% | 1.5% |
| 17. 8.5% of the total | 1.5% | 1.5% | 1.5% |
| 18. 9.0% of the total | 1.5% | 1.5% | 1.5% |
| 19. 9.5% of the total | 1.5% | 1.5% | 1.5% |
| 20. 10.0% of the total | 1.5% | 1.5% | 1.5% |

10

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

(Percentages shown are based on last 4 years)

December 31, 2012

| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| --- | --- | --- | --- | --- |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |

ii

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2022[{"box_2d": [0, 34, 476, 92], "label": "table", "caption": "

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| 1.00 | 1,000,000 | 1,000,000 |
| 1.00 | 1,000,000 | 1,000,000 |
| 1.00 | 1,000,000 | 1,000,000 |
| 1.00 | 1,000,000 | 1,000,000 |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| 1.00 | 1,000,000 | 1,000,000 |
| 1.00 | 1,000,000 | 1,000,000 |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| 1.00 | 1,000,000 | 1,000,000 |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

</table><table><tr><td>1.00

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. 75. 76. 77. 78. 79. 80. 81. 82. 83. 84. 85. 86. 87. 88. 89. 90. 91. 92. 93. 94. 95. 96. 97. 98. 99. 100. 101. 102. 103. 104. 105. 106. 107. 108. 109. 110. 111. 112. 113. 114. 115. 116. 117. 118. 119. 120. 121. 122. 123. 124. 125. 126. 127. 128. 129. 130. 131. 132. 133. 134. 135. 136. 137. 138. 139. 140. 141. 142. 143. 144. 145. 146. 147. 148. 149. 150. 151. 152. 153. 154. 155. 156. 157. 158. 159. 160. 161. 162. 163. 164. 165. 166. 167. 168. 169. 170. 171. 172. 173. 174. 175. 176. 177. 178. 179. 180. 181. 182. 183. 184. 185. 186. 187. 188. 189. 190. 191. 192. 193. 194. 195. 196. 197. 198. 199. 200. 201. 202. 203. 204. 205. 206. 207. 208. 209. 210. 211. 212. 213. 214. 215. 216. 217. 218. 219. 220. 221. 222. 223. 224. 225. 226. 227. 228. 229. 230. 231. 232. 233. 234. 235. 236. 237. 238. 239. 240. 241. 242. 243. 244. 245. 246. 247. 248. 249. 250. 251. 252. 253. 254. 255. 256. 257. 258. 259. 260. 261. 262. 263. 264. 265. 266. 267. 268. 269. 270. 271. 272. 273. 274. 275. 276. 277. 278. 279. 280. 281. 282. 283. 284. 285. 286. 287. 288. 289. 290. 291. 292. 293. 294. 295. 296. 297. 298. 299. 300. 301. 302. 303. 304. 305. 306. 307. 308. 309. 310. 311. 312. 313. 314. 315. 316. 317. 318. 319. 320. 321. 322. 323. 324. 325. 326. 327. 328. 329. 330. 331. 332. 333. 334. 335. 336. 337. 338. 339. 340. 341. 342. 343. 344. 345. 346. 347. 348. 349. 350. 351. 352. 353. 354. 355. 356. 357. 358. 359. 360. 361. 362. 363. 364. 365. 366. 367. 368. 369. 370. 371. 372. 373. 374. 375. 376. 377. 378. 379. 380. 381. 382. 383. 384. 385. 386. 387. 388. 389. 390. 391. 392. 393. 394. 395. 396. 397. 398. 399. 400. 401. 402. 403. 404. 405. 406. 407. 408. 409. 410. 411. 412. 413. 414. 415. 416. 417. 418. 419. 420. 421. 422. 423. 424. 425. 426. 427. 428. 429. 430. 431. 432. 433. 434. 435. 436. 437. 438. 439. 440. 441. 442. 443. 444. 445. 446. 447. 448. 449. 450. 451. 452. 453. 454. 455. 456. 457. 458. 459. 460. 461. 462. 463. 464. 465. 466. 467. 468. 469. 470. 471. 472. 473. 474. 475. 476. 477. 478. 479. 480. 481. 482. 483. 484. 485. 486. 487. 488. 489. 490. 491. 492. 493. 494. 495. 496. 497. 498. 499. 500. 501. 502. 503. 504. 505. 506. 507. 508. 509. 510. 511. 512. 513. 514. 515. 516. 517. 518. 519. 520. 521. 522. 523. 524. 525. 526. 527. 528. 529. 530. 531. 532. 533. 534. 535. 536. 537. 538. 539. 540. 541. 542. 543. 544. 545. 546. 547. 548. 549. 550. 551. 552. 553. 554. 555. 556. 557. 558. 559. 560. 561. 562. 563. 564. 565. 566. 567. 568. 569. 570. 571. 572. 573. 574. 575. 576. 577. 578. 579. 580. 581. 582. 583. 584. 585. 586. 587. 588. 589. 590. 591. 592. 593. 594. 595. 596. 597. 598. 599. 600. 601. 602. 603. 604. 605. 606. 607. 608. 609. 610. 611. 612. 613. 614. 615. 616. 617. 618. 619. 620. 621. 622. 623. 624. 625. 626. 627. 628. 629. 630. 631. 632. 633. 634. 635. 636. 637. 638. 639. 640. 641. 642. 643. 644. 645. 646. 647. 648. 649. 650. 651. 652. 653. 654. 655. 656. 657. 658. 659. 660. 661. 662. 663. 664. 665. 666. 667. 668. 669. 670. 671. 672. 673. 674. 675. 676. 677. 678. 679. 680. 681. 682. 683. 684. 685. 686. 687. 688. 689. 690. 691. 692. 693. 694. 695. 696. 697. 698. 699. 700. 701. 702. 703. 704. 705. 706. 707. 708. 709. 710. 711. 712. 713. 714. 715. 716. 717. 718. 719. 720. 721. 722. 723. 724. 725. 726. 727. 728. 729. 730. 731. 732. 733. 734. 735. 736. 737. 738. 739. 740. 741. 742. 743. 744. 745. 746. 747. 748. 749. 750. 751. 752. 753. 754. 755. 756. 757. 758. 759. 760. 761. 762. 763. 764. 765. 766. 767. 768. 769. 770. 771. 772. 773. 774. 775. 776. 777. 778. 779. 780. 781. 782. 783. 784. 785. 786. 787. 788. 789. 790. 791. 792. 793. 794. 795. 796. 797. 798. 799. 800. 801. 802. 803. 804. 805. 806. 807. 808. 809. 810. 811. 812. 813. 814. 815. 816. 817. 818. 819. 820. 821. 822. 823. 824. 825. 826. 827. 828. 829. 830. 831. 832. 833. 834. 835. 836. 837. 838. 839. 840. 841. 842. 843. 844. 845. 846. 847. 848. 849. 850. 851. 852. 853. 854. 855. 856. 857. 858. 859. 860. 861. 862. 863. 864. 865. 866. 867. 868. 869. 870. 871. 872. 873. 874. 875. 876. 877. 878. 879. 880. 881. 882. 883. 884. 885. 886. 887. 888. 889. 890. 891. 892. 893. 894. 895. 896. 897. 898. 899. 900. 901. 902. 903. 904. 905. 906. 907. 908. 909. 910. 911. 912. 913. 914. 915. 916. 917. 918. 919. 920. 921. 922. 923. 924. 925. 926. 927. 928. 929. 930. 931. 932. 933. 934. 935. 936. 937. 938. 939. 940. 941. 942. 943. 944. 945. 946. 947. 948. 949. 950. 951. 952. 953. 954. 955. 956. 957. 958. 959. 960. 961. 962. 963. 964. 965. 966. 967. 968. 969. 970. 971. 972. 973. 974. 975. 976. 977. 978. 979. 980. 981. 982. 983. 984. 985. 986. 987. 988. 989. 990. 991. 992. 993. 994. 995. 996. 997. 998. 999. 1000. |
| --- |

12

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| 1. 2013 | 1. 2014 | 1. 2015 | 1. 2016 | 1. 2017 | 1. 2018 | 1. 2019 | 1. 2020 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 2. 2014 | 2. 2015 | 2. 2016 | 2. 2017 | 2. 2018 | 2. 2019 | 2. 2020 | 2. 2021 |
| 3. 2015 | 3. 2016 | 3. 2017 | 3. 2018 | 3. 2019 | 3. 2020 | 3. 2021 | 3. 2022 |
| 4. 2016 | 4. 2017 | 4. 2018 | 4. 2019 | 4. 2020 | 4. 2021 | 4. 2022 | 4. 2023 |
| 5. 2017 | 5. 2018 | 5. 2019 | 5. 2020 | 5. 2021 | 5. 2022 | 5. 2023 | 5. 2024 |
| 6. 2018 | 6. 2019 | 6. 2020 | 6. 2021 | 6. 2022 | 6. 2023 | 6. 2024 | 6. 2025 |
| 7. 2019 | 7. 2020 | 7. 2021 | 7. 2022 | 7. 2023 | 7. 2024 | 7. 2025 | 7. 2026 |
| 8. 2020 | 8. 2021 | 8. 2022 | 8. 2023 | 8. 2024 | 8. 2025 | 8. 2026 | 8. 2027 |
| 9. 2021 | 9. 2022 | 9. 2023 | 9. 2024 | 9. 2025 | 9. 2026 | 9. 2027 | 9. 2028 |
| 10. 2022 | 10. 2023 | 10. 2024 | 10. 2025 | 10. 2026 | 10. 2027 | 10. 2028 | 10. 2029 |
| 11. 2023 | 11. 2024 | 11. 2025 | 11. 2026 | 11. 2027 | 11. 2028 | 11. 2029 | 11. 2030 |
| 12. 2024 | 12. 2025 | 12. 2026 | 12. 2027 | 12. 2028 | 12. 2029 | 12. 2030 | 12. 2031 |
| 13. 2025 | 13. 2026 | 13. 2027 | 13. 2028 | 13. 2029 | 13. 2030 | 13. 2031 | 13. 2032 |
| 14. 2026 | 14. 2027 | 14. 2028 | 14. 2029 | 14. 2030 | 14. 2031 | 14. 2032 | 14. 2033 |
| 15. 2027 | 15. 2028 | 15. 2029 | 15. 2030 | 15. 2031 | 15. 2032 | 15. 2033 | 15. 2034 |
| 16. 2028 | 16. 2029 | 16. 2030 | 16. 2031 | 16. 2032 | 16. 2033 | 16. 2034 | 16. 2035 |
| 17. 2029 | 17. 2030 | 17. 2031 | 17. 2032 | 17. 2033 | 17. 2034 | 17. 2035 | 17. 2036 |
| 18. 2030 | 18. 2031 | 18. 2032 | 18. 2033 | 18. 2034 | 18. 2035 | 18. 2036 | 18. 2037 |
| 19. 2031 | 19. 2032 | 19. 2033 | 19. 2034 | 19. 2035 | 19. 2036 | 19. 2037 | 19. 2038 |
| 20. 2032 | 20. 2033 | 20. 2034 | 20. 2035 | 20. 2036 | 20. 2037 | 20. 2038 | 20. 2039 |
| 21. 2033 | 21. 2034 | 21. 2035 | 21. 2036 | 21. 2037 | 21. 2038 | 21. 2039 | 21. 2040 |
| 22. 2034 | 22. 2035 | 22. 2036 | 22. 2037 | 22. 2038 | 22. 2039 | 22. 2040 | 22. 2041 |
| 23. 2035 | 23. 2036 | 23. 2037 | 23. 2038 | 23. 2039 | 23. 2040 | 23. 2041 | 23. 2042 |
| 24. 2036 | 24. 2037 | 24. 2038 | 24. 2039 | 24. 2040 | 24. 2041 | 24. 2042 | 24. 2043 |
| 25. 2037 | 25. 2038 | 25. 2039 | 25. 2040 | 25. 2041 | 25. 2042 | 25. 2043 | 25. 2044 |
| 26. 2038 | 26. 2039 | 26. 2040 | 26. 2041 | 26. 2042 | 26. 2043 | 26. 2044 | 26. 2045 |
| 27. 2039 | 27. 2040 | 27. 2041 | 27. 2042 | 27. 2043 | 27. 2044 | 27. 2045 | 27. 2046 |
| 28. 2040 | 28. 2041 | 28. 2042 | 28. 2043 | 28. 2044 | 28. 2045 | 28. 2046 | 28. 2047 |
| 29. 2041 | 29. 2042 | 29. 2043 | 29. 2044 | 29. 2045 | 29. 2046 | 29. 2047 | 29. 2048 |
| 30. 2042 | 30. 2043 | 30. 2044 | 30. 2045 | 30. 2046 | 30. 2047 | 30. 2048 | 30. 2049 |
| 31. 2043 | 31. 2044 | 31. 2045 | 31. 2046 | 31. 2047 | 31. 2048 | 31. 2049 | 31. 2050 |
| 32. 2044 | 32. 2045 | 32. 2046 | 32. 2047 | 32. 2048 | 32. 2049 | 32. 2050 | 32. 2051 |
| 33. 2045 | 33. 2046 | 33. 2047 | 33. 2048 | 33. 2049 | 33. 2050 | 33. 2051 | 33. 2052 |
| 34. 2046 | 34. 2047 | 34. 2048 | 34. 2049 | 34. 2050 | 34. 2051 | 34. 2052 | 34. 2053 |
| 35. 2047 | 35. 2048 | 35. 2049 | 35. 2050 | 35. 2051 | 35. 2052 | 35. 2053 | 35. 2054 |
| 36. 2048 | 36. 2049 | 36. 2050 | 36. 2051 | 36. 2052 | 36. 2053 | 36. 2054 | 36. 2055 |
| 37. 2049 | 37. 2050 | 37. 2051 | 37. 2052 | 37. 2053 | 37. 2054 | 37. 2055 | 37. 2056 |
| 38. 2050 | 38. 2051 | 38. 2052 | 38. 2053 | 38. 2054 | 38. 2055 | 38. 2056 | 38. 2057 |
| 39. 2051 | 39. 2052 | 39. 2053 | 39. 2054 | 39. 2055 | 39. 2056 | 39. 2057 | 39. 2058 |
| 40. 2052 | 40. 2053 | 40. 2054 | 40. 2055 | 40. 2056 | 40. 2057 | 40. 2058 | 40. 2059 |
| 41. 2053 | 41. 2054 | 41. 2055 | 41. 2056 | 41. 2057 | 41. 2058 | 41. 2059 | 41. 2060 |
| 42. 2054 | 42. 2055 | 42. 2056 | 42. 2057 | 42. 2058 | 42. 2059 | 42. 2060 | 42. 2061 |
| 43. 2055 | 43. 2056 | 43. 2057 | 43. 2058 | 43. 2059 | 43. 2060 | 43. 2061 | 43. 2062 |
| 44. 2056 | 44. 2057 | 44. 2058 | 44. 2059 | 44. 2060 | 44. 2061 | 44. 2062 | 44. 2063 |
| 45. 2057 | 45. 2058 | 45. 2059 | 45. 2060 | 45. 2061 | 45. 2062 | 45. 2063 | 45. 2064 |
| 46. 2058 | 46. 2059 | 46. 2060 | 46. 2061 | 46. 2062 | 46. 2063 | 46. 2064 | 46. 2065 |
| 47. 2059 | 47. 2060 | 47. 2061 | 47. 2062 | 47. 2063 | 47. 2064 | 47. 2065 | 47. 2066 |
| 48. 2060 | 48. 2061 | 48. 2062 | 48. 2063 | 48. 2064 | 48. 2065 | 48. 2066 | 48. 2067 |
| 49. 2061 | 49. 2062 | 49. 2063 | 49. 2064 | 49. 2065 | 49. 2066 | 49. 2067 | 49. 2068 |
| 50. 2062 | 50. 2063 | 50. 2064 | 50. 2065 | 50. 2066 | 50. 2067 | 50. 2068 | 50. 2069 |

14

# Schedule of Investments

(unaudited) (continued)

# BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2022

| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| --- | --- | --- | --- | --- | --- |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |

15

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2012

![img-0.jpeg](img-0.jpeg)

16

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| 1. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| --- | --- | --- | --- | --- | --- |
| 2. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 3. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 4. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 5. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 6. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 7. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 8. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 9. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |
| 10. Less than 1,000,000 shares | 2.000 | 2,000,000 | 1. Less than 1,000,000 shares | 2.000 | 2,000,000 |

17

# Schedule of Investments

(unaudited) (continued)

# BlackRock Low Duration Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2022

| BlackRock Low Duration Bond Portfolio | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| BlackRock Low Duration Bond Portfolio | 1,000,000 | 1,000,000 |
| BlackRock Low Duration Bond Portfolio | 1,000,000 | 1,000,000 |
| BlackRock Low Duration Bond Portfolio | 1,000,000 | 1,000,000 |

18

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 6 months)

December 31, 2012

| 1. 100 | 1. 100 | 1. 100 | 1. 100 | 1. 100 |
| --- | --- | --- | --- | --- |
| 2. 100 | 2. 100 | 2. 100 | 2. 100 | 2. 100 |
| 3. 100 | 3. 100 | 3. 100 | 3. 100 | 3. 100 |
| 4. 100 | 4. 100 | 4. 100 | 4. 100 | 4. 100 |
| 5. 100 | 5. 100 | 5. 100 | 5. 100 | 5. 100 |
| 6. 100 | 6. 100 | 6. 100 | 6. 100 | 6. 100 |
| 7. 100 | 7. 100 | 7. 100 | 7. 100 | 7. 100 |
| 8. 100 | 8. 100 | 8. 100 | 8. 100 | 8. 100 |
| 9. 100 | 9. 100 | 9. 100 | 9. 100 | 9. 100 |
| 10. 100 | 10. 100 | 10. 100 | 10. 100 | 10. 100 |

39

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

(Percentages shown are based on last 6 months)

December 31, 2012

| 1. 2013 | 1. 2014 | 1. 2015 | 1. 2016 | 1. 2017 | 1. 2018 | 1. 2019 | 1. 2020 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1. 2013 | 1. 2014 | 1. 2015 | 1. 2016 | 1. 2017 | 1. 2018 | 1. 2019 | 1. 2020 |
| 1. 2013 | 1. 2014 | 1. 2015 | 1. 2016 | 1. 2017 | 1. 2018 | 1. 2019 | 1. 2020 |

28

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 | Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 | Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 |
| Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 | Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 |
| Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 | Total Investment and Shareholders' Equity | 1,000,000 | 1,000,000 |

21

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| 1. Less than 1.5% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 3. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 4. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 5. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 6. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 7. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 8. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 9. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 10. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 11. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 12. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 13. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 14. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 15. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 16. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 17. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 18. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 19. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 20. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 21. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 22. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 23. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 24. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 25. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 26. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 27. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 28. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 29. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
| 30. 1.0% of the total | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |

22

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. 75. 76. 77. 78. 79. 80. 81. 82. 83. 84. 85. 86. 87. 88. 89. 90. 91. 92. 93. 94. 95. 96. 97. 98. 99. 100. 101. 102. 103. 104. 105. 106. 107. 108. 109. 110. 111. 112. 113. 114. 115. 116. 117. 118. 119. 120. 121. 122. 123. 124. 125. 126. 127. 128. 129. 130. 131. 132. 133. 134. 135. 136. 137. 138. 139. 140. 141. 142. 143. 144. 145. 146. 147. 148. 149. 150. 151. 152. 153. 154. 155. 156. 157. 158. 159. 160. 161. 162. 163. 164. 165. 166. 167. 168. 169. 170. 171. 172. 173. 174. 175. 176. 177. 178. 179. 180. 181. 182. 183. 184. 185. 186. 187. 188. 189. 190. 191. 192. 193. 194. 195. 196. 197. 198. 199. 200. 201. 202. 203. 204. 205. 206. 207. 208. 209. 210. 211. 212. 213. 214. 215. 216. 217. 218. 219. 220. 221. 222. 223. 224. 225. 226. 227. 228. 229. 230. 231. 232. 233. 234. 235. 236. 237. 238. 239. 240. 241. 242. 243. 244. 245. 246. 247. 248. 249. 250. 251. 252. 253. 254. 255. 256. 257. 258. 259. 260. 261. 262. 263. 264. 265. 266. 267. 268. 269. 270. 271. 272. 273. 274. 275. 276. 277. 278. 279. 280. 281. 282. 283. 284. 285. 286. 287. 288. 289. 290. 291. 292. 293. 294. 295. 296. 297. 298. 299. 300. 301. 302. 303. 304. 305. 306. 307. 308. 309. 310. 311. 312. 313. 314. 315. 316. 317. 318. 319. 320. 321. 322. 323. 324. 325. 326. 327. 328. 329. 330. 331. 332. 333. 334. 335. 336. 337. 338. 339. 340. 341. 342. 343. 344. 345. 346. 347. 348. 349. 350. 351. 352. 353. 354. 355. 356. 357. 358. 359. 360. 361. 362. 363. 364. 365. 366. 367. 368. 369. 370. 371. 372. 373. 374. 375. 376. 377. 378. 379. 380. 381. 382. 383. 384. 385. 386. 387. 388. 389. 390. 391. 392. 393. 394. 395. 396. 397. 398. 399. 400. 401. 402. 403. 404. 405. 406. 407. 408. 409. 410. 411. 412. 413. 414. 415. 416. 417. 418. 419. 420. 421. 422. 423. 424. 425. 426. 427. 428. 429. 430. 431. 432. 433. 434. 435. 436. 437. 438. 439. 440. 441. 442. 443. 444. 445. 446. 447. 448. 449. 450. 451. 452. 453. 454. 455. 456. 457. 458. 459. 460. 461. 462. 463. 464. 465. 466. 467. 468. 469. 470. 471. 472. 473. 474. 475. 476. 477. 478. 479. 480. 481. 482. 483. 484. 485. 486. 487. 488. 489. 490. 491. 492. 493. 494. 495. 496. 497. 498. 499. 500. 501. 502. 503. 504. 505. 506. 507. 508. 509. 510. 511. 512. 513. 514. 515. 516. 517. 518. 519. 520. 521. 522. 523. 524. 525. 526. 527. 528. 529. 530. 531. 532. 533. 534. 535. 536. 537. 538. 539. 540. 541. 542. 543. 544. 545. 546. 547. 548. 549. 550. 551. 552. 553. 554. 555. 556. 557. 558. 559. 560. 561. 562. 563. 564. 565. 566. 567. 568. 569. 570. 571. 572. 573. 574. 575. 576. 577. 578. 579. 580. 581. 582. 583. 584. 585. 586. 587. 588. 589. 590. 591. 592. 593. 594. 595. 596. 597. 598. 599. 600. 601. 602. 603. 604. 605. 606. 607. 608. 609. 610. 611. 612. 613. 614. 615. 616. 617. 618. 619. 620. 621. 622. 623. 624. 625. 626. 627. 628. 629. 630. 631. 632. 633. 634. 635. 636. 637. 638. 639. 640. 641. 642. 643. 644. 645. 646. 647. 648. 649. 650. 651. 652. 653. 654. 655. 656. 657. 658. 659. 660. 661. 662. 663. 664. 665. 666. 667. 668. 669. 670. 671. 672. 673. 674. 675. 676. 677. 678. 679. 680. 681. 682. 683. 684. 685. 686. 687. 688. 689. 690. 691. 692. 693. 694. 695. 696. 697. 698. 699. 700. 701. 702. 703. 704. 705. 706. 707. 708. 709. 710. 711. 712. 713. 714. 715. 716. 717. 718. 719. 720. 721. 722. 723. 724. 725. 726. 727. 728. 729. 730. 731. 732. 733. 734. 735. 736. 737. 738. 739. 740. 741. 742. 743. 744. 745. 746. 747. 748. 749. 750. 751. 752. 753. 754. 755. 756. 757. 758. 759. 760. 761. 762. 763. 764. 765. 766. 767. 768. 769. 770. 771. 772. 773. 774. 775. 776. 777. 778. 779. 780. 781. 782. 783. 784. 785. 786. 787. 788. 789. 790. 791. 792. 793. 794. 795. 796. 797. 798. 799. 800. 801. 802. 803. 804. 805. 806. 807. 808. 809. 810. 811. 812. 813. 814. 815. 816. 817. 818. 819. 820. 821. 822. 823. 824. 825. 826. 827. 828. 829. 830. 831. 832. 833. 834. 835. 836. 837. 838. 839. 840. 841. 842. 843. 844. 845. 846. 847. 848. 849. 850. 851. 852. 853. 854. 855. 856. 857. 858. 859. 860. 861. 862. 863. 864. 865. 866. 867. 868. 869. 870. 871. 872. 873. 874. 875. 876. 877. 878. 879. 880. 881. 882. 883. 884. 885. 886. 887. 888. 889. 890. 891. 892. 893. 894. 895. 896. 897. 898. 899. 900. 901. 902. 903. 904. 905. 906. 907. 908. 909. 910. 911. 912. 913. 914. 915. 916. 917. 918. 919. 920. 921. 922. 923. 924. 925. 926. 927. 928. 929. 930. 931. 932. 933. 934. 935. 936. 937. 938. 939. 940. 941. 942. 943. 944. 945. 946. 947. 948. 949. 950. 951. 952. 953. 954. 955. 956. 957. 958. 959. 960. 961. 962. 963. 964. 965. 966. 967. 968. 969. 970. 971. 972. 973. 974. 975. 976. 977. 978. 979. 980. 981. 982. 983. 984. 985. 986. 987. 988. 989. 990. 991. 992. 993. 994. 995. 996. 997. 998. 999. 1000. |
| --- |

23

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

December 31, 2012

| Description of Investment |  | Outstanding as of Period End |
| --- | --- | --- |
| 1. The Company's Shareholders' Equity | $1,000,000 | 1. The Company's Shareholders' Equity |
| 2. The Company's Shareholders' Equity | $1,000,000 | 2. The Company's Shareholders' Equity |
| 3. The Company's Shareholders' Equity | $1,000,000 | 3. The Company's Shareholders' Equity |
| 4. The Company's Shareholders' Equity | $1,000,000 | 4. The Company's Shareholders' Equity |
| 5. The Company's Shareholders' Equity | $1,000,000 | 5. The Company's Shareholders' Equity |
| 6. The Company's Shareholders' Equity | $1,000,000 | 6. The Company's Shareholders' Equity |
| 7. The Company's Shareholders' Equity | $1,000,000 | 7. The Company's Shareholders' Equity |
| 8. The Company's Shareholders' Equity | $1,000,000 | 8. The Company's Shareholders' Equity |
| 9. The Company's Shareholders' Equity | $1,000,000 | 9. The Company's Shareholders' Equity |

24

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

December 31, 2012

| 1. The following table provides the information in a specific format: (1) a list of items, including the name of the items, and (2) a list of items, including the name of the items, and (3) a list of items, including the name of the items, and (4) a list of items, including the name of the items, and (5) a list of items, including the name of the items, and (6) a list of items, including the name of the items, and (7) a list of items, including the name of the items, and (8) a list of items, including the name of the items, and (9) a list of items, including the name of the items, and (10) a list of items, including the name of the items, and (11) a list of items, including the name of the items, and (12) a list of items, including the name of the items, and (13) a list of items, including the name of the items, and (14) a list of items, including the name of the items, and (15) a list of items, including the name of the items, and (16) a list of items, including the name of the items, and (17) a list of items, including the name of the items, and (18) a list of items, including the name of the items, and (19) a list of items, including the name of the items, and (20) a list of items, including the name of the items, and (21) a list of items, including the name of the items, and (22) a list of items, including the name of the items, and (23) a list of items, including the name of the items, and (24) a list of items, including the name of the items, and (25) a list of items, including the name of the items, and (26) a list of items, including the name of the items, and (27) a list of items, including the name of the items, and (28) a list of items, including the name of the items, and (29) a list of items, including the name of the items, and (30) a list of items, including the name of the items, and (31) a list of items, including the name of the items, and (32) a list of items, including the name of the items, and (33) a list of items, including the name of the items, and (34) a list of items, including the name of the items, and (35) a list of items, including the name of the items, and (36) a list of items, including the name of the items, and (37) a list of items, including the name of the items, and (38) a list of items, including the name of the items, and (39) a list of items, including the name of the items, and (40) a list of items, including the name of the items, and (41) a list of items, including the name of the items, and (42) a list of items, including the name of the items, and (43) a list of items, including the name of the items, and (44) a list of items, including the name of the items, and (45) a list of items, including the name of the items, and (46) a list of items, including the name of the items, and (47) a list of items, including the name of the items, and (48) a list of items, including the name of the items, and (49) a list of items, including the name of the items, and (50) a list of items, including the name of the items, and (51) a list of items, including the name of the items, and (52) a list of items, including the name of the items, and (53) a list of items, including the name of the items, and (54) a list of items, including the name of the items, and (55) a list of items, including the name of the items, and (56) a list of items, including the name of the items, and (57) a list of items, including the name of the items, and (58) a list of items, including the name of the items, and (59) a list of items, including the name of the items, and (60) a list of items, including the name of the items, and (61) a list of items, including the name of the items, and (62) a list of items, including the name of the items, and (63) a list of items, including the name of the items, and (64) a list of items, including the name of the items, and (65) a list of items, including the name of the items, and (66) a list of items, including the name of the items, and (67) a list of items, including the name of the items, and (68) a list of items, including the name of the items, and (69) a list of items, including the name of the items, and (70) a list of items, including the name of the items, and (71) a list of items, including the name of the items, and (72) a list of items, including the name of the items, and (73) a list of items, including the name of the items, and (74) a list of items, including the name of the items, and (75) a list of items, including the name of the items, and (76) a list of items, including the name of the items, and (77) a list of items, including the name of the items, and (78) a list of items, including the name of the items, and (79) a list of items, including the name of the items, and (80) a list of items, including the name of the items, and (81) a list of items, including the name of the items, and (82) a list of items, including the name of the items, and (83) a list of items, including the name of the items, and (84) a list of items, including the name of the items, and (85) a list of items, including the name of the items, and (86) a list of items, including the name of the items, and (87) a list of items, including the name of the items, and (88) a list of items, including the name of the items, and (89) a list of items, including the name of the items, and (90) a list of items, including the name of the items, and (91) a list of items, including the name of the items, and (92) a list of items, including the name of the items, and (93) a list of items, including the name of the items, and (94) a list of items, including the name of the items, and (95) a list of items, including the name of the items, and (96) a list of items, including the name of the items, and (97) a list of items, including the name of the items, and (98) a list of items, including the name of the items, and (99) a list of items, including the name of the items, and (100) a list of items |
| --- |

•
•
•

25

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

December 31, 2022

Fair Value Ownership as of Period End (continued)

| 1. The Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| 2. The Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3. The Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in the Company's Shareholding in | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

26

Schedule of Investments

(unaudited) (continued)

BlackRock Low Duration Bond Portfolio

December 31, 2022

Fair Value Ownership as of Period End (continued)

| 1.00% | 1.00% | 1.00% | 1.00% | 1.00% |
| --- | --- | --- | --- | --- |
| 1.00% | 1.00% | 1.00% | 1.00% | 1.00% |
| 1.00% | 1.00% | 1.00% | 1.00% | 1.00% |
| 1.00% | 1.00% | 1.00% | 1.00% | 1.00% |

27

1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. 75. 76. 77. 78. 79. 80. 81. 82. 83. 84. 85. 86. 87. 88. 89. 90. 91. 92. 93. 94. 95. 96. 97. 98. 99. 100. 101. 102. 103. 104. 105. 106. 107. 108. 109. 110. 111. 112. 113. 114. 115. 116. 117. 118. 119. 120. 121. 122. 123. 124. 125. 126. 127. 128. 129. 130. 131. 132. 133. 134. 135. 136. 137. 138. 139. 140. 141. 142. 143. 144. 145. 146. 147. 148. 149. 150. 151. 152. 153. 154. 155. 156. 157. 158. 159. 160. 161. 162. 163. 164. 165. 166. 167. 168. 169. 170. 171. 172. 173. 174. 175. 176. 177. 178. 179. 180. 181. 182. 183. 184. 185. 186. 187. 188. 189. 190. 191. 192. 193. 194. 195. 196. 197. 198. 199. 200. 201. 202. 203. 204. 205. 206. 207. 208. 209. 210. 211. 212. 213. 214. 215. 216. 217. 218. 219. 220. 221. 222. 223. 224. 225. 226. 227. 228. 229. 230. 231. 232. 233. 234. 235. 236. 237. 238. 239. 240. 241. 242. 243. 244. 245. 246. 247. 248. 249. 250. 251. 252. 253. 254. 255. 256. 257. 258. 259. 260. 261. 262. 263. 264. 265. 266. 267. 268. 269. 270. 271. 272. 273. 274. 275. 276. 277. 278. 279. 280. 281. 282. 283. 284. 285. 286. 287. 288. 289. 290. 291. 292. 293. 294. 295. 296. 297. 298. 299. 300. 301. 302. 303. 304. 305. 306. 307. 308. 309. 310. 311. 312. 313. 314. 315. 316. 317. 318. 319. 320. 321. 322. 323. 324. 325. 326. 327. 328. 329. 330. 331. 332. 333. 334. 335. 336. 337. 338. 339. 340. 341. 342. 343. 344. 345. 346. 347. 348. 349. 350. 351. 352. 353. 354. 355. 356. 357. 358. 359. 360. 361. 362. 363. 364. 365. 366. 367. 368. 369. 370. 371. 372. 373. 374. 375. 376. 377. 378. 379. 380. 381. 382. 383. 384. 385. 386. 387. 388. 389. 390. 391. 392. 393. 394. 395. 396. 397. 398. 399. 400. 401. 402. 403. 404. 405. 406. 407. 408. 409. 410. 411. 412. 413. 414. 415. 416. 417. 418. 419. 420. 421. 422. 423. 424. 425. 426. 427. 428. 429. 430. 431. 432. 433. 434. 435. 436. 437. 438. 439. 440. 441. 442. 443. 444. 445. 446. 447. 448. 449. 450. 451. 452. 453. 454. 455. 456. 457. 458. 459. 460. 461. 462. 463. 464. 465. 466. 467. 468. 469. 470. 471. 472. 473. 474. 475. 476. 477. 478. 479. 480. 481. 482. 483. 484. 485. 486. 487. 488. 489. 490. 491. 492. 493. 494. 495. 496. 497. 498. 499. 500. 501. 502. 503. 504. 505. 506. 507. 508. 509. 510. 511. 512. 513. 514. 515. 516. 517. 518. 519. 520. 521. 522. 523. 524. 525. 526. 527. 528. 529. 530. 531. 532. 533. 534. 535. 536. 537. 538. 539. 540. 541. 542. 543. 544. 545. 546. 547. 548. 549. 550. 551. 552. 553. 554. 555. 556. 557. 558. 559. 560. 561. 562. 563. 564. 565. 566. 567. 568. 569. 570. 571. 572. 573. 574. 575. 576. 577. 578. 579. 580. 581. 582. 583. 584. 585. 586. 587. 588. 589. 590. 591. 592. 593. 594. 595. 596. 597. 598. 599. 600. 601. 602. 603. 604. 605. 606. 607. 608. 609. 610. 611. 612. 613. 614. 615. 616. 617. 618. 619. 620. 621. 622. 623. 624. 625. 626. 627. 628. 629. 630. 631. 632. 633. 634. 635. 636. 637. 638. 639. 640. 641. 642. 643. 644. 645. 646. 647. 648. 649. 650. 651. 652. 653. 654. 655. 656. 657. 658. 659. 660. 661. 662. 663. 664. 665. 666. 667. 668. 669. 670. 671. 672. 673. 674. 675. 676. 677. 678. 679. 680. 681. 682. 683. 684. 685. 686. 687. 688. 689. 690. 691. 692. 693. 694. 695. 696. 697. 698. 699. 700. 701. 702. 703. 704. 705. 706. 707. 708. 709. 710. 711. 712. 713. 714. 715. 716. 717. 718. 719. 720. 721. 722. 723. 724. 725. 726. 727. 728. 729. 730. 731. 732. 733. 734. 735. 736. 737. 738. 739. 740. 741. 742. 743. 744. 745. 746. 747. 748. 749. 750. 751. 752. 753. 754. 755. 756. 757. 758. 759. 760. 761. 762. 763. 764. 765. 766. 767. 768. 769. 770. 771. 772. 773. 774. 775. 776. 777. 778. 779. 780. 781. 782. 783. 784. 785. 786. 787. 788. 789. 790. 791. 792. 793. 794. 795. 796. 797. 798. 799. 800. 801. 802. 803. 804. 805. 806. 807. 808. 809. 810. 811. 812. 813. 814. 815. 816. 817. 818. 819. 820. 821. 822. 823. 824. 825. 826. 827. 828. 829. 830. 831. 832. 833. 834. 835. 836. 837. 838. 839. 840. 841. 842. 843. 844. 845. 846. 847. 848. 849. 850. 851. 852. 853. 854. 855. 856. 857. 858. 859. 860. 861. 862. 863. 864. 865. 866. 867. 868. 869. 870. 871. 872. 873. 874. 875. 876. 877. 878. 879. 880. 881. 882. 883. 884. 885. 886. 887. 888. 889. 890. 891. 892. 893. 894. 895. 896. 897. 898. 899. 900. 901. 902. 903. 904. 905. 906. 907. 908. 909. 910. 911. 912. 913. 914. 915. 916. 917. 918. 919. 920. 921. 922. 923. 924. 925. 926. 927. 928. 929. 930. 931. 932. 933. 934. 935. 936. 937. 938. 939. 940. 941. 942. 943. 944. 945. 946. 947. 948. 949. 950. 951. 952. 953. 954. 955. 956. 957. 958. 959. 960. 961. 962. 963. 964. 965. 966. 967. 968. 969. 970. 971. 972. 973. 974. 975. 976. 977. 978. 979. 980. 981. 982. 983. 984. 985. 986. 987. 988. 989. 990. 991. 992. 993. 994. 995. 996. 997. 998. 999. 1000

| Payroll and financial statements, refer to its most recent financial statements. | 5,953,832 | - | 5,953,832 |
| --- | --- | --- | --- |
| Cash and cash equivalents (Net Sales) (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |
| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |
| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |
| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table></table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table></table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table></table>

| Cash and cash equivalents (revised from 2007 to 2010) | 227,017 | 6,000 | 13,000 |
| --- | --- | --- | --- |

</table>

| Федеральные регионы | - | 301.149 | - | 301.149 |
| --- | --- | --- | --- | --- |
| Союз Норайского федерального бюджетного учреждения | - | 4.017.380 | - | 4.017.380 |
| США | - | - | - | - |
| США | - | - | - | - |
| США | - | - | - | - |
| США | - | - | - | - |
| США | - | - | - | - |
| США | - | - | - | - |
| США | - | - | - | - |
| США | - | - | - | - |

| ECA | โรงเรียนวิชาการ คอมพิวเตอร์ มหิดลราชนครินทร์ | == | 5,000,000 | == | 5,000,000 |
| --- | --- | --- | --- | --- | --- |
| CAPS | โรงเรียนวิชาการ คอมพิวเตอร์ มหิดลราชนครินทร์ | == | 25,000,000 | == | 25,000,000 |
| Total | โรงเรียนวิชาการ คอมพิวเตอร์ มหิดลราชนครินทร์ | == | 5,000,000 | == | 5,000,000 |
|  | โรงเรียนวิชาการ คอมพิวเตอร์ มหิดลราชนครินทร์ | == | 100,000,000 | == | 100,000,000 |
|  | โรงเรียนวิชาการ คอมพิวเตอร์ มหิดลราชนครินทร์ | == | 11,000,000 | == | 11,000,000 |
|  | โรงเรียนวิชาการ คอมพิวเตอร์ มหิดลราชนครินทร์ | == | 5,000,000 | == | 5,000,000 |
|  | โรงเรียนวิชาการ คอมพิวเตอร์ มหิดลราชนครินทร์ | == | 11,000,000 | == | 11,000,000 |
|  | Total Agency for Quality Education (Total) | == | 100,000,000 | 1 | 100,000,000 |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Low Duration Bond Portfolio

- **b. EDGAR series identifier (if any):** S000062361

- **c. LEI of Series:** HXUPEBLUHVD4YLUU0O61

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

- **a. Date of fiscal year-end:** 2023-09-30

- **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:** $6549788642.51

**Total Liabilities:** $377370881.84

**Net Assets:** $6172417760.67

**Cash Not Reported:** $6662704.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 236205.60000000 | **1-Year:** 190071.47000000 | **5-Year:** 606264.14000000 | **10-Year:** 14082.38000000 | **30-Year:** 69057.03000000

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

- **3-Month:** 14188.23000000 | **1-Year:** 35414.69000000 | **5-Year:** 9081.03000000 | **10-Year:** 6960.16000000 | **30-Year:** 920.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202280 | -0.32%               | 1.16%                | 0.55%                |
| Class ID C000202282 | -0.41%               | 1.18%                | 0.57%                |
| Class ID C000202281 | -0.39%               | 0.98%                | 0.48%                |
| Class ID C000202284 | -0.30%               | 1.07%                | 0.57%                |
| Class ID C000202283 | -0.34%               | 1.14%                | 0.53%                |
| Class ID C000202286 | -0.31%               | 1.06%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-60029209.04            | $24571253.89                               |
| Month 2  | $-47106687.61            | $146818301.11                              |
| Month 3  | $-16387851.63            | $33704211.38                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                                                 | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     125000 | PA      | $105156.25     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                             | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9670000 | PA      | $9605299.19    | 0.16%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                                          | Graham Holdings Co.                                                                                                          | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132651.00     | 0.00%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                                                | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1874000 | PA      | $1659472.24    | 0.03%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                    | Chesapeake Funding II LLC, Series 2020-1A, Class C                                                                           | CUSIP: 165183CM4<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     720000 | PA      | $703906.85     | 0.01%             | 2032-08-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     156000 | PA      | $154681.80     | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                    | Dutch Property Finance BV, Series 2021-1, Class B                                                                            | CUSIP: N/A<br>LEI: 724500CZD3S0GPKAZP67       | Long             | ABS-MBS          | CORP              | NL        |     740000 | PA      | $746156.81     | 0.01%             | 2058-07-28      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                   | Garda World Security Corp.                                                                                                   | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     126000 | PA      | $111255.48     | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                  | Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN2, Class A                                                       | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4890331 | PA      | $4884077.00    | 0.08%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                                    | PTC, Inc.                                                                                                                    | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     163000 | PA      | $155246.20     | 0.00%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HP5K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1002226 | PA      | $982038.76     | 0.02%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                               | Takeda Pharmaceutical Co. Ltd.                                                                                               | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    1176000 | PA      | $1166557.00    | 0.02%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                                                                        | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     363000 | PA      | $345122.41     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | Citibank NA                                                                                                                  | CUSIP: 17330QAB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |   30000000 | PA      | $29893048.80   | 0.48%             | 2023-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YDM8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $6084167.28    | 0.10%             | 2023-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Euro-Schatz                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -194 | NC      | $250062.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                            | Corp. Nacional del Cobre de Chile                                                                                            | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     438000 | PA      | $410159.63     | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                           | Crown Americas LLC                                                                                                           | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $157261.50     | 0.00%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                            | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $938968.68     | 0.02%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                       | Cascade MH Asset Trust, Series 2021-MH1, Class A1                                                                            | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2328288 | PA      | $1978099.77    | 0.03%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2021-3X, Class B                                                                    | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |     677000 | PA      | $791442.64     | 0.01%             | 2029-11-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                                                              | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     303000 | PA      | $285498.14     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                    | Chesapeake Funding II LLC, Series 2020-1A, Class B                                                                           | CUSIP: 165183CL6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    1170000 | PA      | $1138296.16    | 0.02%             | 2032-08-15      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2022-C, Class A1B                                                                   | CUSIP: 78449CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6211942 | PA      | $6211905.18    | 0.10%             | 2050-05-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp. BV                                                       | Bayer Capital Corp. BV                                                                                                       | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |    2600000 | PA      | $2581914.56    | 0.04%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11185786.44   | 0.18%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                       | BWX Technologies, Inc.                                                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     174000 | PA      | $156382.50     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                               | JELD-WEN, Inc.                                                                                                               | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     129000 | PA      | $120659.44     | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1678932.63    | 0.03%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7226000 | PA      | $6352628.28    | 0.10%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                 | Trivium Packaging Finance BV                                                                                                 | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     747000 | PA      | $684950.90     | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     370000 | PA      | $346316.42     | 0.01%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc.                                                                                              | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     212000 | PA      | $172909.77     | 0.00%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 5 Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -5926 | NC      | $869889.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                                                               | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     113000 | PA      | $107243.78     | 0.00%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                                        | CITGO Petroleum Corp.                                                                                                        | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     276000 | PA      | $269199.36     | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                | Cheplapharm Arzneimittel GmbH                                                                                                | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $167240.00     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                          | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     327000 | PA      | $293705.04     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                              | Catalent Pharma Solutions, Inc.                                                                                              | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     328000 | PA      | $261161.80     | 0.00%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $585653.55     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                                      | Chesapeake Energy Corp.                                                                                                      | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     353000 | PA      | $343680.80     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2020-1, Class C                                                                             | CUSIP: N/A<br>LEI: 6354008YXSM4DT8B8S69       | Long             | ABS-MBS          | CORP              | GB        |     145000 | PA      | $174340.46     | 0.00%             | 2063-09-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                                                   | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     850000 | PA      | $784040.25     | 0.01%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                    | Cablevision Lightpath LLC                                                                                                    | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164828.71     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2005-HYB8, Class 2A1                                                                 | CUSIP: 126694QF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     526341 | PA      | $473846.03     | 0.01%             | 2035-12-20      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                      | Bank Leumi Le-Israel BM                                                                                                      | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     434000 | PA      | $384090.00     | 0.01%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                    | Aon Corp.                                                                                                                    | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7404000 | PA      | $6800949.90    | 0.11%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                 | Holcim Finance Luxembourg SA                                                                                                 | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $1720169.48    | 0.03%             | 2027-07-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2019-3, Class A                                                               | CUSIP: 92257HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2624312 | PA      | $2484352.67    | 0.04%             | 2049-10-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                                                 | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      67000 | PA      | $54159.29      | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5J75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14949 | PA      | $14226.47      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                     | John Deere Capital Corp.                                                                                                     | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1407332.81    | 0.02%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2022-2A, Class A                                                                             | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2772751 | PA      | $2605126.66    | 0.04%             | 2053-01-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                                                 | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $42946.43      | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                            | Consolidated Communications, Inc.                                                                                            | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     244000 | PA      | $189602.82     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                                       | UBS-Barclays Commercial Mortgage Trust, Series 2013-C5, Class AS                                                             | CUSIP: 90270YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9712867 | PA      | $9694868.09    | 0.16%             | 2046-03-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1698000 | PA      | $1572775.45    | 0.03%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                                                    | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     193000 | PA      | $171662.33     | 0.00%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2021-1, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400ITH77FQC2T4O54       | Long             | ABS-MBS          | CORP              | GB        |     110000 | PA      | $129383.94     | 0.00%             | 2058-07-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NCR Corp.                                                                    | NCR Corp.                                                                                                                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     315000 | PA      | $268548.30     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                              | Santander UK Group Holdings plc                                                                                              | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3715000 | PA      | $3715000.00    | 0.06%             | 2024-01-05      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2018-1A, Class A1R                                                                                       | CUSIP: 00141UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1372506.52    | 0.02%             | 2032-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                              | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63242.06      | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK plc                                                          | Virgin Money UK plc                                                                                                          | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |    2350000 | PA      | $2466780.84    | 0.04%             | 2024-05-27      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F9GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     215446 | PA      | $206075.27     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JPDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311528 | PA      | $299565.52     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                | Banco Latinoamericano de Comercio Exterior SA                                                                                | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $182437.50     | 0.00%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     522000 | PA      | $431563.50     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 4752, Class PL                                                                      | CUSIP: 3137FCPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5695205 | PA      | $5335869.61    | 0.09%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                    | Toyota Motor Credit Corp.                                                                                                    | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1116918.62    | 0.02%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXV Ltd.                                                | Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R                                                                    | CUSIP: 55820RAL6<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |    5550000 | PA      | $5387457.15    | 0.09%             | 2029-04-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2012-120                                                                    | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10210789 | PA      | $162845.74     | 0.00%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                          | PFS Financing Corp., Series 2020-G, Class A                                                                                  | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6800000 | PA      | $6415576.28    | 0.10%             | 2026-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1 LLC                             | EDvestinU Private Education Loan Issue No. 1 LLC, Series 2019-A, Class A                                                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3980670 | PA      | $3737717.75    | 0.06%             | 2038-11-25      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138ELKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112650 | PA      | $109942.27     | 0.00%             | 2027-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                                                    | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     132000 | PA      | $127379.58     | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                       | Oportun Issuance Trust, Series 2021-B, Class C                                                                               | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     370000 | PA      | $310631.02     | 0.01%             | 2031-05-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     374000 | PA      | $354799.78     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO II Ltd.                                          | Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A2R2                                                             | CUSIP: 08179XBA2<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |    8400000 | PA      | $8265324.48    | 0.13%             | 2029-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ares LVI CLO Ltd.                                                            | Ares LVI CLO Ltd., Series 2020-56A, Class AR                                                                                 | CUSIP: 04018NAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4266726.64    | 0.07%             | 2034-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -246 | NC      | $412100.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                                                         | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4315184.70    | 0.07%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC                                                                                          | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $508229.10     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                                                                           | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2719513.73    | 0.04%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                                                          | Kenbourne Invest SA                                                                                                          | CUSIP: N/A<br>LEI: 222100QGH6Y9KFYZ4B27       | Long             | DBT              | CORP              | LU        |     365000 | PA      | $284198.13     | 0.00%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class B                                                | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3405000 | PA      | $2765940.41    | 0.04%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                               | PKHL Commercial Mortgage Trust, Series 2021-MF, Class A                                                                      | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15473000 | PA      | $15015536.11   | 0.24%             | 2038-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7087000 | PA      | $6911854.72    | 0.11%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |   10100000 | PA      | $10696618.28   | 0.17%             | 2028-02-23      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                     | John Deere Capital Corp.                                                                                                     | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6603909.13    | 0.11%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                        | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142000 | PA      | $119136.58     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                    | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     655000 | PA      | $686553.34     | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8JD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1929773 | PA      | $1804436.01    | 0.03%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     821000 | PA      | $803714.01     | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2019-2A, Class A                                                                              | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4704023 | PA      | $4565107.14    | 0.07%             | 2028-04-20      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                              | Consensus Cloud Solutions, Inc.                                                                                              | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      98000 | PA      | $91653.59      | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3132DNCY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3485510 | PA      | $3455306.53    | 0.06%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                         | Edison International                                                                                                         | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   11624000 | PA      | $11373548.83   | 0.18%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259703 | PA      | $243914.41     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                            | Mello Mortgage Capital Acceptance, Series 2022-INV2, Class A3                                                                | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10220017 | PA      | $8518148.73    | 0.14%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                           | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     365000 | PA      | $301763.75     | 0.00%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2013-2A, Class A1A3                                                                           | CUSIP: 69688AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3234949.74    | 0.05%             | 2031-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CrownRock LP                                                                 | CrownRock LP                                                                                                                 | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     949000 | PA      | $915785.00     | 0.01%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                                                 | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      55000 | PA      | $56518.00      | 0.00%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     792000 | PA      | $620730.00     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                     | Daimler Trucks Finance North America LLC                                                                                     | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1268773.91    | 0.02%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                       | SLM Student Loan Trust, Series 2013-4, Class A                                                                               | CUSIP: 78448AAA1<br>LEI: 5493004WA7G168XIR344 | Long             | ABS-O            | CORP              | US        |    3890413 | PA      | $3790420.18    | 0.06%             | 2043-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                             | Volkswagen Financial Services AG                                                                                             | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |    2270000 | PA      | $2014366.04    | 0.03%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                 | VMware, Inc.                                                                                                                 | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    8634000 | PA      | $8033907.04    | 0.13%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                    | Sotheby's                                                                                                                    | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     738000 | PA      | $691970.50     | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association, Series 2011-84, Class MG                                                              | CUSIP: 3136A0B55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     622333 | PA      | $610673.56     | 0.01%             | 2026-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                      | GCI LLC                                                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     117000 | PA      | $98289.41      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                      | Simon Property Group LP                                                                                                      | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     817000 | PA      | $775259.53     | 0.01%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                        | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $348326.25     | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tap Rock Resources LLC                                                       | Tap Rock Resources LLC                                                                                                       | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     548000 | PA      | $509694.80     | 0.01%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                    | Williams Cos., Inc. (The)                                                                                                    | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     361000 | PA      | $351552.74     | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of Philippines                                                      | Republic of Philippines                                                                                                      | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     901000 | PA      | $859427.86     | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WHR95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2996677 | PA      | $2866676.46    | 0.05%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31410LR79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5033 | PA      | $4814.41       | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                                                   | OWL Rock Core Income Corp.                                                                                                   | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     241000 | PA      | $240220.23     | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                     | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $353824.00     | 0.01%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2020-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 2138001R7A1P55MJ8S09       | Long             | ABS-MBS          | CORP              | GB        |     225000 | PA      | $266213.61     | 0.00%             | 2054-12-12      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust, Series 2019-C18, Class A4                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     283000 | PA      | $242897.94     | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2021-2, Class D                                                                             | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |     169000 | PA      | $190771.33     | 0.00%             | 2063-11-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas, Inc.                                                   | Northern Oil and Gas, Inc.                                                                                                   | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     433000 | PA      | $415764.00     | 0.01%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                    | GS Mortgage-Backed Securities Corp. Trust, Series 2020-PJ4, Class A2                                                         | CUSIP: 36259VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3637076 | PA      | $3058879.02    | 0.05%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                               | Charles River Laboratories International, Inc.                                                                               | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     137000 | PA      | $126172.89     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                                                   | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      82000 | PA      | $83559.64      | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                    | Illinois Tool Works, Inc.                                                                                                    | CUSIP: 452308AY5<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5412105.80    | 0.09%             | 2024-12-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO II-S Ltd.                                                        | Allegro CLO II-S Ltd., Series 2014-1RA, Class A1                                                                             | CUSIP: 01751EAC2<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |    4232277 | PA      | $4181677.67    | 0.07%             | 2028-10-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                        | Silgan Holdings, Inc.                                                                                                        | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      41000 | PA      | $37931.46      | 0.00%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                              | Lions Gate Capital Holdings LLC                                                                                              | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     252000 | PA      | $146108.83     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                                                        | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     630000 | PA      | $517308.75     | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 3 LLC                             | EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B                                                     | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     640000 | PA      | $495862.46     | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JPJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1951458 | PA      | $1875903.32    | 0.03%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                            | LCPR Senior Secured Financing DAC                                                                                            | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     502000 | PA      | $469370.00     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 3986, Class M                                                                       | CUSIP: 3137AKBG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     332415 | PA      | $329548.45     | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                          | Big River Steel LLC                                                                                                          | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     563000 | PA      | $536384.59     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                    | CBAM Ltd., Series 2019-9A, Class B2                                                                                          | CUSIP: 14987VAE9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3398325.00    | 0.06%             | 2030-02-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     124000 | PA      | $120931.88     | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                         | Flatiron CLO 21 Ltd., Series 2021-1A, Class A1                                                                               | CUSIP: 33883PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8298008.55    | 0.13%             | 2034-07-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2021-1, Class C                                                                             | CUSIP: N/A<br>LEI: 635400RHPRXUESO7KB48       | Long             | ABS-MBS          | CORP              | GB        |     365000 | PA      | $431373.11     | 0.01%             | 2064-07-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                    | Chesapeake Funding II LLC, Series 2019-1A, Class D                                                                           | CUSIP: 165183CC6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    6630000 | PA      | $6623149.22    | 0.11%             | 2031-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                    | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13983050.20   | 0.23%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                                                      | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     505000 | PA      | $432044.26     | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                             | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR                                                                  | CUSIP: 55817EAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2856286.85    | 0.05%             | 2033-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                               | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-13, Class A2                                                     | CUSIP: 863579BM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     509281 | PA      | $436666.85     | 0.01%             | 2034-09-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO Ltd.                                                     | Long Point Park CLO Ltd., Series 2017-1A, Class A2                                                                           | CUSIP: 542798AE3<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |    1140000 | PA      | $1102811.72    | 0.02%             | 2030-01-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class AAB                                                | CUSIP: 61762DAU5<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      79361 | PA      | $79193.14      | 0.00%             | 2046-05-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                           | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8080000 | PA      | $8073253.28    | 0.13%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                        | SLM Private Credit Student Loan Trust, Series 2004-A, Class A3                                                               | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |     673535 | PA      | $649044.45     | 0.01%             | 2033-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                    | Dutch Property Finance BV, Series 2021-2, Class B                                                                            | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |     820000 | PA      | $819728.28     | 0.01%             | 2059-04-28      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2022-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800CGWK1QL59QO504       | Long             | ABS-O            | CORP              | GB        |    1151000 | PA      | $1335990.29    | 0.02%             | 2029-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   69730000 | PA      | $-403291.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     525000 | PA      | $499012.50     | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | 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      | $-51970.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                              | APX Group, Inc.                                                                                                              | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     238000 | PA      | $229086.90     | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                          | Suzano Austria GmbH, Series DM3N                                                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     404000 | PA      | $314615.00     | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                  | Crocs, Inc.                                                                                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     142000 | PA      | $120288.20     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Holdings, Inc.                                          | Cloud Software Group Holdings, Inc.                                                                                          | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $909663.72     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                       | Aramark Services, Inc.                                                                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     254000 | PA      | $236965.49     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1617130 | PA      | $1557072.91    | 0.03%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                       | Fortress Transportation & Infrastructure Investors LLC                                                                       | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      89000 | PA      | $89222.50      | 0.00%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                    | OBX Trust, Series 2022-INV3, Class A1                                                                                        | CUSIP: 67116EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4566876 | PA      | $3806386.19    | 0.06%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                       | Credit Mutuel Arkea SA                                                                                                       | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $2565441.54    | 0.04%             | 2026-01-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                             | McDonald's Corp.                                                                                                             | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     733000 | PA      | $712654.26     | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                  | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     542000 | PA      | $447150.00     | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                   | Navient Student Loan Trust, Series 2018-EA, Class A2                                                                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     811446 | PA      | $785208.17     | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assurant CLO Ltd.                                                            | Assurant CLO Ltd., Series 2018-2A, Class A                                                                                   | CUSIP: 04623TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1711148.95    | 0.03%             | 2031-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     147000 | PA      | $135362.01     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JAFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12106612 | PA      | $11995974.08   | 0.19%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                               | DISH DBS Corp.                                                                                                               | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $492765.98     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                    | Carlyle Global Market Strategies CLO Ltd., Series 2014-5A, Class A1RR                                                        | CUSIP: 14311AAS1<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-CBDO         | CORP              | KY        |    5995869 | PA      | $5900049.68    | 0.10%             | 2031-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2021-A, Class A                                                            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1205530 | PA      | $1042310.50    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     640000 | PA      | $572608.00     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      54000 | PA      | $47947.68      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2022-2B, Class A                                                                  | CUSIP: 75907JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1450000 | PA      | $1458055.62    | 0.02%             | 2032-11-17      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                          | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     185000 | PA      | $176194.78     | 0.00%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                              | Boyne USA, Inc.                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     189000 | PA      | $167273.37     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3132CWJB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8597035 | PA      | $8390407.27    | 0.14%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293727 | PA      | $279062.50     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2017-136, Class GB                                                          | CUSIP: 38380HHT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3945614 | PA      | $3635441.23    | 0.06%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                        | Matador Resources Co.                                                                                                        | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     271000 | PA      | $260555.40     | 0.00%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                                                               | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     264000 | PA      | $254709.84     | 0.00%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Galaxy XXVII CLO Ltd.                                                        | Galaxy XXVII CLO Ltd., Series 2018-27A, Class A                                                                              | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |   10500000 | PA      | $10353605.85   | 0.17%             | 2031-05-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7010000 | PA      | $6104966.45    | 0.10%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     918251 | PA      | $873815.87     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2650244.97    | 0.04%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KNDL Mortgage Trust                                                          | KNDL Mortgage Trust, Series 2019-KNSQ, Class D                                                                               | CUSIP: 482598AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2972000 | PA      | $2896008.34    | 0.05%             | 2036-05-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     390000 | PA      | $353162.55     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127410000 | PA      | $127310460.94  | 2.06%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association                                                                                        | CUSIP: 3138EQCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2092963 | PA      | $2141698.39    | 0.03%             | 2045-09-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q9EK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2427215 | PA      | $2377937.79    | 0.04%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XV Ltd.                                                      | Sound Point CLO XV Ltd., Series 2017-1A, Class CR                                                                            | CUSIP: 83609RAQ4<br>LEI: 549300YVZ0M0XDDYS744 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1445890.65    | 0.02%             | 2029-01-23      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet SA                                                 | SAN Miguel Industrias Pet SA                                                                                                 | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     757000 | PA      | $640516.63     | 0.01%             | 2028-08-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                    | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $53173.72      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2013-CR13, Class A4                                                                        | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4515000 | PA      | $4435801.48    | 0.07%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                         | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1920212.75    | 0.03%             | 2025-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                                                         | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     854000 | PA      | $739991.00     | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Operadora de Servicios Mega SA de CV Sofom ER                                | Operadora de Servicios Mega SA de CV Sofom ER                                                                                | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |     286000 | PA      | $141444.88     | 0.00%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                                     | Becton Dickinson and Co.                                                                                                     | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2393123.07    | 0.04%             | 2025-08-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     420000 | PA      | $410991.08     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                     | Met Tower Global Funding                                                                                                     | CUSIP: 58989V2E3<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11635332.84   | 0.19%             | 2025-06-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUR25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179115 | PA      | $170438.59     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                       | Dycom Industries, Inc.                                                                                                       | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30463.80      | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC                                                                                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     221000 | PA      | $190763.80     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                | Netflix, Inc.                                                                                                                | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9625000.00    | 0.16%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                             | FT Santander Consumer Spain Auto, Series 2020-1, Class B                                                                     | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |     477887 | PA      | $494832.94     | 0.01%             | 2033-03-21      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Redexis Gas Finance BV                                                       | Redexis Gas Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 724500XI19XTPCL36320       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $909968.78     | 0.01%             | 2025-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                       | Encompass Health Corp.                                                                                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     402000 | PA      | $365176.80     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                                                   | Dryden 45 Senior Loan Fund, Series 2016-45A, Class BR                                                                        | CUSIP: 26244MAQ5<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3026913.75    | 0.05%             | 2030-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21671 | PA      | $20731.45      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                    | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ1, Class B1                                                         | CUSIP: 36257TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2190433 | PA      | $2044370.76    | 0.03%             | 2049-08-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| AMMC CLO XIII Ltd.                                                           | AMMC CLO XIII Ltd., Series 2013-13A, Class A1R2                                                                              | CUSIP: 00176DAQ2<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | KY        |    7333340 | PA      | $7257134.40    | 0.12%             | 2029-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                   | TK Elevator US Newco, Inc.                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     684000 | PA      | $607077.36     | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     105000 | PA      | $93484.13      | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XX Ltd.                                                        | Battalion CLO XX Ltd., Series 2021-20A, Class A                                                                              | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4382514.45    | 0.07%             | 2034-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                     | Engie SA                                                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    3600000 | PA      | $3838282.59    | 0.06%             | 2023-02-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                       | Fortress Transportation & Infrastructure Investors LLC                                                                       | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      73000 | PA      | $68634.88      | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                    | Williams Cos., Inc. (The)                                                                                                    | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     794000 | PA      | $788142.48     | 0.01%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                             | Clarivate Science Holdings Corp.                                                                                             | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833000 | PA      | $721707.87     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                                                  | Cigna Corp.                                                                                                                  | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     326000 | PA      | $318512.82     | 0.01%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12548 | PA      | $12065.80      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings LLC                                               | Earthstone Energy Holdings LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     209000 | PA      | $199939.85     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Stanlington No. 2 plc                                                        | Stanlington No. 2 plc, Series 2, Class E                                                                                     | CUSIP: N/A<br>LEI: 213800FCNYGLAJQ7PJ81       | Long             | ABS-MBS          | CORP              | GB        |     450000 | PA      | $515481.29     | 0.01%             | 2045-06-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 1 plc                                                          | Hops Hill No. 1 plc, Series 1, Class C                                                                                       | CUSIP: N/A<br>LEI: 2138006I4BQOMLUWZ843       | Long             | ABS-MBS          | CORP              | GB        |     199992 | PA      | $234796.09     | 0.00%             | 2054-05-27      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                   | Carpenter Technology Corp.                                                                                                   | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38041.20      | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                   | Go Daddy Operating Co. LLC                                                                                                   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     159000 | PA      | $133113.52     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                                                             | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     375000 | PA      | $341580.00     | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2137000 | PA      | $1812271.97    | 0.03%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                                                            | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9520000 | PA      | $9383655.61    | 0.15%             | 2024-05-22      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                              | Puma International Financing SA                                                                                              | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |     335000 | PA      | $288162.81     | 0.00%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140QQR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     269592 | PA      | $271124.54     | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     102000 | PA      | $98026.08      | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                   | BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1                                                                        | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6990000 | PA      | $6879226.67    | 0.11%             | 2031-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2018-36, Class AM                                                           | CUSIP: 38380VT76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9902418 | PA      | $9464008.05    | 0.15%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hipgnosis Music Assets LP                                                    | Hipgnosis Music Assets LP, Series 2022-1, Class A                                                                            | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3063000 | PA      | $2818111.92    | 0.05%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                             | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                    | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |   15906681 | PA      | $17059917.48   | 0.28%             | 2041-10-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                       | Standard Chartered plc                                                                                                       | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2770000 | PA      | $2613907.07    | 0.04%             | 2025-01-12      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42218.73      | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                                                         | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1221000 | PA      | $1178493.94    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                     | Brex Commercial Charge Card Master Trust, Series 2021-1, Class A                                                             | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2130000 | PA      | $2106890.78    | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                                                             | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     123000 | PA      | $126382.78     | 0.00%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     395000 | PA      | $322252.06     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                     | Enel Finance America LLC                                                                                                     | CUSIP: 29279HV93<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4813890.00    | 0.08%             | 2023-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                    | Chesapeake Funding II LLC, Series 2019-1A, Class C                                                                           | CUSIP: 165183CB8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    3317573 | PA      | $3314197.02    | 0.05%             | 2031-04-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                          | Klabin Austria GmbH                                                                                                          | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     409000 | PA      | $329245.00     | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                 | Natixis Commercial Mortgage Securities Trust, Series 2018-FL1, Class A                                                       | CUSIP: 63874MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3218646 | PA      | $3106681.36    | 0.05%             | 2035-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3478868.31    | 0.06%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International, Inc.                                        | Williams Scotsman International, Inc.                                                                                        | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     386000 | PA      | $382140.00     | 0.01%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                     | Wynn Resorts Finance LLC                                                                                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $38570.85      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                                                        | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     182000 | PA      | $174842.86     | 0.00%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                            | Chevron USA, Inc.                                                                                                            | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     325000 | PA      | $313651.57     | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                    | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR                                                                          | CUSIP: 67112RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $829620.15     | 0.01%             | 2035-07-02      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                   | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class A3                                                        | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8403987 | PA      | $8100467.56    | 0.13%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                               | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9272706.92    | 0.15%             | 2023-11-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                     | ASTM SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |    4240000 | PA      | $3881956.41    | 0.06%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                           | DISH Network Corp.                                                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     176000 | PA      | $181262.40     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                                                      | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     640000 | PA      | $677760.00     | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                           | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2894425.77    | 0.05%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA                                                                 | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11683867 | PA      | $11083894.82   | 0.18%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                           | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     191000 | PA      | $170945.00     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8106000 | PA      | $8244961.89    | 0.13%             | 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        |     230000 | PA      | $228287.41     | 0.00%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                                                                 | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     115685 | PA      | $115164.42     | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                 | American Express Credit Account Master Trust, Series 2022-2, Class A                                                         | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   28044000 | PA      | $27222507.11   | 0.44%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                                                 | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     602000 | PA      | $567776.30     | 0.01%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                        | Tempo Acquisition LLC                                                                                                        | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $141242.17     | 0.00%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37046URD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    6000000 | PA      | $5903956.02    | 0.10%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                    | Howard Hughes Corp. (The)                                                                                                    | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     229000 | PA      | $206267.17     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $2562499.29    | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     391000 | PA      | $345497.38     | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dryden 87 CLO Ltd.                                                           | Dryden 87 CLO Ltd., Series 2021-87A, Class A1                                                                                | CUSIP: 26246GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $731674.65     | 0.01%             | 2034-05-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                                                 | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $111349.28     | 0.00%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                           | CA Magnum Holdings                                                                                                           | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $181026.00     | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                        | Schneider Electric SE                                                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |    2900000 | PA      | $2949747.86    | 0.05%             | 2024-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                        | Entegris Escrow Corp.                                                                                                        | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     641000 | PA      | $584551.81     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                                   | CommScope Technologies LLC                                                                                                   | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      88000 | PA      | $80080.00      | 0.00%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5JX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20764 | PA      | $19812.49      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                                                                            | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1603481.52    | 0.03%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                          | Synchrony Financial                                                                                                          | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    6831000 | PA      | $6655848.24    | 0.11%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H2L89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261611 | PA      | $248933.87     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2021-UK4X, Class D                                                                                     | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |    1410706 | PA      | $1508383.91    | 0.02%             | 2031-08-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                    | GoodLeap Sustainable Home Solutions Trust, Series 2022-3CS, Class A                                                          | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5827793 | PA      | $5393643.63    | 0.09%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp., Series N                                                                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1829000 | PA      | $1618122.81    | 0.03%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      91000 | PA      | $74202.31      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                         | Meta Platforms, Inc.                                                                                                         | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12962000 | PA      | $12080585.56   | 0.20%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                      | CarMax Auto Owner Trust, Series 2022-2, Class A3                                                                             | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15234000 | PA      | $14811166.62   | 0.24%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                        | International Business Machines Corp.                                                                                        | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1640333.30    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                              | CommScope, Inc.                                                                                                              | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     332000 | PA      | $306399.48     | 0.00%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2013-HYB1, Class B2                                                                                       | CUSIP: 12647JBW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830322 | PA      | $818277.83     | 0.01%             | 2043-04-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| GoldentTree Loan Management US CLO 1 Ltd.                                    | GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class A                                                          | CUSIP: 38138KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8950000 | PA      | $8661283.74    | 0.14%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association                                                                                        | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1631959 | PA      | $1648629.31    | 0.03%             | 2042-09-01      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                 | Traton Finance Luxembourg SA                                                                                                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |    2200000 | PA      | $2180084.89    | 0.04%             | 2024-11-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                               | Brookfield Property REIT, Inc.                                                                                               | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     121000 | PA      | $101133.65     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                          | Triumph Group, Inc.                                                                                                          | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     453000 | PA      | $460927.50     | 0.01%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                                 | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ARR                                                                     | CUSIP: 64130TBA2<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9732326.00    | 0.16%             | 2034-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                       | Oportun Issuance Trust, Series 2022-2, Class A                                                                               | CUSIP: 68377HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2206116 | PA      | $2187937.59    | 0.04%             | 2029-10-09      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                          | Rocket Mortgage LLC                                                                                                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     247000 | PA      | $211719.11     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10231000 | PA      | $10752273.34   | 0.17%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WKVC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7015155 | PA      | $6889920.28    | 0.11%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2021-5A, Class A                                                                                   | CUSIP: 12565EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3350000 | PA      | $3270415.06    | 0.05%             | 2034-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JP Morgan Mortgage Trust, Series 2022-INV3, Class A3B                                                                        | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8280882 | PA      | $6912276.14    | 0.11%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO IV Ltd.                                                         | Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2                                                                             | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1209987.50    | 0.02%             | 2031-10-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2013-GC12, Class A4                                                                     | CUSIP: 36197XAK0<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |   15859000 | PA      | $15723294.54   | 0.25%             | 2046-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FCA Bank SpA                                                                 | FCA Bank SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300V1VN70Q7PQ7234       | Long             | DBT              | CORP              | IT        |    1250000 | PA      | $1273279.39    | 0.02%             | 2024-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                | Red & Black Auto Germany 8 UG, Series 8, Class C                                                                             | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |     400000 | PA      | $414436.28     | 0.01%             | 2030-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                               | Teleflex, Inc.                                                                                                               | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     277000 | PA      | $252862.22     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Azure Finance No. 2 plc                                                      | Azure Finance No. 2 plc, Series 2, Class C                                                                                   | CUSIP: N/A<br>LEI: 213800O5Z4Y2QLJZQT22       | Long             | ABS-O            | CORP              | GB        |    1055000 | PA      | $1271021.57    | 0.02%             | 2030-07-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                                             | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     259000 | PA      | $234948.46     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                               | HSBC USA, Inc.                                                                                                               | CUSIP: 40434RVP4<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |    8600000 | PA      | $8308357.75    | 0.13%             | 2023-08-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                               | Pikes Peak CLO 11, Series 2022-11A, Class A1                                                                                 | CUSIP: 72132KAA3<br>LEI: 5493008O059R6VFBVX94 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6832968.80    | 0.11%             | 2034-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 plc                                                    | RMAC Securities No. 1 plc, Series 2007-NS1X, Class A2A                                                                       | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |     312654 | PA      | $359227.91     | 0.01%             | 2044-06-12      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                      | Loanpal Solar Loan Ltd., Series 2021-2GS, Class A                                                                            | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5824674 | PA      | $4259436.41    | 0.07%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                           | American Medical Systems Europe BV                                                                                           | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |    3191000 | PA      | $3015985.86    | 0.05%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CMF plc                                                                      | CMF plc, Series 2020-1, Class B                                                                                              | CUSIP: N/A<br>LEI: 6354005IDWW8PQJAHB37       | Long             | ABS-MBS          | CORP              | GB        |     220000 | PA      | $262179.21     | 0.00%             | 2057-01-16      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                                               | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     216000 | PA      | $217028.16     | 0.00%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140X4L38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20141112 | PA      | $19731679.57   | 0.32%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1222375.00    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                                                            | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $21171.04      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WHKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1000138 | PA      | $935248.16     | 0.02%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                                                         | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8120000 | PA      | $8039064.71    | 0.13%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                         | BA Credit Card Trust, Series 2022-A1, Class A1                                                                               | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    5347000 | PA      | $5199569.84    | 0.08%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA                                                                 | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12077736 | PA      | $11189186.20   | 0.18%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HEW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219784 | PA      | $206424.98     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      66000 | PA      | $56592.36      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                 | National Australia Bank Ltd.                                                                                                 | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     335000 | PA      | $321104.90     | 0.01%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  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        |     765016 | PA      | $700378.28     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CRH Finland Services OYJ                                                     | CRH Finland Services OYJ                                                                                                     | CUSIP: N/A<br>LEI: 549300F7G18UFXIS2K82       | Long             | DBT              | CORP              | FI        |    1670000 | PA      | $1752484.82    | 0.03%             | 2023-11-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                                                                           | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    6024000 | PA      | $5840375.53    | 0.09%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1585809 | PA      | $1517070.26    | 0.02%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11863000 | PA      | $10918416.81   | 0.18%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                          | General Mills, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 2TGYMUGI08PO8X8L6150       | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1383691.50    | 0.02%             | 2026-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                                                    | NFP Corp.                                                                                                                    | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     768000 | PA      | $653795.13     | 0.01%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                          | Leviathan Bond Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     622876 | PA      | $618515.87     | 0.01%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                | Stellantis NV                                                                                                                | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    3250000 | PA      | $3483756.51    | 0.06%             | 2023-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                                                | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     348000 | PA      | $310517.89     | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                           | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     281000 | PA      | $238375.81     | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42240.15      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31455000 | PA      | $27284313.61   | 0.44%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                  | Amgen, Inc.                                                                                                                  | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     622000 | PA      | $574707.27     | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14357 | PA      | $14138.83      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                   | Upstart Pass-Through Trust, Series 2021-ST9, Class A                                                                         | CUSIP: 91683MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2278520 | PA      | $2161796.29    | 0.04%             | 2029-11-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83066 | PA      | $81335.49      | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2021-A, Class APL                                                                   | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13480064 | PA      | $12963587.51   | 0.21%             | 2053-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                          | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     134000 | PA      | $117785.43     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC                                                                                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $27060.00      | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class A4                                                                | CUSIP: 17324DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13173178 | PA      | $12490962.84   | 0.20%             | 2048-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                        | Viavi Solutions, Inc.                                                                                                        | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     126000 | PA      | $105897.27     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     669000 | PA      | $541597.31     | 0.01%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                              | Advanced Drainage Systems, Inc.                                                                                              | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     464000 | PA      | $432680.00     | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                                                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10210000 | PA      | $8928049.55    | 0.14%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                              | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class ASBF                                                                 | CUSIP: 92939FBE8<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     921702 | PA      | $918391.62     | 0.01%             | 2047-08-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                       | Dell International LLC                                                                                                       | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5165000 | PA      | $5076032.62    | 0.08%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                         | LoanCore Issuer Ltd., Series 2021-CRE6, Class A                                                                              | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7230000 | PA      | $6886575.00    | 0.11%             | 2038-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2019-EA, Class A2B                                                         | CUSIP: 63941MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7302109 | PA      | $7230043.97    | 0.12%             | 2068-05-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WE3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40297 | PA      | $38523.32      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                        | Gulfport Energy Corp.                                                                                                        | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |      40500 | PA      | $39487.50      | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                           | Vertiv Group Corp.                                                                                                           | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     356000 | PA      | $302600.00     | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria                                                                | FCT Autonoria, Series 2019-1, Class E                                                                                        | CUSIP: N/A<br>LEI: 549300J0CMU2QRSXRZ67       | Long             | ABS-O            | CORP              | FR        |     127240 | PA      | $132222.59     | 0.00%             | 2035-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8215000 | PA      | $7218212.11    | 0.12%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                                             | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    5330000 | PA      | $5236725.00    | 0.08%             | 2024-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                               | Harben Finance, Series 2017-1RX, Class D                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     441000 | PA      | $478873.65     | 0.01%             | 2055-09-28      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission plc                                   | National Grid Electricity Transmission plc                                                                                   | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    1490000 | PA      | $1488579.59    | 0.02%             | 2025-01-20      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                        | Freeport Indonesia PT                                                                                                        | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     701000 | PA      | $672160.86     | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2014-GC24, Class AAB                                                                    | CUSIP: 36253GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3073568 | PA      | $3014987.07    | 0.05%             | 2047-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                 | Capgemini SE                                                                                                                 | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2398508.50    | 0.04%             | 2025-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                                                          | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     395000 | PA      | $365157.61     | 0.01%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Technologies, Inc.                                                                                                     | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     684000 | PA      | $579657.52     | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2022-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |     365000 | PA      | $392554.00     | 0.01%             | 2055-12-01      | Floating      | 5.13%                 | 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        |     123000 | PA      | $105548.76     | 0.00%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138XTBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112449 | PA      | $107854.74     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                  | Informa plc                                                                                                                  | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |    9855000 | PA      | $10015490.94   | 0.16%             | 2025-10-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2005-17, Class 1A6                                                                   | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240942 | PA      | $204924.57     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     374000 | PA      | $285175.00     | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Autoflorence SRL                                                             | Autoflorence SRL, Series 2, Class C                                                                                          | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |     399921 | PA      | $401755.18     | 0.01%             | 2044-12-24      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                | Chevron Corp.                                                                                                                | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1012000 | PA      | $959803.33     | 0.02%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJ6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2230675 | PA      | $2191313.57    | 0.04%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                | Penske Automotive Group, Inc.                                                                                                | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     141000 | PA      | $130856.41     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                     | Spirit AeroSystems, Inc.                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     214000 | PA      | $225277.80     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2013-HYB1, Class B4                                                                                       | CUSIP: 12647JBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1582840 | PA      | $1530770.89    | 0.02%             | 2043-04-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                               | Teleflex, Inc.                                                                                                               | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19061.80      | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                        | Nomura Holdings, Inc.                                                                                                        | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     766000 | PA      | $757568.98     | 0.01%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                               | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A                                                     | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6750000 | PA      | $6524417.92    | 0.11%             | 2036-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2013-131, Class PA                                                          | CUSIP: 38378WG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     766491 | PA      | $751022.83     | 0.01%             | 2042-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                         | NextEra Energy Operating Partners LP                                                                                         | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     106000 | PA      | $102820.11     | 0.00%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                 | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR2                                                                      | CUSIP: 03328TBA2<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   14523000 | PA      | $14334208.26   | 0.23%             | 2031-01-28      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     955000 | PA      | $858306.25     | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     370000 | PA      | $270053.75     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1113697 | PA      | $1066829.50    | 0.02%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                 | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1948000 | PA      | $1885061.85    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     473000 | PA      | $381219.08     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                                       | Bear Stearns ARM Trust, Series 2004-5, Class 2A                                                                              | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     214552 | PA      | $191495.11     | 0.00%             | 2034-07-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                   | LABL, Inc.                                                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     146000 | PA      | $127205.42     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE                                                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    1120000 | PA      | $1140356.72    | 0.02%             | 2025-01-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2021-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |     715388 | PA      | $723366.66     | 0.01%             | 2049-10-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                      | Volkswagen Leasing GmbH                                                                                                      | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    1020000 | PA      | $944942.82     | 0.02%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                           | Iliad Holding SASU                                                                                                           | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     644000 | PA      | $582040.79     | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                     | SBA Communications Corp.                                                                                                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     313000 | PA      | $282799.73     | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                 | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7764000 | PA      | $7529041.41    | 0.12%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                            | Ziggo Bond Co. BV                                                                                                            | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $279126.00     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     407000 | PA      | $390719.95     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                     | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     957000 | PA      | $849217.88     | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                                           | Wynn Las Vegas LLC                                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     216000 | PA      | $194933.71     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                                                                            | CUSIP: 718172CK3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     730000 | PA      | $681536.93     | 0.01%             | 2026-08-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                            | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5041000 | PA      | $4497107.15    | 0.07%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                           | American International Group, Inc.                                                                                           | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     332000 | PA      | $321594.68     | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. II                                              | GS Mortgage Securities Corp. II, Series 2005-ROCK, Class F                                                                   | CUSIP: 36228CVD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1892344.60    | 0.03%             | 2032-05-03      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                            | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4175000 | PA      | $4077791.85    | 0.07%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                     | Central Garden & Pet Co.                                                                                                     | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     250000 | PA      | $232570.04     | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                            | Banco Bradesco SA                                                                                                            | CUSIP: 05947KAY6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   19500000 | PA      | $19369593.75   | 0.31%             | 2023-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                                    | ZoomInfo Technologies LLC                                                                                                    | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     339000 | PA      | $284889.64     | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                           | Lanebrook Mortgage Transaction plc, Series 2021-1, Class C                                                                   | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |     158000 | PA      | $176900.26     | 0.00%             | 2058-07-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                          | NatWest Markets plc                                                                                                          | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $3921180.38    | 0.06%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                     | Precision Drilling Corp.                                                                                                     | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |       9000 | PA      | $8379.06       | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                         | SoFi Professional Loan Program Trust, Series 2018-C, Class A2FX                                                              | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1542197 | PA      | $1489212.42    | 0.02%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                              | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1487174.52    | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                             | Unique Pub Finance Co. plc (The), Series M                                                                                   | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |    2593824 | PA      | $3107364.14    | 0.05%             | 2024-03-28      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                                    | Soundview Home Loan Trust, Series 2003-2, Class A2                                                                           | CUSIP: 83611MAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130407 | PA      | $128060.69     | 0.00%             | 2033-11-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 2 Ltd.                                                          | AGL Core CLO 2 Ltd., Series 2019-2A, Class B                                                                                 | CUSIP: 001200AE4<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $980586.70     | 0.02%             | 2032-04-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                                                             | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     368000 | PA      | $329647.04     | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                          | OMERS Finance Trust                                                                                                          | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   17380000 | PA      | $15514202.95   | 0.25%             | 2026-03-26      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUEH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     742915 | PA      | $706938.63     | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                                          | LSEGA Financing plc                                                                                                          | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   11120000 | PA      | $9744215.81    | 0.16%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                             | Magnolia Oil & Gas Operating LLC                                                                                             | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $30720.00      | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3128P8EP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3596051 | PA      | $3466424.19    | 0.06%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                  | Swedbank AB                                                                                                                  | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    8630000 | PA      | $8558714.04    | 0.14%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO III Ltd.                                         | Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class A2R2                                                           | CUSIP: 08180EBL7<br>LEI: 549300Y1V90IQ456QX97 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1328876.28    | 0.02%             | 2029-07-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2022-1A, Class B                                                                             | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4619372 | PA      | $3716982.86    | 0.06%             | 2053-01-20      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A                                                                     | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6821971.80    | 0.11%             | 2039-03-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |     333000 | PA      | $25807.50      | 0.00%             | 2023-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                    | Dutch Property Finance BV, Series 2021-2, Class C                                                                            | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |     503000 | PA      | $494555.94     | 0.01%             | 2059-04-28      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                 | Canadian Pacific Railway Co.                                                                                                 | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4054000 | PA      | $3612672.24    | 0.06%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                                                               | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     314000 | PA      | $286773.06     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Med Trust                                                                    | Med Trust, Series 2021-MDLN, Class A                                                                                         | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6980000 | PA      | $6717417.29    | 0.11%             | 2038-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                                                   | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8150000 | PA      | $7716289.76    | 0.13%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                                                   | Spirit Loyalty Cayman Ltd.                                                                                                   | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     110230 | PA      | $110584.94     | 0.00%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                            | Herens Midco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     253000 | PA      | $189094.73     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA                                                                                        | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $531424.90     | 0.01%             | 2024-03-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                      | Element Solutions, Inc.                                                                                                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     911000 | PA      | $774350.00     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   31133000 | PA      | $29790738.06   | 0.48%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                          | Oportun Funding LLC, Series 2022-1, Class A                                                                                  | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2587679 | PA      | $2531196.75    | 0.04%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3132XCSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44041261 | PA      | $43766440.25   | 0.71%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 4459, Class BN                                                                      | CUSIP: 3137BHTC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4092473 | PA      | $3728314.39    | 0.06%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                                                  | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     795000 | PA      | $790331.28     | 0.01%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     126000 | PA      | $102022.32     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                             | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   13645000 | PA      | $11598858.16   | 0.19%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                | Pioneer Natural Resources Co.                                                                                                | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    4331000 | PA      | $3860250.23    | 0.06%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                 | Gemgarto plc, Series 2021-1X, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400KLHB2FIID9TE45       | Long             | ABS-MBS          | CORP              | GB        |     218000 | PA      | $251390.85     | 0.00%             | 2067-12-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2013-III-R Ltd.                                                 | CIFC Funding 2013-III-R Ltd., Series 2013-3RA, Class A1                                                                      | CUSIP: 12552MAC2<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |    3770000 | PA      | $3706795.20    | 0.06%             | 2031-04-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LLC                                                    | Anchorage Capital CLO LLC, Series 2019-13A, Class AR                                                                         | CUSIP: 033291AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4260000 | PA      | $4128200.71    | 0.07%             | 2034-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                              | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class ASB                                                                  | CUSIP: 92939FAV1<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    3563105 | PA      | $3512712.89    | 0.06%             | 2047-08-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323264 | PA      | $302270.49     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |    4405000 | PA      | $4693613.43    | 0.08%             | 2023-04-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7PN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     817490 | PA      | $777933.85     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                    | Arkema SA                                                                                                                    | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $752445.85     | 0.01%             | 2026-10-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFT48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292348 | PA      | $279681.61     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                       | Boxer Parent Co., Inc.                                                                                                       | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     881000 | PA      | $856782.66     | 0.01%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                      | Albion Financing 1 SARL                                                                                                      | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     241000 | PA      | $214926.21     | 0.00%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GSPP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36638 | PA      | $34814.01      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                             | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     705000 | PA      | $656365.58     | 0.01%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2020-1, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    2152363 | PA      | $2258762.40    | 0.04%             | 2034-11-14      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                          | Volkswagen Auto Loan Enhanced Trust, Series 2021-1, Class A3                                                                 | CUSIP: 92868KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25048000 | PA      | $23804659.86   | 0.39%             | 2026-06-22      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                               | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL2, Class A                                                     | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6460000 | PA      | $6243661.69    | 0.10%             | 2036-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                 | Bain Capital Credit CLO Ltd., Series 2017-1A, Class BR                                                                       | CUSIP: 05682QAU0<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1299163.46    | 0.02%             | 2030-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     330000 | PA      | $72455.63      | 0.00%             | 2026-02-01      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $180225.00     | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                          | Elmwood CLO II Ltd., Series 2019-2A, Class BR                                                                                | CUSIP: 29001LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4025064.12    | 0.07%             | 2034-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                             | WPP Finance 2013                                                                                                             | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |    3960000 | PA      | $4233471.32    | 0.07%             | 2023-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Capital Finance LP                                                 | BlackRock Capital Finance LP, Series 1997-R2, Class AP                                                                       | CUSIP: 05535DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15614 | PA      | $0.00          | 0.00%             | 2035-12-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2018-BOP, Class A                                                                     | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2404783 | PA      | $2280326.14    | 0.04%             | 2033-08-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                              | Promigas SA ESP                                                                                                              | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $325500.00     | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund                                                   | Dryden 43 Senior Loan Fund, Series 2016-43A, Class AR2                                                                       | CUSIP: 26245CBE2<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |    5750000 | PA      | $5591465.60    | 0.09%             | 2034-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                                                 | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     244000 | PA      | $230667.17     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                      | OQ SAOC                                                                                                                      | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | NUSS              | OM        |     551000 | PA      | $519593.00     | 0.01%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     340809 | PA      | $324305.88     | 0.01%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     270000 | PA      | $235087.84     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138MQVM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3786968 | PA      | $3610589.83    | 0.06%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                            | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7360000 | PA      | $6917483.16    | 0.11%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                              | Trust Fibra Uno                                                                                                              | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     345000 | PA      | $333528.75     | 0.01%             | 2026-01-30      | Fixed         | 5.25%                 | 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      | $-11635.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                           | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     435000 | PA      | $461008.65     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q72S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     414995 | PA      | $394909.28     | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     239000 | PA      | $229036.69     | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association                                                                                        | CUSIP: 3138EPT46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1641966 | PA      | $1598413.44    | 0.03%             | 2045-06-01      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2022-3, Class A1                                                                          | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8866073 | PA      | $8369405.97    | 0.14%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                     | Enel Finance America LLC                                                                                                     | CUSIP: 29279HW19<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $23966406.25   | 0.39%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                          | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                                                              | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2556396 | PA      | $2352015.56    | 0.04%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J76U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22791 | PA      | $21688.45      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                                                          | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7526362.16    | 0.12%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                    | Colbun SA                                                                                                                    | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     765000 | PA      | $643221.56     | 0.01%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15810000 | PA      | $15158160.50   | 0.25%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     668265 | PA      | $639284.72     | 0.01%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                      | JPMorgan Mortgage Trust, Series 2020-LTV1, Class A11                                                                         | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539155 | PA      | $531297.64     | 0.01%             | 2050-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                          | Jazz Securities DAC                                                                                                          | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     276000 | PA      | $245957.40     | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JP Morgan Mortgage Trust, Series 2022-LTV1, Class A1                                                                         | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000114 | PA      | $4246405.70    | 0.07%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust                                                      | Alexander Funding Trust                                                                                                      | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8395000 | PA      | $8042005.36    | 0.13%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2021-1, Class D                                                                             | CUSIP: N/A<br>LEI: 635400RHPRXUESO7KB48       | Long             | ABS-MBS          | CORP              | GB        |     252000 | PA      | $293865.11     | 0.00%             | 2064-07-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                   | Fertitta Entertainment LLC                                                                                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     253000 | PA      | $214097.46     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                   | BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A                                                        | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12495000 | PA      | $12258677.07   | 0.20%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                               | MAF Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |     824000 | PA      | $799434.50     | 0.01%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2019-2A, Class A                                                                             | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     226706 | PA      | $194735.32     | 0.00%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                             | Mortimer BTL plc, Series 2021-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |     111000 | PA      | $125133.65     | 0.00%             | 2053-06-23      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                                                        | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     595000 | PA      | $583100.00     | 0.01%             | 2026-01-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                        | Nomura Holdings, Inc.                                                                                                        | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     710000 | PA      | $670368.20     | 0.01%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association                                                                                        | CUSIP: 3138Y7HX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127398 | PA      | $129644.82     | 0.00%             | 2045-11-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                         | EnLink Midstream LLC                                                                                                         | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     181000 | PA      | $172402.19     | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                 | Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1                                                      | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1516226 | PA      | $1269425.66    | 0.02%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                               | HSBC USA, Inc.                                                                                                               | CUSIP: 40434RTE2<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |   24325000 | PA      | $23762827.60   | 0.38%             | 2023-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                    | Canada Square Funding plc, Series 6, Class C                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     318000 | PA      | $345011.54     | 0.01%             | 2059-01-17      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-BA, Class AFL                                                                         | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9856323 | PA      | $9584137.44    | 0.16%             | 2062-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Shackleton 2015-VII-R CLO Ltd.                                               | Shackleton 2015-VII-R CLO Ltd., Series 2015-7RA, Class AR                                                                    | CUSIP: 81883AAL3<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    4550000 | PA      | $4453509.52    | 0.07%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MA                                                                 | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4084786 | PA      | $3881106.96    | 0.06%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2015-CR23, Class A4                                                                        | CUSIP: 12593ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $7363572.60    | 0.12%             | 2048-05-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                            | Sesac Finance LLC, Series 2019-1, Class A2                                                                                   | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2960550 | PA      | $2732969.56    | 0.04%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A5                                                | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8717000 | PA      | $8264719.33    | 0.13%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                                                    | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     208000 | PA      | $202150.19     | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                        | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   12483000 | PA      | $12230484.64   | 0.20%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     688000 | PA      | $506322.85     | 0.01%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                      | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     200000 | PA      | $37287.50      | 0.00%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                  | Terex Corp.                                                                                                                  | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     141000 | PA      | $126723.75     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                                              | Synaptics, Inc.                                                                                                              | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     192000 | PA      | $161769.36     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     372000 | PA      | $373280.33     | 0.01%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                       | TRI Pointe Homes, Inc.                                                                                                       | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     276000 | PA      | $246393.48     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                                    | Mill City Solar Loan Ltd., Series 2019-2GS, Class A                                                                          | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8765485 | PA      | $7558477.64    | 0.12%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| Pearl Finance DAC                                                            | Pearl Finance DAC, Series 2020-1, Class A2                                                                                   | CUSIP: N/A<br>LEI: 6354007A1PWPJUA24D35       | Long             | ABS-MBS          | CORP              | IE        |    1128144 | PA      | $1145911.11    | 0.02%             | 2032-11-17      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1135433.35    | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EnPro Industries, Inc.                                                       | EnPro Industries, Inc.                                                                                                       | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     156000 | PA      | $151320.00     | 0.00%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                         | Sprint Capital Corp.                                                                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     810000 | PA      | $840731.40     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                    | TWDC Enterprises 18 Corp.                                                                                                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $958806.56     | 0.02%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2021-1A, Class B                                                                             | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     646765 | PA      | $472606.33     | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                     | Wynn Resorts Finance LLC                                                                                                     | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     362000 | PA      | $359993.22     | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                                                   | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     206000 | PA      | $205227.50     | 0.00%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                                                                             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1004000 | PA      | $883394.50     | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                               | BMW Finance NV                                                                                                               | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |    6120000 | PA      | $6509226.61    | 0.11%             | 2023-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 5000, Class MA                                                                      | CUSIP: 3137FVGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3699050 | PA      | $3323358.98    | 0.05%             | 2044-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                   | Air Canada                                                                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     361000 | PA      | $319749.50     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                           | Imola Merger Corp.                                                                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     341000 | PA      | $295856.23     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                 | ViaSat, Inc.                                                                                                                 | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     217000 | PA      | $197111.95     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PSA Banque France SA                                                         | PSA Banque France SA                                                                                                         | CUSIP: N/A<br>LEI: 969500JK1O192KI3E882       | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2070820.42    | 0.03%             | 2025-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canpack SA                                                                   | Canpack SA                                                                                                                   | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $174062.50     | 0.00%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                                                  | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     348000 | PA      | $319094.97     | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                         | Meritage Homes Corp.                                                                                                         | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     183000 | PA      | $172058.03     | 0.00%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 3710, Class MG                                                                      | CUSIP: 3137A1M42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     199614 | PA      | $196717.10     | 0.00%             | 2025-08-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  159730000 | PA      | $-2482217.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13880000 | PA      | $12425672.48   | 0.20%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                        | SLM Private Credit Student Loan Trust, Series 2005-B, Class A4                                                               | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |    5317925 | PA      | $5042733.61    | 0.08%             | 2039-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                    | Mileage Plus Holdings LLC                                                                                                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     273618 | PA      | $272031.15     | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     455000 | PA      | $407409.71     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     208000 | PA      | $191972.70     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2015-GS1, Class A3                                                                      | CUSIP: 36252AAC0<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5599215.05    | 0.09%             | 2048-11-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  268560000 | PA      | $263188800.00  | 4.26%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                              | Consensus Cloud Solutions, Inc.                                                                                              | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $11037.22      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BL Consumer Credit                                                           | BL Consumer Credit, Series 2021-1, Class D                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |     681000 | PA      | $683161.74     | 0.01%             | 2038-09-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Cedar Funding X CLO Ltd.                                                     | Cedar Funding X CLO Ltd., Series 2019-10A, Class BR                                                                          | CUSIP: 15033XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     570000 | PA      | $551371.55     | 0.01%             | 2032-10-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co. Finance BV                                                 | Louis Dreyfus Co. Finance BV                                                                                                 | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $3564584.67    | 0.06%             | 2025-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63349616 | PA      | $62003748.97   | 1.00%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      26000 | PA      | $22951.24      | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     117000 | PA      | $101825.10     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                   | Aviation Capital Group LLC                                                                                                   | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $5036295.23    | 0.08%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                                                               | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     123000 | PA      | $120576.90     | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raptor Acquisition Corp.                                                     | Raptor Acquisition Corp.                                                                                                     | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     126000 | PA      | $111938.44     | 0.00%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                  | Last Mile Securities PE DAC, Series 2021-1X, Class C                                                                         | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |    1060782 | PA      | $1016226.85    | 0.02%             | 2031-08-17      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                  | Acadia Healthcare Co., Inc.                                                                                                  | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      23000 | PA      | $21153.10      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                                                      | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     497000 | PA      | $407588.27     | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PCL Funding V plc                                                            | PCL Funding V plc, Series 2021-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 213800W4RB7WI93HXU64       | Long             | ABS-O            | CORP              | GB        |     116000 | PA      | $137174.84     | 0.00%             | 2025-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                               | Hyundai Auto Receivables Trust, Series 2022-B, Class A3                                                                      | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8353000 | PA      | $8180416.16    | 0.13%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2018-1, Class A                                                               | CUSIP: 92257AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443710 | PA      | $417308.11     | 0.01%             | 2048-04-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                           | American International Group, Inc.                                                                                           | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3183758.08    | 0.05%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Stanlington No. 2 plc                                                        | Stanlington No. 2 plc, Series 2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800FCNYGLAJQ7PJ81       | Long             | ABS-MBS          | CORP              | GB        |     535000 | PA      | $613918.47     | 0.01%             | 2045-06-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     609000 | PA      | $542844.41     | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                                                | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14482000 | PA      | $13599462.43   | 0.22%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-VIEW, Class A                                                                                          | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3450000 | PA      | $3281812.16    | 0.05%             | 2036-06-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland plc                                                | Fresenius Finance Ireland plc                                                                                                | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |    2830000 | PA      | $2701201.47    | 0.04%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |     667000 | PA      | $51692.50      | 0.00%             | 2023-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIX Ltd.                                                | Madison Park Funding XIX Ltd., Series 2015-19A, Class A1R2                                                                   | CUSIP: 55819QAY3<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |    7342667 | PA      | $7267594.80    | 0.12%             | 2028-01-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                           | Vail Resorts, Inc.                                                                                                           | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     111000 | PA      | $111000.08     | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                   | DCP Midstream Operating LP                                                                                                   | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36702.58      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                   | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1777430.87    | 0.03%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                                                                      | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3995000 | PA      | $3443466.12    | 0.06%             | 2027-10-19      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400280.00     | 0.01%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                          | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A                                                               | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $987406.60     | 0.02%             | 2031-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9148000 | PA      | $8507495.00    | 0.14%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7780000 | PA      | $6693598.86    | 0.11%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2014-UBS5, Class ASB                                                                       | CUSIP: 12592KBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2140394 | PA      | $2107155.78    | 0.03%             | 2047-09-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     662647 | PA      | $630595.53     | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO Escrow Sub LLC                                                           | XPO Escrow Sub LLC                                                                                                           | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $88037.04      | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp.                                                               | Broadcom Corp.                                                                                                               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9947000 | PA      | $9408769.32    | 0.15%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                                               | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      65000 | PA      | $51518.66      | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                                                                               | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217697.28     | 0.00%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                          | Aethon United BR LP                                                                                                          | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     537000 | PA      | $532675.04     | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     243000 | PA      | $229791.19     | 0.00%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co., Inc.                                                    | Stevens Holding Co., Inc.                                                                                                    | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $160400.00     | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     128000 | PA      | $114526.85     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                                                 | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $11528.92      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK, Series 2019-BN18, Class A2                                                                                             | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15479000 | PA      | $14944147.92   | 0.24%             | 2062-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $3747372.00    | 0.06%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2021-C, Class APT1                                                                  | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5968692 | PA      | $5093787.31    | 0.08%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                                                                            | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     385000 | PA      | $387811.81     | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2                                                          | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1999066 | PA      | $1887390.07    | 0.03%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4617774.82    | 0.07%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                         | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     548000 | PA      | $397574.00     | 0.01%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Redco Properties Group Ltd.                                                  | Redco Properties Group Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 54930027GMI4T9YDMM54       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $20937.50      | 0.00%             | 2024-02-17      | Fixed         | 9.90%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                              | Rolls-Royce plc                                                                                                              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $762000.00     | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                | Virginia Electric & Power Co., Series B                                                                                      | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5434884.18    | 0.09%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $86934.65      | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                 | Performance Food Group, Inc.                                                                                                 | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     227000 | PA      | $214098.46     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                                                             | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     404000 | PA      | $303772.05     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                              | CommScope, Inc.                                                                                                              | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      36000 | PA      | $27900.00      | 0.00%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652615 | PA      | $638410.62     | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2021-2, Class A                                                                   | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5706000 | PA      | $4742236.06    | 0.08%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                           | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9472757 | PA      | $8715772.80    | 0.14%             | 2060-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                               | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    7690000 | PA      | $7714957.59    | 0.12%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     523000 | PA      | $498575.90     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8X73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36266067 | PA      | $34827972.87   | 0.56%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JNAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3407079 | PA      | $3392003.49    | 0.05%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $144585937.50  | 2.34%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                          | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R                                                               | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1702300.25    | 0.03%             | 2030-07-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Silver Creek CLO Ltd.                                                        | Silver Creek CLO Ltd., Series 2014-1A, Class AR                                                                              | CUSIP: 827551AL6<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |    3951133 | PA      | $3903289.74    | 0.06%             | 2030-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2693000 | PA      | $2336953.06    | 0.04%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                           | Metropolitan Life Global Funding I                                                                                           | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     415000 | PA      | $375995.14     | 0.01%             | 2025-07-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2018-SUN, Class A                                                                     | CUSIP: 61691MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1273880.92    | 0.02%             | 2035-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                    | Mexico City Airport Trust                                                                                                    | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     600000 | PA      | $569737.50     | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                       | Aramark Services, Inc.                                                                                                       | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39031.47      | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                 | Mizuho Financial Group, Inc.                                                                                                 | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1759000 | PA      | $1523561.03    | 0.02%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Conti-Gummi Finance BV                                                       | Conti-Gummi Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 7245005XLGUQL4UWDV24       | Long             | DBT              | CORP              | NL        |    2240000 | PA      | $2301718.24    | 0.04%             | 2024-09-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2019-XL, Class A                                                                        | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19919881 | PA      | $19674285.12   | 0.32%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   16150000 | PA      | $-287789.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2021-STAR, Class A                                                                | CUSIP: 36264LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12850000 | PA      | $12331831.46   | 0.20%             | 2036-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                                                               | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9177000 | PA      | $8657394.31    | 0.14%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                                                              | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    2700000 | PA      | $2655419.71    | 0.04%             | 2025-09-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                                                         | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8165000 | PA      | $7259408.66    | 0.12%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                         | NOVA Chemicals Corp.                                                                                                         | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     105000 | PA      | $101587.10     | 0.00%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2021-1X, Class B                                                                    | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |     775000 | PA      | $920084.51     | 0.01%             | 2029-03-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     286000 | PA      | $277413.10     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                        | Jefferies Finance LLC                                                                                                        | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     396000 | PA      | $323029.08     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                           | SoFi Professional Loan Program LLC, Series 2019-A, Class A2FX                                                                | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2256586 | PA      | $2180977.47    | 0.04%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                        | Avantor Funding, Inc.                                                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     620000 | PA      | $563356.80     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                              | Microsoft Corp.                                                                                                              | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     340000 | PA      | $317033.88     | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1151328.61    | 0.02%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9540000 | PA      | $9271994.97    | 0.15%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                                                              | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     398000 | PA      | $399836.10     | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                   | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     605000 | PA      | $568064.87     | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6016000 | PA      | $5253861.60    | 0.09%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                       | Santander Drive Auto Receivables Trust, Series 2020-2, Class C                                                               | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2279247 | PA      | $2271939.04    | 0.04%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2004-29, Class 1A1                                                                   | CUSIP: 12669GHY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184951 | PA      | $163607.61     | 0.00%             | 2035-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      97000 | PA      | $96155.59      | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                            | Volvo Treasury AB                                                                                                            | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     940000 | PA      | $1004009.31    | 0.02%             | 2023-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                               | Banc of America Mortgage Trust, Series 2003-J, Class 2A1                                                                     | CUSIP: 05948XYC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140295 | PA      | $124694.23     | 0.00%             | 2033-11-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                               | Uniti Group LP                                                                                                               | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     261000 | PA      | $208800.00     | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                              | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     117000 | PA      | $115760.65     | 0.00%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   16460000 | PA      | $15942116.72   | 0.26%             | 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        |     176000 | PA      | $149273.83     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                | Sempra Energy                                                                                                                | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6285000 | PA      | $6026998.05    | 0.10%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2014-UBS6, Class ASB                                                                       | CUSIP: 12592PBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     684505 | PA      | $670991.49     | 0.01%             | 2047-12-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                            | Taylor Morrison Communities, Inc.                                                                                            | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      97000 | PA      | $93131.76      | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2302000 | PA      | $2121375.09    | 0.03%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     580171 | PA      | $554955.69     | 0.01%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                                    | AG TTMT Escrow Issuer LLC                                                                                                    | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     192000 | PA      | $192960.00     | 0.00%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dryden 83 CLO Ltd.                                                           | Dryden 83 CLO Ltd., Series 2020-83A, Class A                                                                                 | CUSIP: 26246EAC2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $442625.18     | 0.01%             | 2032-01-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                                                                          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     190000 | PA      | $165182.53     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Syneos Health, Inc.                                                          | Syneos Health, Inc.                                                                                                          | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |      75000 | PA      | $59725.88      | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F5GZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     291633 | PA      | $278954.56     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXVIII Ltd.                                             | Madison Park Funding XXVIII Ltd., Series 2018-28A, Class B                                                                   | CUSIP: 55821AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $973236.20     | 0.02%             | 2030-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     632000 | PA      | $578793.50     | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S                                                                                                              | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    9415000 | PA      | $8595829.75    | 0.14%             | 2025-09-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                          | NuStar Logistics LP                                                                                                          | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     257000 | PA      | $247062.64     | 0.00%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                                                         | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     752000 | PA      | $749086.00     | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                              | Nissan Motor Acceptance Co. LLC                                                                                              | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     433000 | PA      | $361484.96     | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | 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      | $-2703.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EJPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66668 | PA      | $64127.89      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                                                | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $718821.70     | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                                                               | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      34000 | PA      | $27684.50      | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                 | American Express Credit Account Master Trust, Series 2022-3, Class A                                                         | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     649000 | PA      | $634456.36     | 0.01%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                               | Air Products & Chemicals, Inc.                                                                                               | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     865000 | PA      | $796139.57     | 0.01%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     775937 | PA      | $763592.88     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                            | Credit Acceptance Auto Loan Trust, Series 2022-1A, Class A                                                                   | CUSIP: 22534LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11180000 | PA      | $10886179.54   | 0.18%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                             | Harley-Davidson Motorcycle Trust, Series 2020-A, Class A3                                                                    | CUSIP: 41284UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1276229 | PA      | $1273327.99    | 0.02%             | 2024-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     146000 | PA      | $122126.08     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR Trust                                 | Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2019-FTR2, Class M1                                 | CUSIP: 35564WAA1<br>LEI: 5493008J93RJW7PJFN93 | Long             | ABS-MBS          | CORP              | US        |     444897 | PA      | $440321.88     | 0.01%             | 2048-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $7293668.95    | 0.12%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                | ONE Gas, Inc.                                                                                                                | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    5655000 | PA      | $5422378.69    | 0.09%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                  | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     489000 | PA      | $396453.35     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                                                                    | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     672000 | PA      | $650160.00     | 0.01%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                         | Archrock Partners LP                                                                                                         | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     449000 | PA      | $428644.25     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      14000 | PA      | $11047.90      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                      | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     558000 | PA      | $533866.50     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |     220000 | PA      | $243108.70     | 0.00%             | 2055-03-12      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                             | College Avenue Student Loans LLC, Series 2021-B, Class A1                                                                    | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4584260 | PA      | $4273701.80    | 0.07%             | 2052-06-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                         | SoFi Professional Loan Program Trust, Series 2021-A, Class AFX                                                               | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2775437 | PA      | $2203944.63    | 0.04%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| DIRECTV Holdings LLC                                                         | DIRECTV Holdings LLC                                                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     286000 | PA      | $255872.76     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                         | Allegiant Travel Co.                                                                                                         | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     105000 | PA      | $99871.98      | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                 | VMware, Inc.                                                                                                                 | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   22116000 | PA      | $20640424.46   | 0.33%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                        | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   10047000 | PA      | $9332649.46    | 0.15%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                    | GoodLeap Sustainable Home Solutions Trust, Series 2021-4GS, Class A                                                          | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3368969 | PA      | $2566687.85    | 0.04%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                    | Taubman Centers Commercial Mortgage Trust, Series 2022-DPM, Class A                                                          | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4580000 | PA      | $4447133.28    | 0.07%             | 2037-05-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XII Ltd.                                                       | Jamestown CLO XII Ltd., Series 2019-1A, Class A2                                                                             | CUSIP: 47047JAC8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $968445.60     | 0.02%             | 2032-04-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK, Series 2018-BN14, Class A2                                                                                             | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2936083 | PA      | $2887057.45    | 0.05%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                          | NatWest Markets plc                                                                                                          | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    7865000 | PA      | $6829141.98    | 0.11%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                     | Snam SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1359116.54    | 0.02%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                                                           | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6415510.86    | 0.10%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                    | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2                                                        | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3987875 | PA      | $3931992.04    | 0.06%             | 2031-04-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    4500000 | PA      | $4747659.84    | 0.08%             | 2023-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     222000 | PA      | $209484.75     | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                             | FT Santander Consumer Spain Auto, Series 2020-1, Class D                                                                     | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |     238943 | PA      | $232214.10     | 0.00%             | 2033-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2022-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 213800CGWK1QL59QO504       | Long             | ABS-O            | CORP              | GB        |     601000 | PA      | $683556.76     | 0.01%             | 2029-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                                                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     213005 | PA      | $204835.51     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   19724000 | PA      | $17192568.19   | 0.28%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2021-UK1X, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |     879540 | PA      | $997249.44     | 0.02%             | 2031-05-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    5300000 | PA      | $4805753.43    | 0.08%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SIG Combibloc PurchaseCo SARL                                                | SIG Combibloc PurchaseCo SARL                                                                                                | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |    1295000 | PA      | $1330716.90    | 0.02%             | 2025-06-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                                                | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9632.20       | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | Autonoria Spain, Series 2021-SP, Class E                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |     513723 | PA      | $519294.01     | 0.01%             | 2039-01-31      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4068000 | PA      | $3700419.59    | 0.06%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                              | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     985000 | PA      | $989212.83     | 0.02%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     104000 | PA      | $90610.52      | 0.00%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                              | Air Lease Corp.                                                                                                              | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4178000 | PA      | $4140268.11    | 0.07%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dryden XXVI Senior Loan Fund                                                 | Dryden XXVI Senior Loan Fund, Series 2013-26A, Class AR                                                                      | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |   12430770 | PA      | $12289419.60   | 0.20%             | 2029-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Atom Mortgage Securities DAC                                                 | Atom Mortgage Securities DAC, Series 1X, Class D                                                                             | CUSIP: N/A<br>LEI: 635400S9JQ1OOL8ZRR06       | Long             | ABS-MBS          | CORP              | IE        |    1906208 | PA      | $2009608.78    | 0.03%             | 2031-07-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    2440000 | PA      | $2420916.02    | 0.04%             | 2026-03-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     433000 | PA      | $370215.00     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33170000 | PA      | $32957504.69   | 0.53%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138AA6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88289 | PA      | $86167.35      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2022-1, Class A1                                                                            | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5982940 | PA      | $5226401.70    | 0.08%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $988928.58     | 0.02%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140E2TJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92518 | PA      | $87772.32      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2020-A, Class A2B                                                                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     975812 | PA      | $947302.74     | 0.02%             | 2037-09-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO, Series 2017-AA, Class AR                                                                                          | CUSIP: 00900CAL8<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7803320.00    | 0.13%             | 2034-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC                                                          | Northwest Fiber LLC                                                                                                          | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     384000 | PA      | $337867.27     | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EYKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24544 | PA      | $23478.23      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175778.00     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                                                 | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      57000 | PA      | $57241.11      | 0.00%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WXYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        522 | PA      | $515.10        | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                             | SpringCastle America Funding LLC, Series 2020-AA, Class A                                                                    | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5228047 | PA      | $4714539.94    | 0.08%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                                                            | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7832989.29    | 0.13%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3128MFWY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3370473 | PA      | $3305736.08    | 0.05%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                                                              | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   11300000 | PA      | $9757537.12    | 0.16%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WCWR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17646 | PA      | $16969.18      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                          | Bank of New York Mellon Corp. (The)                                                                                          | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1678000 | PA      | $1652418.39    | 0.03%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                         | Icahn Enterprises LP                                                                                                         | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $283464.33     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     214000 | PA      | $209720.00     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                | SG Residential Mortgage Trust, Series 2022-2, Class A1                                                                       | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2515101 | PA      | $2470916.64    | 0.04%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                             | PDC Energy, Inc.                                                                                                             | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     112000 | PA      | $106911.84     | 0.00%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                                   | Service Experts Issuer LLC, Series 2021-1A, Class A                                                                          | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1736689 | PA      | $1577255.59    | 0.03%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S                                                                                                              | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   10520000 | PA      | $9265341.14    | 0.15%             | 2026-09-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                                                         | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4400000 | PA      | $4147935.09    | 0.07%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140QAUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     635335 | PA      | $621526.38     | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd.                                          | Octagon Investment Partners 51 Ltd., Series 2021-1A, Class A                                                                 | CUSIP: 67578JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8895000 | PA      | $8582494.63    | 0.14%             | 2034-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII Ltd.                                        | Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A2R2                                                            | CUSIP: 67590GBJ7<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1689422.35    | 0.03%             | 2031-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Dryden 36 Senior Loan Fund                                                   | Dryden 36 Senior Loan Fund, Series 2014-36A, Class AR3                                                                       | CUSIP: 26249KAZ4<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-CBDO         | CORP              | KY        |    2647597 | PA      | $2619352.29    | 0.04%             | 2029-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Home Point Capital, Inc.                                                     | Home Point Capital, Inc.                                                                                                     | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     151000 | PA      | $104415.02     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                      | SS&C Technologies, Inc.                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     578000 | PA      | $541236.95     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                    | Asahi Group Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |    2062000 | PA      | $2106342.78    | 0.03%             | 2024-04-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1098236.95    | 0.02%             | 2024-06-14      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC Aviation Capital Finance DAC                                                                                            | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   12895000 | PA      | $10976132.96   | 0.18%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Veritas US, Inc.                                                             | Veritas US, Inc.                                                                                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     269000 | PA      | $185265.36     | 0.00%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                        | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     440000 | PA      | $393742.80     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                           | Hawaii Hotel Trust, Series 2019-MAUI, Class A                                                                                | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9675000 | PA      | $9395633.41    | 0.15%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                   | Alliant Energy Finance LLC                                                                                                   | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    8085000 | PA      | $8028951.14    | 0.13%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                | Heimstaden Bostad Treasury BV                                                                                                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |    3070000 | PA      | $2903354.12    | 0.05%             | 2024-10-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     119000 | PA      | $114093.63     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     292000 | PA      | $241168.37     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     130000 | PA      | $121257.50     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116529 | PA      | $110547.15     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2020-1A, Class A1B                                                               | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10118428 | PA      | $9319814.14    | 0.15%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                              | CoreLogic, Inc.                                                                                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     213000 | PA      | $163413.60     | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                                                          | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     134000 | PA      | $115910.00     | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                | Staples, Inc.                                                                                                                | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     237000 | PA      | $203981.16     | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2018-B, Class A2B                                                                   | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    5370382 | PA      | $5249502.37    | 0.09%             | 2037-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                                                            | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    1359000 | PA      | $1362141.26    | 0.02%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                    | GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ2, Class A4                                                         | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12656404 | PA      | $10159232.04   | 0.16%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                           | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     362000 | PA      | $318124.50     | 0.01%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YDN6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1355535.93    | 0.02%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4562883.32    | 0.07%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                              | Air Lease Corp.                                                                                                              | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $4572849.94    | 0.07%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                 | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3476109.65    | 0.06%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                               | MAF Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |     431000 | PA      | $398890.50     | 0.01%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2016-P3, Class A2                                                                | CUSIP: 29429CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1184263 | PA      | $1120997.94    | 0.02%             | 2049-04-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                         | Siemens Financieringsmaatschappij NV                                                                                         | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    5710000 | PA      | $6032736.65    | 0.10%             | 2023-09-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                   | Axalta Coating Systems LLC                                                                                                   | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     449000 | PA      | $415055.60     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury Ultra Bond                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -385 | NC      | $1045212.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                    | Booz Allen Hamilton, Inc.                                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     336000 | PA      | $297683.44     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                    | Sotheby's                                                                                                                    | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $167940.04     | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       2000 | PA      | $1758.33       | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                                                                       | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     255000 | PA      | $247948.53     | 0.00%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                           | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   35228000 | PA      | $35141847.11   | 0.57%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12445 | PA      | $11806.11      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2021-1A, Class A                                                                              | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6470000 | PA      | $5489343.39    | 0.09%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Modern Land China Co. Ltd.                                                   | Modern Land China Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |     667000 | PA      | $38352.50      | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                 | Mizuho Financial Group, Inc.                                                                                                 | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1085000 | PA      | $1005684.30    | 0.02%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO V Ltd.                                                          | TRESTLES CLO V Ltd., Series 2021-5A, Class A1                                                                                | CUSIP: 89532UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9199464.65    | 0.15%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2540088.28    | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EY3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     717287 | PA      | $684529.39     | 0.01%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class A                                                       | CUSIP: 12659RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6240000 | PA      | $5244429.22    | 0.08%             | 2031-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | Autonoria Spain, Series 2021-SP, Class C                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |    1798029 | PA      | $1851646.26    | 0.03%             | 2039-01-31      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class AFX                                              | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7070000 | PA      | $6604113.16    | 0.11%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                                  | Healthpeak Properties, Inc.                                                                                                  | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $3683214.93    | 0.06%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2021-SOAR, Class A                                                                      | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12118202 | PA      | $11671902.10   | 0.19%             | 2038-06-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13033 | PA      | $12466.26      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                                                 | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     258000 | PA      | $234973.50     | 0.00%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                             | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7780000 | PA      | $7225679.90    | 0.12%             | 2025-04-01      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                  | Intel Corp.                                                                                                                  | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1801278.15    | 0.03%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                | Bank of New York Mellon (The)                                                                                                | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10226803.25   | 0.17%             | 2025-11-21      | Variable      | 5.22%                 | 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        |     200000 | PA      | $158505.46     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                       | Mercedes-Benz International Finance BV                                                                                       | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |    1970000 | PA      | $2059474.64    | 0.03%             | 2023-11-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $286892.27     | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                        | Wabash National Corp.                                                                                                        | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     195000 | PA      | $166059.25     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                                                  | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5012000 | PA      | $4409986.23    | 0.07%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund III Ltd.                                              | Atlas Senior Loan Fund III Ltd., Series 2013-1A, Class AR                                                                    | CUSIP: 04941GAL2<br>LEI: 635400UCHZNUTGTBTH21 | Long             | ABS-CBDO         | CORP              | KY        |    1743553 | PA      | $1722905.43    | 0.03%             | 2027-11-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class ASB                                                       | CUSIP: 46643ABF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2512048 | PA      | $2457353.97    | 0.04%             | 2047-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1493000 | PA      | $1260166.65    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class C                                                       | CUSIP: 12659RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3450000 | PA      | $2813890.38    | 0.05%             | 2031-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     663000 | PA      | $487614.00     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class B                                                                    | CUSIP: 12528DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7905000 | PA      | $7782417.96    | 0.13%             | 2033-02-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class AJV                                                                                         | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $4467290.31    | 0.07%             | 2036-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $172518.71     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     378000 | PA      | $368150.02     | 0.01%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                         | EnLink Midstream LLC                                                                                                         | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     185000 | PA      | $171176.44     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                        | Kaiser Aluminum Corp.                                                                                                        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     469000 | PA      | $409261.48     | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK, Series 2019-BN16, Class A2                                                                                             | CUSIP: 065405AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11202300 | PA      | $11013643.05   | 0.18%             | 2052-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                         | RLJ Lodging Trust LP                                                                                                         | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     166000 | PA      | $147837.69     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                          | CNX Resources Corp.                                                                                                          | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     208000 | PA      | $191389.97     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC Aviation Capital Finance DAC                                                                                            | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    2835000 | PA      | $2324674.85    | 0.04%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8592000 | PA      | $7924405.38    | 0.13%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                | Navient Corp.                                                                                                                | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     181000 | PA      | $177311.08     | 0.00%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H5BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38466 | PA      | $36374.93      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO, Series 2018-BA, Class AR                                                                                          | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3437441.00    | 0.06%             | 2032-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                         | Navient Private Education Loan Trust, Series 2020-A, Class A2B                                                               | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1130424 | PA      | $1109463.25    | 0.02%             | 2068-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA                                                                                                          | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $563500.00     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12340000 | PA      | $10679794.05   | 0.17%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                         | Ready Capital Mortgage Financing LLC, Series 2022-FL9, Class A                                                               | CUSIP: 75574EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1545896 | PA      | $1536133.16    | 0.02%             | 2037-06-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                            | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11                                                               | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     751654 | PA      | $721012.23     | 0.01%             | 2049-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Turbo Finance plc                                                            | Turbo Finance plc, Series 9, Class B                                                                                         | CUSIP: N/A<br>LEI: 2138005K8DSDBQA9NT19       | Long             | ABS-O            | CORP              | GB        |    1590000 | PA      | $1908519.23    | 0.03%             | 2028-08-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                         | FS Rialto Issuer LLC, Series 2022-FL4, Class A                                                                               | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6365000 | PA      | $6200380.10    | 0.10%             | 2039-01-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                          | Finsbury Square plc, Series 2021-2X, Class C                                                                                 | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |     371000 | PA      | $415032.57     | 0.01%             | 2071-12-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     158000 | PA      | $151093.08     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26378.10      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                   | Cassia SRL, Series 2022-1X, Class A                                                                                          | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |    4583157 | PA      | $4575883.90    | 0.07%             | 2034-05-22      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                       | CUSIP: 038461AS8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     695000 | PA      | $622025.00     | 0.01%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                   | US Bancorp                                                                                                                   | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     838000 | PA      | $647685.52     | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                          | Shift4 Payments LLC                                                                                                          | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     244000 | PA      | $230528.76     | 0.00%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                                                         | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1998718.21    | 0.03%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J56M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     929186 | PA      | $912789.89     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                                                               | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |       6000 | PA      | $6120.26       | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                                                    | GPMT Ltd., Series 2021-FL4, Class A                                                                                          | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9045000 | PA      | $8625770.97    | 0.14%             | 2036-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                  | PeaceHealth Obligated Group, Series 2020                                                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1958302.47    | 0.03%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $181002.24     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                              | Rad CLO 15 Ltd., Series 2021-15A, Class A                                                                                    | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2650000 | PA      | $2576927.31    | 0.04%             | 2034-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                                                           | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     576000 | PA      | $498888.00     | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                       | India Cleantech Energy                                                                                                       | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     421415 | PA      | $360309.83     | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                                             | Tempur Sealy International, Inc.                                                                                             | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     310000 | PA      | $260449.60     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stratus CLO Ltd.                                                             | Stratus CLO Ltd., Series 2022-2A, Class B                                                                                    | CUSIP: 86317YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3040000 | PA      | $2968290.05    | 0.05%             | 2030-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                               | ANGI Group LLC                                                                                                               | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     101000 | PA      | $74950.59      | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                    | GoodLeap Sustainable Home Solutions Trust, Series 2022-2CS, Class A                                                          | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1387217 | PA      | $1126390.94    | 0.02%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    1700000 | PA      | $1701229.15    | 0.03%             | 2025-09-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                             | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     381000 | PA      | $307181.25     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10828 | PA      | $10358.86      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                         | Fairstone Financial Issuance Trust I, Series 2020-1A, Class A                                                                | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    9610000 | PA      | $6923797.05    | 0.11%             | 2039-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                         | Archrock Partners LP                                                                                                         | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     258000 | PA      | $236073.11     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                     | SBA Communications Corp.                                                                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     276000 | PA      | $229491.24     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2020-AA, Class A                                                                      | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3020000 | PA      | $2874110.14    | 0.05%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9809149.70    | 0.16%             | 2024-12-06      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                           | Lanebrook Mortgage Transaction plc, Series 2020-1, Class C                                                                   | CUSIP: N/A<br>LEI: 213800UED4FTYXU1KI98       | Long             | ABS-MBS          | CORP              | GB        |     370000 | PA      | $436485.67     | 0.01%             | 2057-06-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18738000 | PA      | $17351406.36   | 0.28%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                | Pioneer Natural Resources Co.                                                                                                | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    3747000 | PA      | $3685294.14    | 0.06%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                                                            | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     134000 | PA      | $130985.29     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WKRR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     328179 | PA      | $306861.35     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co.                                                         | Callon Petroleum Co.                                                                                                         | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     256000 | PA      | $238603.72     | 0.00%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                    | Satus plc, Series 2021-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 6354009RPGD3VEUB2K73       | Long             | ABS-O            | CORP              | GB        |     200000 | PA      | $236037.57     | 0.00%             | 2028-08-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| RMIT Cash Management LLC                                                     | RMIT Cash Management LLC                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    4470000 | PA      | $3815145.00    | 0.06%             | 2033-10-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3038000 | PA      | $3136649.02    | 0.05%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                  | Extended Stay America Trust, Series 2021-ESH, Class A                                                                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12573356 | PA      | $12210604.44   | 0.20%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA                                                                                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    1500000 | PA      | $1464150.81    | 0.02%             | 2025-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                               | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10725000 | PA      | $10571175.94   | 0.17%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                                                               | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     305000 | PA      | $293797.35     | 0.00%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                                | Jubilee Place, Series 3, Class C                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | NL        |     201000 | PA      | $198174.83     | 0.00%             | 2059-01-17      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2019-G, Class A                                                                             | CUSIP: 00969VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5121059 | PA      | $4906843.87    | 0.08%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     377000 | PA      | $349967.69     | 0.01%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2022-AA, Class A                                                                      | CUSIP: 56847QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1241159.63    | 0.02%             | 2037-10-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $356530.65     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                           | SoFi Professional Loan Program LLC, Series 2016-D, Class A2B                                                                 | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     268727 | PA      | $263147.88     | 0.00%             | 2033-04-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                              | Promigas SA ESP                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     442000 | PA      | $359677.50     | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                      | Volkswagen Leasing GmbH                                                                                                      | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    9800000 | PA      | $10463386.70   | 0.17%             | 2023-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |     436000 | PA      | $491118.52     | 0.01%             | 2055-03-12      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     242000 | PA      | $209857.71     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                                                             | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13385000 | PA      | $13352048.27   | 0.22%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                    | Aptiv plc                                                                                                                    | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    5312000 | PA      | $5009173.98    | 0.08%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2017-13A, Class A1AR                                                                                    | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3947361.60    | 0.06%             | 2030-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     277000 | PA      | $269038.21     | 0.00%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-C, Class A                                                                             | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1872111 | PA      | $1734067.12    | 0.03%             | 2061-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                              | Crestwood Midstream Partners LP                                                                                              | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     101000 | PA      | $92668.58      | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | 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      | $127470.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                         | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     523000 | PA      | $490900.88     | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                  | Park Avenue Institutional Advisers CLO Ltd., Series 2018-1A, Class A1BR                                                      | CUSIP: 70016RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9691510.00    | 0.16%             | 2031-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association, Series 2011-48, Class MG                                                              | CUSIP: 31397UES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     461603 | PA      | $453211.68     | 0.01%             | 2026-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd.                                                              | Octagon 66 Ltd., Series 2022-1A, Class A                                                                                     | CUSIP: 67577WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13325000 | PA      | $13228459.04   | 0.21%             | 2033-08-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                                                  | Legacy LifePoint Health LLC                                                                                                  | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242000 | PA      | $227743.78     | 0.00%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2021-4A, Class A                                                                                   | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4911834.00    | 0.08%             | 2033-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class A                                                                    | CUSIP: 12528DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $14863974.00   | 0.24%             | 2033-02-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                             | College Avenue Student Loans LLC, Series 2021-A, Class A1                                                                    | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     334698 | PA      | $322680.17     | 0.01%             | 2051-07-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                                                    | Black Knight InfoServ LLC                                                                                                    | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     305000 | PA      | $264587.50     | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                      | Brookfield Residential Properties, Inc.                                                                                      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     292000 | PA      | $228160.04     | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1778269 | PA      | $1692188.39    | 0.03%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912796ZD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  390000000 | PA      | $373935467.10  | 6.06%             | 2023-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                  | USA Compression Partners LP                                                                                                  | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      88000 | PA      | $82280.02      | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                              | WFRBS Commercial Mortgage Trust, Series 2014-C24, Class ASB                                                                  | CUSIP: 92939KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3615090 | PA      | $3542007.04    | 0.06%             | 2047-11-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                             | PulteGroup, Inc.                                                                                                             | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     781000 | PA      | $772023.82     | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                        | International Business Machines Corp.                                                                                        | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1330617.64    | 0.02%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                  | Cheniere Energy Partners LP                                                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $943283.29     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2241942.76    | 0.04%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   18116000 | PA      | $16869942.57   | 0.27%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                                   | Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class A                                                         | CUSIP: 64133WAA3<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3890571.20    | 0.06%             | 2035-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                    | Canada Square Funding plc, Series 2021-2, Class C                                                                            | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |     102000 | PA      | $116718.25     | 0.00%             | 2058-06-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                                                      | Southwestern Energy Co.                                                                                                      | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8842.49       | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 4941, Class MB                                                                      | CUSIP: 3137FQTC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4706978 | PA      | $4162589.05    | 0.07%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $352402.50     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                               | DISH DBS Corp.                                                                                                               | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     197000 | PA      | $157230.63     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                                | ION Trading Technologies SARL                                                                                                | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     269000 | PA      | $224278.75     | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    3400000 | PA      | $3182135.71    | 0.05%             | 2028-02-23      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                       | Aeropuerto Internacional de Tocumen SA                                                                                       | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |     490000 | PA      | $400973.13     | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                | Organon & Co.                                                                                                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $531240.00     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO 12 Ltd.                                                              | AGL CLO 12 Ltd., Series 2021-12A, Class A1                                                                                   | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5355990.20    | 0.09%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Arconic Corp.                                                                | Arconic Corp.                                                                                                                | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     172000 | PA      | $169092.61     | 0.00%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Titan International, Inc.                                                    | Titan International, Inc.                                                                                                    | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |      59000 | PA      | $55703.16      | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC                                                                                         | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81000 | PA      | $79567.09      | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                 | EnLink Midstream Partners LP                                                                                                 | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     152000 | PA      | $143647.32     | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                            | Sesac Finance LLC, Series 2022-1, Class A2                                                                                   | CUSIP: 78396YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     216458 | PA      | $201980.82     | 0.00%             | 2052-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      17000 | PA      | $12448.10      | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities X Ltd.                                         | GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class AR                                                              | CUSIP: 38137PAQ3<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |    5275000 | PA      | $5204845.14    | 0.08%             | 2031-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     879000 | PA      | $794853.33     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2015-PC1, Class B                                                                          | CUSIP: 12593GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4175000 | PA      | $3839681.54    | 0.06%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | Autonoria Spain, Series 2021-SP, Class F                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |      85620 | PA      | $86675.48      | 0.00%             | 2039-01-31      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                              | GNL Quintero SA                                                                                                              | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |     803010 | PA      | $774553.33     | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140QQRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343806 | PA      | $342210.45     | 0.01%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    2700000 | PA      | $2697164.91    | 0.04%             | 2025-11-19      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     146000 | PA      | $120883.62     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                            | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A                                                                  | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2919487.50    | 0.05%             | 2034-07-17      | Floating      | 5.20%                 | No            |                  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        |    8311031 | PA      | $7520794.74    | 0.12%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                              | ESB Finance DAC                                                                                                              | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |    2185000 | PA      | $2343143.33    | 0.04%             | 2024-01-12      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                | Caesars Resort Collection LLC                                                                                                | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $215359.34     | 0.00%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     484308 | PA      | $460886.94     | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                        | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     290000 | PA      | $283801.25     | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                     | ADT Security Corp. (The)                                                                                                     | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     119000 | PA      | $117816.52     | 0.00%             | 2023-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co., Inc.                                                  | Crown Cork & Seal Co., Inc.                                                                                                  | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169869.15     | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                      | JPMorgan Mortgage Trust, Series 2016-2, Class A1                                                                             | CUSIP: 46647CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2321721 | PA      | $2123944.41    | 0.03%             | 2046-06-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     305000 | PA      | $259883.64     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1199054.11    | 0.02%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     382000 | PA      | $354085.73     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                     | NGL Energy Operating LLC                                                                                                     | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     127000 | PA      | $113079.70     | 0.00%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     314000 | PA      | $254104.50     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Longfellow Place CLO Ltd.                                                    | Longfellow Place CLO Ltd., Series 2013-1A, Class BR3                                                                         | CUSIP: 54303PBA2<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4942910.00    | 0.08%             | 2029-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Galaxy XXIV CLO Ltd.                                                         | Galaxy XXIV CLO Ltd., Series 2017-24A, Class A                                                                               | CUSIP: 36321BAA9<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3460174.20    | 0.06%             | 2031-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                   | KeyBank NA                                                                                                                   | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1870922.41    | 0.03%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                                                                     | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     670000 | PA      | $678383.12     | 0.01%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      83000 | PA      | $82678.54      | 0.00%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     995000 | PA      | $854331.88     | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                          | PFS Financing Corp., Series 2022-D, Class A                                                                                  | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11908000 | PA      | $11612550.61   | 0.19%             | 2027-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                             | MortgageIT Trust, Series 2004-1, Class A1                                                                                    | CUSIP: 61913PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     444348 | PA      | $414413.72     | 0.01%             | 2034-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     659000 | PA      | $498204.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KIR2, Class A1                     | CUSIP: 3137BXSV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4574032 | PA      | $4363027.22    | 0.07%             | 2027-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA                                                                                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    1900000 | PA      | $1890224.16    | 0.03%             | 2025-11-07      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC                                                                                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $168379.60     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     702000 | PA      | $681090.47     | 0.01%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   11725000 | PA      | $11351056.69   | 0.18%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                   | BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class AF                                                        | CUSIP: 054966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3270000 | PA      | $3080158.52    | 0.05%             | 2033-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                                                 | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      48000 | PA      | $44525.28      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-BA, Class AFX                                                                         | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7994870 | PA      | $7102808.11    | 0.12%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                             | GE HealthCare Technologies, Inc.                                                                                             | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   15130000 | PA      | $15223218.50   | 0.25%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      94000 | PA      | $82257.09      | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | Autonoria Spain, Series 2021-SP, Class D                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |     684963 | PA      | $704532.65     | 0.01%             | 2039-01-31      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-2, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |     187000 | PA      | $203606.90     | 0.00%             | 2055-09-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                       | BP Capital Markets plc                                                                                                       | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1422000 | PA      | $1337055.39    | 0.02%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                          | Finsbury Square plc, Series 2021-2X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |     200000 | PA      | $217350.83     | 0.00%             | 2071-12-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 30 Ltd.                                          | Octagon Investment Partners 30 Ltd., Series 2017-1A, Class BR                                                                | CUSIP: 675920AN2<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $3978717.54    | 0.06%             | 2030-03-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     374000 | PA      | $377575.07     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co.                                                         | Callon Petroleum Co.                                                                                                         | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     412000 | PA      | $392752.91     | 0.01%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                           | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     709000 | PA      | $646255.27     | 0.01%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                                                               | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     134000 | PA      | $118487.40     | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Technologies, Inc.                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      90000 | PA      | $62119.07      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2021-A, Class B                                                                     | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3930000 | PA      | $3429061.76    | 0.06%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                      | Loanpal Solar Loan Ltd., Series 2021-1GS, Class A                                                                            | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2950253 | PA      | $2243717.85    | 0.04%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                    | Asahi Group Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |    1700000 | PA      | $1692410.57    | 0.03%             | 2025-09-19      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                              | Colgate Energy Partners III LLC                                                                                              | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     288000 | PA      | $279371.45     | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                          | Sonoco Products Co.                                                                                                          | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $5904188.53    | 0.10%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| eG Global Finance plc                                                        | eG Global Finance plc                                                                                                        | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     312000 | PA      | $272385.36     | 0.00%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                           | Connect Finco SARL                                                                                                           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     954000 | PA      | $884128.58     | 0.01%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                    | GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class A                                                          | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2668693 | PA      | $1936450.47    | 0.03%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    2900000 | PA      | $2891349.68    | 0.05%             | 2025-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     340000 | PA      | $293250.00     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finsbury Square                                                              | Finsbury Square, Series 2021-1GRX, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |    1045000 | PA      | $1174504.95    | 0.02%             | 2067-12-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                             | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     454000 | PA      | $433826.38     | 0.01%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GRTV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65572 | PA      | $62393.39      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                 | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    5579000 | PA      | $5580347.50    | 0.09%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     368000 | PA      | $298976.96     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     169000 | PA      | $162326.19     | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                                                        | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     244000 | PA      | $233020.00     | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                           | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10287000 | PA      | $10312871.70   | 0.17%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                    | GoodLeap Sustainable Home Solutions Trust, Series 2022-1GS, Class A                                                          | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2628381 | PA      | $2013907.30    | 0.03%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                                                  | Cigna Corp.                                                                                                                  | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     350000 | PA      | $328293.84     | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                        | ARI Fleet Lease Trust, Series 2020-A, Class B                                                                                | CUSIP: 00217TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1470000 | PA      | $1463140.98    | 0.02%             | 2028-11-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                                                          | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     288000 | PA      | $285064.00     | 0.00%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                                                      | Sprint Spectrum Co. LLC                                                                                                      | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4561875 | PA      | $4508093.05    | 0.07%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                                                                    | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     268000 | PA      | $257907.12     | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class ASB                                               | CUSIP: 61764PBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2947982 | PA      | $2884375.29    | 0.05%             | 2047-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                           | Banco do Brasil SA                                                                                                           | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     420000 | PA      | $412991.25     | 0.01%             | 2024-03-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                         | Volkswagen Bank GmbH                                                                                                         | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    7000000 | PA      | $7335943.71    | 0.12%             | 2024-01-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                    | Canada Square Funding plc, Series 6, Class D                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     178000 | PA      | $191984.52     | 0.00%             | 2059-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     372000 | PA      | $346730.04     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FCA Bank SpA                                                                 | FCA Bank SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300V1VN70Q7PQ7234       | Long             | DBT              | CORP              | IT        |    2474000 | PA      | $2592366.64    | 0.04%             | 2023-09-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2021-1A, Class A1                                                                            | CUSIP: 77341KAA9<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |   10750000 | PA      | $10467129.88   | 0.17%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings, Inc.                                                       | MMS USA Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3267910.70    | 0.05%             | 2025-06-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                        | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     639000 | PA      | $566237.07     | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7KF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286371 | PA      | $272521.08     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Commercial Mortgage Securities Trust                            | Bear Stearns Commercial Mortgage Securities Trust, Series 2005-PW10, Class AJ                                                | CUSIP: 07387BEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          1 | PA      | $1.08          | 0.00%             | 2040-12-11      | Variable      | 5.62%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 2 Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      13682 | NC      | $77243.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12558000 | PA      | $11317231.93   | 0.18%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9487000 | PA      | $8542996.44    | 0.14%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                                      | Chesapeake Energy Corp.                                                                                                      | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     119000 | PA      | $114832.03     | 0.00%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlueMountain Fuji US CLO III Ltd.                                            | BlueMountain Fuji US CLO III Ltd., Series 2017-3A, Class A2                                                                  | CUSIP: 09628FAC3<br>LEI: 549300EY8WEC9D18YD37 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $241157.45     | 0.00%             | 2030-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury Long Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -198 | NC      | $208158.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                                           | United Airlines Pass-Through Trust, Series 2020-1, Class A                                                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4125801 | PA      | $4067816.62    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     426000 | PA      | $351846.18     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                     | Svenska Handelsbanken AB                                                                                                     | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    6981000 | PA      | $6114343.06    | 0.10%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GTBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280422 | PA      | $266837.86     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2014-7A, Class A1RR                                                                                     | CUSIP: 67107KAZ9<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |    2720500 | PA      | $2692335.38    | 0.04%             | 2029-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                     | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D                                                                 | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |    1045316 | PA      | $974587.99     | 0.02%             | 2033-08-17      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2022-1, Class E                                                                                          | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |     538000 | PA      | $600052.33     | 0.01%             | 2059-10-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                       | Cellnex Finance Co. SA                                                                                                       | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |    2300000 | PA      | $2266894.11    | 0.04%             | 2026-04-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                       | Neptune Bidco US, Inc.                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      98000 | PA      | $92365.00      | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Legends Hospitality Holding Co. LLC                                          | Legends Hospitality Holding Co. LLC                                                                                          | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81000 | PA      | $72090.00      | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2020-1, Class D                                                                             | CUSIP: N/A<br>LEI: 6354008YXSM4DT8B8S69       | Long             | ABS-MBS          | CORP              | GB        |     120000 | PA      | $144885.26     | 0.00%             | 2063-09-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Arm Master Trust LLC                                                         | Arm Master Trust LLC, Series 2021-T1, Class A                                                                                | CUSIP: 04206RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     730000 | PA      | $672487.97     | 0.01%             | 2027-11-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| NLY Commercial Mortgage Trust                                                | NLY Commercial Mortgage Trust, Series 2019-FL2, Class A                                                                      | CUSIP: 629167AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     469181 | PA      | $466272.70     | 0.01%             | 2036-02-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45805 | PA      | $43812.91      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                           | Millicom International Cellular SA                                                                                           | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     497000 | PA      | $417262.56     | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                                               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     122000 | PA      | $87112.88      | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     609000 | PA      | $573225.60     | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2483624.00    | 0.04%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2015-CR24, Class ASB                                                                       | CUSIP: 12593JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3701789 | PA      | $3607151.47    | 0.06%             | 2048-08-10      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5497000 | PA      | $5476308.63    | 0.09%             | 2024-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                       | Aeropuerto Internacional de Tocumen SA                                                                                       | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |     759000 | PA      | $624894.19     | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                   | Lamb Weston Holdings, Inc.                                                                                                   | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     335000 | PA      | $317412.50     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                    | Zayo Group Holdings, Inc.                                                                                                    | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1249660.44    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                | Enel Finance International NV                                                                                                | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |    5190000 | PA      | $5285187.16    | 0.09%             | 2024-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1164000 | PA      | $1161672.00    | 0.02%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     111000 | PA      | $92100.03      | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $4354672.50    | 0.07%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2110000 | PA      | $1847834.80    | 0.03%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                           | HealthEquity, Inc.                                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     248000 | PA      | $216727.20     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                           | Camelot Finance SA                                                                                                           | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     259000 | PA      | $242747.91     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                   | Aviation Capital Group LLC                                                                                                   | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    8996000 | PA      | $7621062.78    | 0.12%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                    | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6959211.63    | 0.11%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                                                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     499000 | PA      | $461256.19     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                              | Antofagasta plc                                                                                                              | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     505000 | PA      | $402990.00     | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FCT Pixel                                                                    | FCT Pixel, Series 2021-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 549300YL2EZ0WMNNP528       | Long             | ABS-O            | CORP              | FR        |     300000 | PA      | $307875.66     | 0.00%             | 2038-02-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q8YU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28842 | PA      | $27092.89      | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                            | National Grid North America, Inc.                                                                                            | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2043771.14    | 0.03%             | 2026-01-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                        | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $5280838.20    | 0.09%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                                                   | Spirit Loyalty Cayman Ltd.                                                                                                   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      71000 | PA      | $71364.23      | 0.00%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                     | Comstock Resources, Inc.                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     468000 | PA      | $422370.00     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                                 | Pattern Energy Operations LP                                                                                                 | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $237608.13     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $184200.00     | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2020-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 2138001R7A1P55MJ8S09       | Long             | ABS-MBS          | CORP              | GB        |     395000 | PA      | $469151.17     | 0.01%             | 2054-12-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2021-2A, Class A                                                                            | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |    1704021 | PA      | $1557490.77    | 0.03%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIX Ltd.                                                | Madison Park Funding XIX Ltd., Series 2015-19A, Class A2R2                                                                   | CUSIP: 55819QBA4<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   15900000 | PA      | $15564492.51   | 0.25%             | 2028-01-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                           | Discover Card Execution Note Trust, Series 2022-A2, Class A                                                                  | CUSIP: 254683CS2<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   42146000 | PA      | $40723526.14   | 0.66%             | 2027-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                    | T-Fund, Institutional Class                                                                                                  | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  155084945 | NS      | $155084945.35  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR10, Class A                                                                       | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3574000 | PA      | $2939980.98    | 0.05%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H2HF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290016 | PA      | $275962.48     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                             | Gates Global LLC                                                                                                             | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     104000 | PA      | $100360.00     | 0.00%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd.                                    | Hawaiian Brand Intellectual Property Ltd.                                                                                    | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     242000 | PA      | $219010.00     | 0.00%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Euro-Bund                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -7 | NC      | $61301.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Health Sciences, Inc.                                                    | PRA Health Sciences, Inc.                                                                                                    | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $362021.23     | 0.01%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                                                      | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     239000 | PA      | $233410.01     | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8080000 | PA      | $7341186.05    | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                 | Rockies Express Pipeline LLC                                                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      88000 | PA      | $78966.80      | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class A5                                                             | CUSIP: 94989DAW9<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |   10140000 | PA      | $9647691.85    | 0.16%             | 2048-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                       | Sequoia Mortgage Trust, Series 2017-CH1, Class A2                                                                            | CUSIP: 81746HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     417054 | PA      | $380854.21     | 0.01%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                         | FS Rialto Issuer LLC, Series 2022-FL6, Class A                                                                               | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5450000 | PA      | $5381796.52    | 0.09%             | 2037-08-17      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                                                                | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     964000 | PA      | $864235.64     | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                      | Texas Instruments, Inc.                                                                                                      | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2246935.25    | 0.04%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                     | Specialty Building Products Holdings LLC                                                                                     | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $48309.60      | 0.00%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Japan 10 Year Bond                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       -115 | NC      | $1981821.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund                                                                                               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12629422.05   | 0.20%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                     | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     491000 | PA      | $419341.33     | 0.01%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                           | Iliad Holding SASU                                                                                                           | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $370981.54     | 0.01%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                  | Beacon Roofing Supply, Inc.                                                                                                  | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      49000 | PA      | $40718.57      | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                   | CUSIP: 00206RHF2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $4029942.70    | 0.07%             | 2023-09-05      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                                                         | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9170000 | PA      | $8428271.62    | 0.14%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                             | Barings CLO Ltd., Series 2019-4A, Class A1                                                                                   | CUSIP: 06761VAA5<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    6350000 | PA      | $6233140.95    | 0.10%             | 2033-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138YK6E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56505 | PA      | $54052.75      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1057736.27    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     252000 | PA      | $233999.64     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4773000 | PA      | $4187039.93    | 0.07%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11881000 | PA      | $12264810.12   | 0.20%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                     | Banco Nacional de Panama                                                                                                     | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     408000 | PA      | $325711.50     | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                        | Heathrow Funding Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    6045000 | PA      | $6012512.63    | 0.10%             | 2025-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                                                      | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     595000 | PA      | $638196.55     | 0.01%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                    | Coca-Cola Femsa SAB de CV                                                                                                    | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     410000 | PA      | $308345.63     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $108600.00     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                             | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     700000 | PA      | $643693.75     | 0.01%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2020-1, Class A                                                                   | CUSIP: 75907QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2430000 | PA      | $2258552.32    | 0.04%             | 2030-10-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F1W32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94189 | PA      | $89063.92      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                                         | Enact Holdings, Inc.                                                                                                         | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     313000 | PA      | $307165.68     | 0.00%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                                                | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     118000 | PA      | $114560.30     | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Haus European Loan Conduit No. DAC                                           | Haus European Loan Conduit No. DAC, Series 39X, Class D                                                                      | CUSIP: N/A<br>LEI: 635400BO8LLWMGY3ON95       | Long             | ABS-MBS          | CORP              | IE        |    2052407 | PA      | $1979186.33    | 0.03%             | 2051-07-28      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                | Navient Corp.                                                                                                                | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37969.05      | 0.00%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140FFRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210898 | PA      | $201723.11     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2019-AA, Class A                                                                      | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3694254 | PA      | $3644472.58    | 0.06%             | 2032-07-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      48000 | PA      | $42621.12      | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Masonite International Corp.                                                 | Masonite International Corp.                                                                                                 | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |      23000 | PA      | $21266.03      | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                      | Loanpal Solar Loan Ltd., Series 2020-2GF, Class A                                                                            | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1894059 | PA      | $1569550.25    | 0.03%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                     | Itau Unibanco Holding SA                                                                                                     | CUSIP: 46556JAB5<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     330000 | PA      | $316758.75     | 0.01%             | 2025-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $169889.03     | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H23R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3249209 | PA      | $3068002.68    | 0.05%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                               | Videotron Ltd.                                                                                                               | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $226687.20     | 0.00%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H4AS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3039496 | PA      | $2989655.99    | 0.05%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     888000 | PA      | $812520.00     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                  | Covestro AG                                                                                                                  | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |    1430000 | PA      | $1398247.07    | 0.02%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2022-2, Class A1                                                                            | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7006971 | PA      | $6325805.58    | 0.10%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                                                                 | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     871610 | PA      | $946568.46     | 0.02%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                           | Kimberly-Clark de Mexico SAB de CV                                                                                           | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |     305000 | PA      | $249337.50     | 0.00%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                           | AES Panama Generation Holdings SRL                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |     308000 | PA      | $265611.50     | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                                         | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1A                                                             | CUSIP: 08181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2230000 | PA      | $2199877.61    | 0.04%             | 2031-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5425763.76    | 0.09%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                           | GM Financial Consumer Automobile Receivables Trust, Series 2022-3, Class A3                                                  | CUSIP: 36265WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13597000 | PA      | $13287932.03   | 0.22%             | 2027-04-16      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11504822 | PA      | $10757953.56   | 0.17%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                           | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     640000 | PA      | $586120.00     | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                          | Synchrony Financial                                                                                                          | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   12244000 | PA      | $11736592.97   | 0.19%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                               | Angel Oak Mortgage Trust I LLC, Series 2019-1, Class A2                                                                      | CUSIP: 03464MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21177 | PA      | $21053.71      | 0.00%             | 2048-11-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                       | Antero Resources Corp.                                                                                                       | CUSIP: 03674XAN6<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     136000 | PA      | $141893.16     | 0.00%             | 2026-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418BZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101579 | PA      | $97169.85      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                     | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C                                                                 | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |    1349951 | PA      | $1274119.09    | 0.02%             | 2033-08-17      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                 | Mizuho Financial Group, Inc.                                                                                                 | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    4565000 | PA      | $4678849.44    | 0.08%             | 2024-06-10      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                                 | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4152000 | PA      | $3664051.94    | 0.06%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class A4                                                              | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $8596395.90    | 0.14%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                 | Mueller Water Products, Inc.                                                                                                 | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     131000 | PA      | $115116.25     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                          | Avianca Midco 2 plc                                                                                                          | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1356465 | PA      | $990219.45     | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186580.00     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                      | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     717000 | PA      | $681732.56     | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                      | Mercedes-Benz Finance North America LLC                                                                                      | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   11110000 | PA      | $11172796.16   | 0.18%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                           | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    8254000 | PA      | $7450914.61    | 0.12%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                                       | Signal Peak CLO 8 Ltd., Series 2020-8A, Class B                                                                              | CUSIP: 56845NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2387079.50    | 0.04%             | 2033-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Pearl Finance DAC                                                            | Pearl Finance DAC, Series 2020-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 6354007A1PWPJUA24D35       | Long             | ABS-MBS          | CORP              | IE        |    1354717 | PA      | $1374024.94    | 0.02%             | 2032-11-17      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                            | Credit Acceptance Auto Loan Trust, Series 2020-2A, Class A                                                                   | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000292 | PA      | $2970329.94    | 0.05%             | 2029-07-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 10 Year Ultra Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -843 | NC      | $1190438.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                            | FirstEnergy Corp., Series B                                                                                                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     470000 | PA      | $437216.76     | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-A, Class APT2                                                                         | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15088118 | PA      | $13351443.87   | 0.22%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                       | Oportun Issuance Trust, Series 2021-C, Class A                                                                               | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5450000 | PA      | $4767731.94    | 0.08%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                               | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556BJ0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2645121.24    | 0.04%             | 2025-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2020-IA, Class A1B                                                         | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11093480 | PA      | $10787084.65   | 0.17%             | 2069-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                   | Ball Corp.                                                                                                                   | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   12214000 | PA      | $12054573.96   | 0.20%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2012-2RA, Class A1                                                                                 | CUSIP: 12551PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     626532 | PA      | $621693.69     | 0.01%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                   | Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A                                                          | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8260000 | PA      | $7880495.13    | 0.13%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks, Inc.                                                  | Six Flags Theme Parks, Inc.                                                                                                  | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |     179000 | PA      | $180219.34     | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class ASB                                                            | CUSIP: 94989JBA3<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |    2597209 | PA      | $2522462.39    | 0.04%             | 2048-05-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                         | Icahn Enterprises LP                                                                                                         | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      82000 | PA      | $75079.20      | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.                                                | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class A1R                                                                    | CUSIP: 03330WAJ3<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1701112.00    | 0.03%             | 2035-01-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                            | Eversource Energy                                                                                                            | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8930768.27    | 0.14%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2021-2, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800OI5O7QF6XV6F68       | Long             | ABS-O            | CORP              | GB        |    1300000 | PA      | $1522368.96    | 0.02%             | 2028-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                           | HAT Holdings I LLC                                                                                                           | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146000 | PA      | $126844.80     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | 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      | $-5745.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association, Series 2022-65, Class FB                                                              | CUSIP: 3136BPCQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48684888 | PA      | $47779938.64   | 0.77%             | 2052-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd.                                                           | Dryden 77 CLO Ltd., Series 2020-77A, Class AR                                                                                | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $971058.90     | 0.02%             | 2034-05-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                 | Santander Holdings USA, Inc.                                                                                                 | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2914552.59    | 0.05%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                 | VMware, Inc.                                                                                                                 | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   12297000 | PA      | $10720113.27   | 0.17%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                   | Cassia SRL, Series 2022-1X, Class B                                                                                          | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |    2189786 | PA      | $2165392.35    | 0.04%             | 2034-05-22      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 4569, Class JA                                                                      | CUSIP: 3137BP3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4362868 | PA      | $4212530.55    | 0.07%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding plc                                                          | Sage AR Funding plc, Series 1X, Class C                                                                                      | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |     535000 | PA      | $609350.85     | 0.01%             | 2030-11-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                        | SLM Private Credit Student Loan Trust, Series 2007-A, Class A4A                                                              | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |    3554880 | PA      | $3446826.60    | 0.06%             | 2041-12-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                                                                       | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3101000 | PA      | $2912614.25    | 0.05%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Health Properties, Inc.                                           | Nationwide Health Properties, Inc.                                                                                           | CUSIP: 63861QBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1408050.60    | 0.02%             | 2038-07-07      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                   | Virgin Media Vendor Financing Notes IV DAC                                                                                   | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $437053.64     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                              | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13490000 | PA      | $12632585.72   | 0.20%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                        | Telenet Finance Luxembourg Notes SARL                                                                                        | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $180000.00     | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2022-ATH1, Class A1A                                                     | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6920249 | PA      | $6330132.12    | 0.10%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Litigation Systems, Inc.                                                     | Litigation Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2950750 | PA      | $2821802.30    | 0.05%             | 2027-10-30      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| General Mills, Inc.                                                          | General Mills, Inc.                                                                                                          | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3674125.67    | 0.06%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK plc                                       | GSK Consumer Healthcare Capital UK plc                                                                                       | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |     341000 | PA      | $324289.16     | 0.01%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2021-B, Class A                                                                     | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10058278 | PA      | $8976731.83    | 0.15%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Walsh Acceptance                                                             | Walsh Acceptance, Series 1997-2, Class A                                                                                     | CUSIP: 933095AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2202 | PA      | $1473.94       | 0.00%             | 2027-03-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                          | Clean Harbors, Inc.                                                                                                          | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     316000 | PA      | $299410.00     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arconic Corp.                                                                | Arconic Corp.                                                                                                                | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     312000 | PA      | $292738.70     | 0.00%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                            | BSPRT Issuer Ltd., Series 2021-FL7, Class A                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6890000 | PA      | $6670996.53    | 0.11%             | 2038-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140FR6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184128 | PA      | $174115.37     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2013-2A, Class A1L2                                                                                | CUSIP: 12549BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2190000 | PA      | $2160858.11    | 0.04%             | 2030-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                            | Texas Electric Market Stabilization Funding N LLC, Series A-1                                                                | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5823000 | PA      | $5527016.68    | 0.09%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1167000 | PA      | $90442.50      | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BDS Ltd.                                                                     | BDS Ltd., Series 2021-FL10, Class A                                                                                          | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1931283.92    | 0.03%             | 2036-12-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                         | Central Parent, Inc.                                                                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     312000 | PA      | $305174.01     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FS RIALTO                                                                    | FS RIALTO, Series 2021-FL2, Class A                                                                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6690000 | PA      | $6419612.28    | 0.10%             | 2038-05-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273836 | PA      | $256748.26     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3132J4JH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     278865 | PA      | $268816.31     | 0.00%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                          | Wind River CLO Ltd., Series 2013-1A, Class A1RR                                                                              | CUSIP: 97316FAA9<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-CBDO         | CORP              | KY        |    2717292 | PA      | $2692545.43    | 0.04%             | 2030-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXII Ltd.                                               | Madison Park Funding LXII Ltd., Series 2022-62A, Class A1                                                                    | CUSIP: 55817HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13160000 | PA      | $13096280.60   | 0.21%             | 2033-07-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                             | American Builders & Contractors Supply Co., Inc.                                                                             | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21412.80      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140QA7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4451922 | PA      | $4361756.28    | 0.07%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                                                         | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    6320000 | PA      | $5777626.62    | 0.09%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  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        |    2243497 | PA      | $2051254.20    | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                        | Parker-Hannifin Corp.                                                                                                        | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     652000 | PA      | $627850.70     | 0.01%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                              | Colgate Energy Partners III LLC                                                                                              | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     290000 | PA      | $249069.56     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                               | Parkland Corp.                                                                                                               | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     138000 | PA      | $131031.00     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3128MFXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3633953 | PA      | $3564023.10    | 0.06%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                        | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     250000 | PA      | $250027.50     | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Euro-Bobl                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -1093 | NC      | $4155886.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-CA, Class AFL                                                                         | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10782324 | PA      | $10457889.71   | 0.17%             | 2062-04-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BL Consumer Credit                                                           | BL Consumer Credit, Series 2021-1, Class E                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |     356000 | PA      | $364817.22     | 0.01%             | 2038-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities XI Ltd.                                        | GoldenTree Loan Opportunities XI Ltd., Series 2015-11A, Class AR2                                                            | CUSIP: 38137HBU1<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | KY        |    3065000 | PA      | $3028421.98    | 0.05%             | 2031-01-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                     | BHG Securitization Trust, Series 2022-B, Class A                                                                             | CUSIP: 05553DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1694847 | PA      | $1667640.00    | 0.03%             | 2035-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                                                  | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $460237.82     | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                   | Upstart Pass-Through Trust, Series 2021-ST7, Class A                                                                         | CUSIP: 91683KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2797392 | PA      | $2605114.90    | 0.04%             | 2029-09-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                                                            | CUSIP: N/A<br>LEI: 2138005GYEXN7XRHFA84       | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2461306.99    | 0.04%             | 2023-11-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2020-NET, Class A                                                        | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6966330 | PA      | $6247346.46    | 0.10%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                          | Simmons Foods, Inc.                                                                                                          | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     208000 | PA      | $169322.95     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2015-1, Class A1                                                                                          | CUSIP: 12649NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5783818 | PA      | $4991423.15    | 0.08%             | 2045-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     388000 | PA      | $349295.61     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                                    | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R                                                                        | CUSIP: 15033LAS1<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1444112.55    | 0.02%             | 2032-05-29      | Floating      | 6.09%                 | No            |                  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        |   11738000 | PA      | $11067276.59   | 0.18%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308483 | PA      | $303773.80     | 0.00%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  320000000 | PA      | $307604540.80  | 4.98%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                      | Simon Property Group LP                                                                                                      | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     722000 | PA      | $691485.47     | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                | Medtronic Global Holdings SCA                                                                                                | CUSIP: 58507LAG4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    4330000 | PA      | $4617518.75    | 0.07%             | 2023-03-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                  | Last Mile Securities PE DAC, Series 2021-1X, Class B                                                                         | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |     938807 | PA      | $918896.19     | 0.01%             | 2031-08-17      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                            | Nexa Resources SA                                                                                                            | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     509000 | PA      | $477123.88     | 0.01%             | 2027-05-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     637000 | PA      | $503150.38     | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                         | Volkswagen Bank GmbH                                                                                                         | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    2300000 | PA      | $2295818.09    | 0.04%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                            | Oman Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     855000 | PA      | $775912.50     | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   16435000 | PA      | $15496703.50   | 0.25%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                                                  | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1032891.06    | 0.02%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                                                | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   10519000 | PA      | $9003697.34    | 0.15%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                           | Viterra Finance BV                                                                                                           | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |    3350000 | PA      | $3188950.41    | 0.05%             | 2025-09-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc.                                                                                                       | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     588000 | PA      | $521244.45     | 0.01%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13800000 | PA      | $13278597.77   | 0.22%             | 2053-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                 | Traton Finance Luxembourg SA                                                                                                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |    2400000 | PA      | $2421681.60    | 0.04%             | 2024-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                         | Kallpa Generacion SA                                                                                                         | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |     441000 | PA      | $421099.88     | 0.01%             | 2026-05-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GWR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346982 | PA      | $325946.14     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                       | Fortress Transportation & Infrastructure Investors LLC                                                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      43000 | PA      | $36683.73      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                      | CDW LLC                                                                                                                      | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11259000 | PA      | $10933389.72   | 0.18%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Autoflorence SRL                                                             | Autoflorence SRL, Series 2, Class D                                                                                          | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |     214451 | PA      | $218254.07     | 0.00%             | 2044-12-24      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                               | Enterprise Fleet Financing LLC, Series 2022-1, Class A2                                                                      | CUSIP: 29375JAB0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   20177748 | PA      | $19638907.66   | 0.32%             | 2028-01-20      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                | Gartner, Inc.                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     207000 | PA      | $192992.31     | 0.00%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                    | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11013000 | PA      | $11082494.56   | 0.18%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund                                                                                               | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $7421105.36    | 0.12%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class ASB                                                           | CUSIP: 94988XAV8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    3155595 | PA      | $3104647.58    | 0.05%             | 2050-08-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2020-1, Class D                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |     883021 | PA      | $926243.57     | 0.02%             | 2034-11-14      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6576809.48    | 0.11%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15942000 | PA      | $13835714.26   | 0.22%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 31326KJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1141331 | PA      | $1165949.95    | 0.02%             | 2045-10-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                           | Gracie Point International Funding, Series 2022-2A, Class A                                                                  | CUSIP: 38411JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11000000 | PA      | $11001615.90   | 0.18%             | 2024-07-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                                                           | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    8105000 | PA      | $7860455.53    | 0.13%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                | BAT International Finance plc                                                                                                | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    2124000 | PA      | $2228681.47    | 0.04%             | 2023-10-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-SDMF, Class A                                                                                          | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7130000 | PA      | $6828199.22    | 0.11%             | 2034-09-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                   | Sprint LLC                                                                                                                   | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     174000 | PA      | $183101.24     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H5YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32385 | PA      | $30421.09      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   14446000 | PA      | $13606567.64   | 0.22%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                   | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                        | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3144351.28    | 0.05%             | 2030-07-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                           | United Airlines Pass-Through Trust, Series 2020-1, Class B                                                                   | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     773430 | PA      | $735829.93     | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13528000 | PA      | $11932187.07   | 0.19%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                              | Madison Park Funding XXVII Ltd., Series 2018-27A, Class A1A                                                                  | CUSIP: 55820YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1383803.40    | 0.02%             | 2030-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                       | Global Net Lease, Inc.                                                                                                       | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $161248.83     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                              | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     906000 | PA      | $919399.74     | 0.01%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                               | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1296922.93    | 0.02%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     455000 | PA      | $375580.10     | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    2625000 | PA      | $2704283.46    | 0.04%             | 2024-04-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                             | FT Santander Consumer Spain Auto, Series 2020-1, Class C                                                                     | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |     143366 | PA      | $146869.79     | 0.00%             | 2033-03-21      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EYPC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74255 | PA      | $71401.15      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                | Danaher Corp.                                                                                                                | CUSIP: 235851AS1<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1682377.45    | 0.03%             | 2024-03-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B                                                               | CUSIP: 64829HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165169 | PA      | $1062515.91    | 0.02%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     122000 | PA      | $115290.00     | 0.00%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                                                    | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     180000 | PA      | $172035.00     | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Recette CLO Ltd.                                                             | Recette CLO Ltd., Series 2015-1A, Class ARR                                                                                  | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9719327.00    | 0.16%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Alen Mortgage Trust                                                          | Alen Mortgage Trust, Series 2021-ACEN, Class A                                                                               | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8030000 | PA      | $7370286.52    | 0.12%             | 2034-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                  | Concord Music Royalties LLC, Series 2022-1A, Class A2                                                                        | CUSIP: 20633KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2849000 | PA      | $2781897.50    | 0.05%             | 2073-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7195000 | PA      | $6815338.84    | 0.11%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class A4                                                | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15544000 | PA      | $14779898.93   | 0.24%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Ltd.                                                              | Grupo Aval Ltd.                                                                                                              | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     401000 | PA      | $324008.00     | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                            | Brink's Co. (The)                                                                                                            | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39273.13      | 0.00%             | 2025-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q72N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     690011 | PA      | $656657.94     | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd.                                                         | Battalion CLO X Ltd., Series 2016-10A, Class A1R2                                                                            | CUSIP: 07132JBC7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5357605.00    | 0.09%             | 2035-01-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                     | Enel Finance America LLC                                                                                                     | CUSIP: 29279HVJ1<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |   21000000 | PA      | $20184762.57   | 0.33%             | 2023-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                   | Korn Ferry                                                                                                                   | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     193000 | PA      | $177754.93     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | Kingdom of Bahrain                                                                                                           | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     581000 | PA      | $587826.75     | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trust                                              | LendingPoint Pass-Through Trust, Series 2022-ST1, Class A                                                                    | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     383975 | PA      | $362033.53     | 0.01%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    2640000 | PA      | $2591487.52    | 0.04%             | 2026-01-29      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2021-VINO, Class A                                                                      | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6930000 | PA      | $6671339.14    | 0.11%             | 2038-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                   | Visa, Inc.                                                                                                                   | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2024000 | PA      | $1822762.91    | 0.03%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $782456.13     | 0.01%             | 2026-03-24      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  215000000 | PA      | $206290820.85  | 3.34%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2018-4A, Class BR                                                                                      | CUSIP: 92917WAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $730258.95     | 0.01%             | 2032-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75075 | PA      | $71361.46      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                             | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2942143.20    | 0.05%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BL Consumer Credit                                                           | BL Consumer Credit, Series 2021-1, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |     528000 | PA      | $540799.71     | 0.01%             | 2038-09-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                  | Informa plc                                                                                                                  | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |    2951000 | PA      | $3128401.95    | 0.05%             | 2023-07-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7665899 | PA      | $7558265.95    | 0.12%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       2000 | PA      | $1596.09       | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 3959, Class MA                                                                      | CUSIP: 3137AHGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     870836 | PA      | $860537.56     | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C13, Class A4                                                | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11900000 | PA      | $11666568.41   | 0.19%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K121, Class X1 | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11880218 | PA      | $700500.45     | 0.01%             | 2030-10-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                                                                            | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     756000 | PA      | $700386.75     | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27966 | PA      | $26751.61      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                              | Camelot Return Merger Sub, Inc.                                                                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $129385.83     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                           | Southern Co. (The)                                                                                                           | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   12464000 | PA      | $12307832.06   | 0.20%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                          | Toyota Motor Finance Netherlands BV                                                                                          | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |    1960000 | PA      | $1909598.71    | 0.03%             | 2025-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                            | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     499000 | PA      | $432156.53     | 0.01%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                     | Lindblad Expeditions LLC                                                                                                     | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     130000 | PA      | $117932.10     | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2021-4A, Class B                                                                                   | CUSIP: 12547DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $477661.50     | 0.01%             | 2033-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                         | Icahn Enterprises LP                                                                                                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $43128.15      | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                                                   | OWL Rock Core Income Corp.                                                                                                   | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      32000 | PA      | $27230.82      | 0.00%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                                     | Becton Dickinson and Co.                                                                                                     | CUSIP: 075887CH0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1411949.51    | 0.02%             | 2023-05-24      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                       | BWX Technologies, Inc.                                                                                                       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     172000 | PA      | $150533.89     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                              | DR Horton, Inc.                                                                                                              | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $3560231.25    | 0.06%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                                                             | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     299000 | PA      | $234152.88     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2015-3A, Class BR                                                                                  | CUSIP: 12550MAL4<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8191250.25    | 0.13%             | 2029-04-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLI Ltd.                                                | Madison Park Funding XLI Ltd., Series 12A, Class AR                                                                          | CUSIP: 04965CAJ7<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |    8113936 | PA      | $8010221.63    | 0.13%             | 2027-04-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                             | Lummus Technology Holdings V LLC, Term Loan B                                                                                | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      34500 | PA      | $32977.93      | 0.00%             | 2027-06-30      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                             | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2366401.68    | 0.04%             | 2030-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F3P85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204517 | PA      | $194602.41     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                  | Chobani LLC                                                                                                                  | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $465776.35     | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance SARL                                           | Becton Dickinson Euro Finance SARL                                                                                           | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |    1935000 | PA      | $1896770.55    | 0.03%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy Srl                                                   | Red & Black Auto Italy Srl, Series 1, Class D                                                                                | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |     599000 | PA      | $603520.16     | 0.01%             | 2031-12-28      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                  | USA Compression Partners LP                                                                                                  | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     677000 | PA      | $649439.33     | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | 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      | $244116.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hops Hill No. 1 plc                                                          | Hops Hill No. 1 plc, Series 1, Class D                                                                                       | CUSIP: N/A<br>LEI: 2138006I4BQOMLUWZ843       | Long             | ABS-MBS          | CORP              | GB        |      99997 | PA      | $116560.77     | 0.00%             | 2054-05-27      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 5006, Class KA                                                                      | CUSIP: 3137FVBQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10425407 | PA      | $9261985.48    | 0.15%             | 2045-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2011-GC5, Class AS                                                                      | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5609294 | PA      | $5508904.52    | 0.09%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  159730000 | PA      | $3724047.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2021-UK1X, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |     536063 | PA      | $598147.45     | 0.01%             | 2031-05-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                                                                 | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      97000 | PA      | $75669.70      | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2015-CR22, Class A3                                                                        | CUSIP: 12592XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11549197 | PA      | $11533451.55   | 0.19%             | 2048-03-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  129245000 | PA      | $124366814.20  | 2.01%             | 2053-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $3864888.00    | 0.06%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |     838701 | PA      | $866280.90     | 0.01%             | 2038-09-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                               | VeriSign, Inc.                                                                                                               | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1519021.50    | 0.02%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                    | Asahi Group Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |    1200000 | PA      | $1203993.84    | 0.02%             | 2024-10-23      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                                                         | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8339524.48    | 0.14%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2020-2A, Class B                                                                             | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1049996 | PA      | $891221.96     | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 4 Ltd.                                                          | AGL Core CLO 4 Ltd., Series 2020-4A, Class A1R                                                                               | CUSIP: 001199AG3<br>LEI: 549300HS2AZ4GZPCZ864 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1224328.13    | 0.02%             | 2033-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1984153 | PA      | $1888257.90    | 0.03%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                               | Harben Finance, Series 2017-1RX, Class C                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     741000 | PA      | $823970.10     | 0.01%             | 2055-09-28      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Barley Hill NO 2 plc                                                         | Barley Hill NO 2 plc, Series 2, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800U1CMP6UD9B1T04       | Long             | ABS-MBS          | CORP              | GB        |     520000 | PA      | $593106.76     | 0.01%             | 2058-08-27      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                                                            | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4614685 | PA      | $4265503.82    | 0.07%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3687112.94    | 0.06%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2013-GC13, Class AAB                                                                    | CUSIP: 36198EAF2<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     464292 | PA      | $462995.09     | 0.01%             | 2046-07-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                                                            | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   16545000 | PA      | $15930964.59   | 0.26%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA                                                                                        | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1644838.27    | 0.03%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                 | KBC Group NV                                                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    6300000 | PA      | $6080241.64    | 0.10%             | 2029-12-03      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                  | SREIT Trust, Series 2021-MFP2, Class A                                                                                       | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4025000 | PA      | $3873581.11    | 0.06%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class ASB                                               | CUSIP: 61763XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2855657 | PA      | $2810775.28    | 0.05%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2021-2, Class C                                                                             | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |     140000 | PA      | $160385.33     | 0.00%             | 2063-11-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PCL Funding VI plc                                                           | PCL Funding VI plc, Series 2022-1, Class B                                                                                   | CUSIP: N/A<br>LEI: 2138006FCLFMJB4BIF31       | Long             | ABS-O            | CORP              | GB        |    1400000 | PA      | $1672111.32    | 0.03%             | 2026-07-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1318226 | PA      | $1269275.06    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                        | Arroyo Mortgage Trust, Series 2022-2, Class A1                                                                               | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5011193 | PA      | $4874136.03    | 0.08%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22285.43      | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                                                        | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     831000 | PA      | $777140.81     | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2021-UK1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |     546983 | PA      | $606797.43     | 0.01%             | 2031-05-17      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                           | Millicom International Cellular SA                                                                                           | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     360900 | PA      | $334915.20     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                           | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1412600.20    | 0.02%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                                                          | Verizon Owner Trust, Series 2020-A, Class A1A                                                                                | CUSIP: 92348TAA2<br>LEI: 549300XY7L2MRX0BQH89 | Long             | ABS-O            | CORP              | US        |    1563621 | PA      | $1557757.95    | 0.03%             | 2024-07-22      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140QQRR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     267689 | PA      | $266528.94     | 0.00%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     433000 | PA      | $382478.41     | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                    | SLM Corp.                                                                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     108000 | PA      | $91848.58      | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA                                                 | CUSIP: N/A<br>LEI: 549300CKQT0JZ2EGNC56       | Long             | DBT              | NUSS              | DO        |     958000 | PA      | $950216.25     | 0.02%             | 2023-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     743000 | PA      | $679888.25     | 0.01%             | 2026-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                            | Homeward Opportunities Fund Trust, Series 2022-1, Class A1                                                                   | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3011674 | PA      | $2923502.11    | 0.05%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                         | Icahn Enterprises LP                                                                                                         | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     181000 | PA      | $173533.96     | 0.00%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44363 | PA      | $42921.52      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7402000 | PA      | $6933057.10    | 0.11%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                                                   | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109601.66     | 0.00%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2021-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400ITH77FQC2T4O54       | Long             | ABS-MBS          | CORP              | GB        |     125000 | PA      | $147901.89     | 0.00%             | 2058-07-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LCM XXIII Ltd.                                                               | LCM XXIII Ltd., Series 23A, Class A2R                                                                                        | CUSIP: 52111PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     485000 | PA      | $470546.95     | 0.01%             | 2029-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                                                               | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283968.00     | 0.00%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                                | Cedar Fair LP                                                                                                                | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     229000 | PA      | $226507.71     | 0.00%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                                          | MicroStrategy, Inc.                                                                                                          | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     199000 | PA      | $142294.95     | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                   | Coty, Inc.                                                                                                                   | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18100.00      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                        | Cheniere Energy, Inc.                                                                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      56000 | PA      | $50616.57      | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4888000 | PA      | $4465490.57    | 0.07%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                     | BHG Securitization Trust, Series 2021-A, Class A                                                                             | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     281425 | PA      | $261390.78     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1698914.41    | 0.03%             | 2025-04-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -143045000 | PA      | $-137645951.00 | -2.23%            | 2053-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                                                           | Telecom Italia SpA                                                                                                           | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     447000 | PA      | $423505.68     | 0.01%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                                                          | CPPIB Capital, Inc.                                                                                                          | CUSIP: 22411VAR9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   22650000 | PA      | $21054872.62   | 0.34%             | 2024-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2021-FA, Class A                                                           | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13593781 | PA      | $11444373.37   | 0.19%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                                                | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62399.39      | 0.00%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                | Workday, Inc.                                                                                                                | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2420533.92    | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                                                   | FNA VI LLC, Series 2021-1A, Class A                                                                                          | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     358054 | PA      | $325648.47     | 0.01%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                 | Hilton Worldwide Finance LLC                                                                                                 | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     186000 | PA      | $177039.98     | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                 | Traton Finance Luxembourg SA                                                                                                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $1378097.76    | 0.02%             | 2025-11-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   10143000 | PA      | $9435733.58    | 0.15%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                      | JPMorgan Mortgage Trust, Series 2020-7, Class A3                                                                             | CUSIP: 46591XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2762264 | PA      | $2273371.08    | 0.04%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc.                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     651000 | PA      | $581603.40     | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CrownRock LP                                                                 | CrownRock LP                                                                                                                 | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $35940.63      | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                | Enerflex Ltd.                                                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $109696.95     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342693 | PA      | $327832.98     | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                          | PFS Financing Corp., Series 2021-A, Class A                                                                                  | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4740000 | PA      | $4460007.25    | 0.07%             | 2026-04-15      | Fixed         | 0.71%                 | 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      | $-2807851.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     284000 | PA      | $275109.30     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                      | EIG Pearl Holdings SARL                                                                                                      | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     442000 | PA      | $338351.00     | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12845000 | PA      | $11436999.95   | 0.19%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association, Series 1997-20, Class FB                                                              | CUSIP: 31359N4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8244 | PA      | $8058.67       | 0.00%             | 2027-03-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     732000 | PA      | $658719.48     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                             | Fair Isaac Corp.                                                                                                             | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     129000 | PA      | $117068.27     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3573572.72    | 0.06%             | 2025-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     659000 | PA      | $632145.75     | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                      | BASF SE                                                                                                                      | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |    3500000 | PA      | $3707528.20    | 0.06%             | 2023-06-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                           | Radiate Holdco LLC                                                                                                           | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     274000 | PA      | $201307.80     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138E0SE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17902 | PA      | $17335.29      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                           | SoFi Professional Loan Program LLC, Series 2018-A, Class A2B                                                                 | CUSIP: 83406EAC9<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    1917549 | PA      | $1844119.63    | 0.03%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7936000 | PA      | $6856734.16    | 0.11%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Stanlington No. 2 plc                                                        | Stanlington No. 2 plc, Series 2, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800FCNYGLAJQ7PJ81       | Long             | ABS-MBS          | CORP              | GB        |     329000 | PA      | $373609.81     | 0.01%             | 2045-06-12      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                          | HONO Mortgage Trust, Series 2021-LULU, Class D                                                                               | CUSIP: 40390MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1838635.80    | 0.03%             | 2036-10-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                 | Target Corp.                                                                                                                 | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     387000 | PA      | $362354.87     | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                        | SLM Private Credit Student Loan Trust, Series 2005-A, Class A4                                                               | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |    6064246 | PA      | $5776871.38    | 0.09%             | 2038-12-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                        | SLM Private Credit Student Loan Trust, Series 2004-B, Class A3                                                               | CUSIP: 78443CBN3<br>LEI: 549300HIOV1ESFZYQ040 | Long             | ABS-O            | CORP              | US        |     300750 | PA      | $299851.77     | 0.00%             | 2024-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2014-1A, Class A1R2                                                                           | CUSIP: 69688XAS0<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $14848887.00   | 0.24%             | 2031-01-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                        | New Enterprise Stone & Lime Co., Inc.                                                                                        | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     111000 | PA      | $98564.75      | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $41060156.40   | 0.67%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                          | Prodigy Finance DAC, Series 2021-1A, Class A                                                                                 | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    2135317 | PA      | $2063255.24    | 0.03%             | 2051-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     223000 | PA      | $222837.57     | 0.00%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding II CLO Ltd.                                                    | Cedar Funding II CLO Ltd., Series 2013-1A, Class ARR                                                                         | CUSIP: 15032TBE5<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |    8750000 | PA      | $8521716.88    | 0.14%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     193000 | PA      | $163082.19     | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                | Medtronic Global Holdings SCA                                                                                                | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |    2380000 | PA      | $2315043.16    | 0.04%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                          | Finsbury Square plc, Series 2020-1A, Class C                                                                                 | CUSIP: N/A<br>LEI: 635400JVSPJM1HG8EF19       | Long             | ABS-MBS          | CORP              | GB        |     224959 | PA      | $268719.89     | 0.00%             | 2070-03-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                                                  | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4295000 | PA      | $3757210.51    | 0.06%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                      | Capital One Multi-Asset Execution Trust, Series 2022-A2, Class A                                                             | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   24357000 | PA      | $23687233.65   | 0.38%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8L50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     447247 | PA      | $425641.94     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                               | 7-Eleven, Inc.                                                                                                               | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   21115000 | PA      | $20093465.59   | 0.33%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                | E.ON International Finance BV                                                                                                | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $304532.32     | 0.00%             | 2025-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                        | ARI Fleet Lease Trust, Series 2022-A, Class A2                                                                               | CUSIP: 00217QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16036000 | PA      | $15741473.20   | 0.26%             | 2031-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GNMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98696 | PA      | $93928.17      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                                                 | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     156000 | PA      | $156760.50     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                                                      | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7031027.92    | 0.11%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                    | Satus plc, Series 2021-1, Class E                                                                                            | CUSIP: N/A<br>LEI: 6354009RPGD3VEUB2K73       | Long             | ABS-O            | CORP              | GB        |     167000 | PA      | $194720.12     | 0.00%             | 2028-08-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                    | New Fortress Energy, Inc.                                                                                                    | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     493000 | PA      | $457849.10     | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                 | EnLink Midstream Partners LP                                                                                                 | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     176000 | PA      | $165444.92     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2022-C, Class A1A                                                                   | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10658712 | PA      | $10192833.30   | 0.17%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                         | Ladder Capital Finance Holdings LLLP                                                                                         | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     118000 | PA      | $99123.45      | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F12L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     606119 | PA      | $575005.02     | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Haus European Loan Conduit No. DAC                                           | Haus European Loan Conduit No. DAC, Series 39X, Class C                                                                      | CUSIP: N/A<br>LEI: 635400BO8LLWMGY3ON95       | Long             | ABS-MBS          | CORP              | IE        |     840757 | PA      | $816533.37     | 0.01%             | 2051-07-28      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XX                                                                | Apidos CLO XX, Series 2015-20A, Class A1RA                                                                                   | CUSIP: 03765LAP7<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1471303.80    | 0.02%             | 2031-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                   | Axalta Coating Systems LLC                                                                                                   | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     652000 | PA      | $538007.69     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                                                               | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1710000 | PA      | $1617752.00    | 0.03%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                           | State Street Corp.                                                                                                           | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     969000 | PA      | $924189.75     | 0.01%             | 2025-11-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                                                    | Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1                                                                          | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1940000 | PA      | $1912309.22    | 0.03%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                    | Toyota Motor Credit Corp.                                                                                                    | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16503000 | PA      | $16347316.14   | 0.26%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     239000 | PA      | $229760.64     | 0.00%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C15, Class A4                                                | CUSIP: 61763KBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16435000 | PA      | $16102268.49   | 0.26%             | 2047-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO LLC                                                       | Southwick Park CLO LLC, Series 2019-4A, Class A1R                                                                            | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5650000 | PA      | $5540169.09    | 0.09%             | 2032-07-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk II Ltd.                                                | Arabian Centres Sukuk II Ltd.                                                                                                | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |     390000 | PA      | $353145.00     | 0.01%             | 2026-10-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital NL BV                                        | GSK Consumer Healthcare Capital NL BV                                                                                        | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |    1130000 | PA      | $1115672.72    | 0.02%             | 2026-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Atom Mortgage Securities DAC                                                 | Atom Mortgage Securities DAC, Series 1X, Class E                                                                             | CUSIP: N/A<br>LEI: 635400S9JQ1OOL8ZRR06       | Long             | ABS-MBS          | CORP              | IE        |    2158100 | PA      | $2266567.45    | 0.04%             | 2031-07-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                             | Barings CLO Ltd., Series 2019-3A, Class A1R                                                                                  | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $884889.09     | 0.01%             | 2031-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                   | Australia & New Zealand Banking Group Ltd.                                                                                   | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   13000000 | PA      | $13052173.55   | 0.21%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2022-3A, Class A                                                                             | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3234000 | PA      | $3225010.77    | 0.05%             | 2053-06-20      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                               | ELFI Graduate Loan Program LLC, Series 2022-A, Class A                                                                       | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9059452 | PA      | $8579427.44    | 0.14%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class A4                                               | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13920000 | PA      | $13723647.26   | 0.22%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     178000 | PA      | $148185.00     | 0.00%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5SL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2662584 | PA      | $2489573.06    | 0.04%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                 | Wells Fargo Mortgage Backed Securities Trust, Series 2019-4, Class A2                                                        | CUSIP: 95002FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     856111 | PA      | $720183.46     | 0.01%             | 2049-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                     | William Carter Co. (The)                                                                                                     | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      91000 | PA      | $87288.95      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3128P8B91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2650748 | PA      | $2461891.22    | 0.04%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                                                    | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      26000 | PA      | $23991.06      | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                    | New Fortress Energy, Inc.                                                                                                    | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     607000 | PA      | $574100.60     | 0.01%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TTAN MHC                                                                     | TTAN MHC, Series 2021-MHC, Class A                                                                                           | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8289371 | PA      | $8029234.81    | 0.13%             | 2038-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12860000 | PA      | $12535714.27   | 0.20%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                                                                 | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1849000 | PA      | $1695689.13    | 0.03%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     263242 | PA      | $246345.15     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2015-CR23, Class XA                                                                        | CUSIP: 12593ABB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29594967 | PA      | $454634.92     | 0.01%             | 2048-05-10      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Brignole Co. SRL                                                             | Brignole Co. SRL, Series 2021, Class D                                                                                       | CUSIP: N/A<br>LEI: 8156006B7CA110881F08       | Long             | ABS-O            | CORP              | IT        |     100000 | PA      | $103982.12     | 0.00%             | 2036-07-24      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                              | Alpek SAB de CV                                                                                                              | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $166162.50     | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                   | US Bancorp                                                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5857000 | PA      | $5720004.48    | 0.09%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                            | Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A                                                                   | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18920000 | PA      | $18195273.18   | 0.29%             | 2030-02-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140QQRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181882 | PA      | $180925.88     | 0.00%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     391000 | PA      | $340959.82     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA                                                                                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $669724.26     | 0.01%             | 2027-03-11      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class C                                                          | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |     108000 | PA      | $122562.35     | 0.00%             | 2063-07-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class A                                               | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1604209 | PA      | $1554753.66    | 0.03%             | 2029-09-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2019-RP10, Class A1                                                                                       | CUSIP: 12597FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820217 | PA      | $2780811.50    | 0.05%             | 2059-12-26      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                                      | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1                                                                           | CUSIP: 82671XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    7250000 | PA      | $7053782.38    | 0.11%             | 2034-07-18      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                      | Civitas Resources, Inc.                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     122000 | PA      | $111539.20     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                                                                             | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     594000 | PA      | $587057.63     | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62935.89      | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                                               | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     176000 | PA      | $166320.00     | 0.00%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                      | Acuris Finance US, Inc.                                                                                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     237000 | PA      | $189007.50     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | 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        |    3870000 | PA      | $3788749.35    | 0.06%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19758 | PA      | $18802.17      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                                                               | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     387000 | PA      | $357673.14     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                     | ACEA SpA                                                                                                                     | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | NUSS              | IT        |    1885000 | PA      | $1812313.75    | 0.03%             | 2025-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     202000 | PA      | $159115.40     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| eG Global Finance plc                                                        | eG Global Finance plc                                                                                                        | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $186324.65     | 0.00%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A4                                                                    | CUSIP: 12634NAT5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    2458000 | PA      | $2332421.76    | 0.04%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                        | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     610000 | PA      | $578008.62     | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                               | New Gold, Inc.                                                                                                               | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     179000 | PA      | $157082.19     | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     206000 | PA      | $184276.37     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                             | Pernod Ricard SA                                                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |    3600000 | PA      | $3759846.01    | 0.06%             | 2023-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                      | Molina Healthcare, Inc.                                                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     345000 | PA      | $314843.55     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                   | United Natural Foods, Inc.                                                                                                   | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36511.35      | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RR LLC                                                                       | RR LLC, Series 2017-1A, Class A1AB                                                                                           | CUSIP: 78108YAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5385376.70    | 0.09%             | 2035-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                    | Bank of Nova Scotia (The)                                                                                                    | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10018451.30   | 0.16%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                    | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3827000 | PA      | $3784432.32    | 0.06%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                         | LoanCore Issuer Ltd., Series 2021-CRE5, Class A                                                                              | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5310000 | PA      | $5102721.46    | 0.08%             | 2036-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                 | Twilio, Inc.                                                                                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     316000 | PA      | $256718.40     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                 | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8420000 | PA      | $7733470.08    | 0.13%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                                                | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12263000 | PA      | $11759568.04   | 0.19%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33 Ltd.                                          | Octagon Investment Partners 33 Ltd., Series 2017-1A, Class A1                                                                | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2370873.36    | 0.04%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     171000 | PA      | $152201.39     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                       | Aramark Services, Inc.                                                                                                       | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     286000 | PA      | $282485.06     | 0.00%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                      | EIG Pearl Holdings SARL                                                                                                      | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     648000 | PA      | $543429.00     | 0.01%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 5105, Class LA                                                                      | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31113688 | PA      | $29185215.38   | 0.47%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                              | First-Citizens Bank & Trust Co.                                                                                              | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    4726000 | PA      | $4684932.05    | 0.08%             | 2024-06-19      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EQQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4715659 | PA      | $4378974.41    | 0.07%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1249523 | PA      | $1223741.72    | 0.02%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                                                   | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     624000 | PA      | $671926.84     | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                                                      | Equate Petrochemical BV                                                                                                      | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     328000 | PA      | $312994.00     | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3128MFXS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3987245 | PA      | $3911235.76    | 0.06%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FCA Bank SpA                                                                 | FCA Bank SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300V1VN70Q7PQ7234       | Long             | DBT              | CORP              | IT        |     810000 | PA      | $841127.13     | 0.01%             | 2023-11-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                                                | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1196473.86    | 0.02%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                                                          | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      88000 | PA      | $85103.04      | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                        | Saudi Arabian Oil Co.                                                                                                        | CUSIP: 80414L2C8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    3245000 | PA      | $3142165.95    | 0.05%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                                               | Carnival Holdings Bermuda Ltd.                                                                                               | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $621099.05     | 0.01%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     346000 | PA      | $290823.38     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2017-1A, Class A1R                                                                                     | CUSIP: 92916MAF8<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |    2126677 | PA      | $2103206.76    | 0.03%             | 2030-04-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                              | Life Time, Inc.                                                                                                              | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     140000 | PA      | $130270.00     | 0.00%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |     435000 | PA      | $484453.39     | 0.01%             | 2055-09-12      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180895.68     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                       | Digital Dutch Finco BV                                                                                                       | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    6335000 | PA      | $6064115.00    | 0.10%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                            | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3                                                                | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1608519 | PA      | $1430210.50    | 0.02%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A                                                               | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4288586 | PA      | $4021835.21    | 0.07%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CMF plc                                                                      | CMF plc, Series 2020-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 6354005IDWW8PQJAHB37       | Long             | ABS-MBS          | CORP              | GB        |     105000 | PA      | $124897.04     | 0.00%             | 2057-01-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                      | Capital One Multi-Asset Execution Trust, Series 2022-A3, Class A                                                             | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   27534000 | PA      | $27744128.47   | 0.45%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                         | American Express Co.                                                                                                         | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10216000 | PA      | $9293527.89    | 0.15%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                     | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     700000 | PA      | $621818.75     | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                                               | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     256000 | PA      | $170593.78     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                           | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                 | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $481931.40     | 0.01%             | 2030-07-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Clear Channel International BV                                               | Clear Channel International BV                                                                                               | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     610000 | PA      | $582064.54     | 0.01%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $179000.00     | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                               | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20515000 | PA      | $20377393.79   | 0.33%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                               | AngloGold Ashanti Holdings plc                                                                                               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     960000 | PA      | $832980.00     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |     667000 | PA      | $51692.50      | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                        | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $164467.64     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Securities 32 plc                                       | Residential Mortgage Securities 32 plc, Series 32X, Class C                                                                  | CUSIP: N/A<br>LEI: 54930041T52UP3IPLN03       | Long             | ABS-MBS          | CORP              | GB        |    1025000 | PA      | $1217249.05    | 0.02%             | 2070-06-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Logan CLO I Ltd.                                                             | Logan CLO I Ltd., Series 2021-1A, Class A                                                                                    | CUSIP: 540543AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1755000 | PA      | $1715977.75    | 0.03%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                   | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6918000 | PA      | $6540633.13    | 0.11%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     684000 | PA      | $644560.56     | 0.01%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     392000 | PA      | $362490.24     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1724820.57    | 0.03%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     426000 | PA      | $379761.96     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                     | Spirit AeroSystems, Inc.                                                                                                     | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33597.44      | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1126000 | PA      | $833803.00     | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** BlackRock Funds V

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer