# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048817
**Filing Date:** 2023-3
**Character Count:** 331367
**Document Hash:** c1d10df122bf24c2b04163f9d4182a60
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048817.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048817

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690480

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### 1290 VT DoubleLine Opportunistic Bond Portfolio (Series ID: S000048890)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000153795 | Class IB     |  |
| C000153796 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

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

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

- **a. Name of Series:** 1290 VT DoubleLine Opportunistic Bond Portfolio

- **b. EDGAR series identifier (if any):** S000048890

- **c. LEI of Series:** 549300IMDNYGRWBIDG58

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $522554014.30

**Total Liabilities:** $4738986.44

**Net Assets:** $517815027.86

**Cash Not Reported:** $4460541.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 42.87000000 | **1-Year:** 3540.85000000 | **5-Year:** 21480.06000000 | **10-Year:** 48502.01000000 | **30-Year:** 85569.73000000

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

- **3-Month:** 53.65000000 | **1-Year:** 482.27000000 | **5-Year:** 7332.89000000 | **10-Year:** 21952.53000000 | **30-Year:** 5552.95000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153796 | -2.09%               | 3.32%                | 0.10%                |
| Class ID C000153795 | -2.09%               | 3.33%                | -0.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3777564.04             | $-8331000.44                               |
| Month 2  | $-996918.99              | $16181540.86                               |
| Month 3  | $-461816.42              | $-1121780.29                               |

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4310000 | PA      | $3595114.95   | 0.69%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                 | Weir Group plc (The)                                                            | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $347730.36    | 0.07%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group Holdings Ltd.                                                     | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     41024 | PA      | $3692.16      | 0.00%             | 2023-01-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                               | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $212991.10    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                  | Owens & Minor, Inc.                                                             | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192813.75    | 0.04%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204518.75    | 0.04%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                  | Viking Cruises Ltd.                                                             | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    310000 | PA      | $254200.00    | 0.05%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $148153.98    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP                                      | CVR Partners LP                                                                 | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $134648.18    | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | FNMA                                                                            | CUSIP: 3140J2J64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $2259076.62   | 0.44%             | 2050-12-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                        | Entergy Corp.                                                                   | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168708.24    | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111059.30    | 0.02%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC                                                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $190300.00    | 0.04%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                  | Nexstar Media, Inc.                                                             | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77829.19     | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Dryden 40 Senior Loan Fund                           | Dryden 40 Senior Loan Fund, Series 2015-40A, Class DR                           | CUSIP: 26244GAL9<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $448749.00    | 0.09%             | 2031-08-15      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust, Series 2015-GS1, Class B                          | CUSIP: 36252AAH9<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    582000 | PA      | $470746.74    | 0.09%             | 2048-11-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust, Series 2021-L7, Class XD                        | CUSIP: 61772TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11180000 | PA      | $704615.03    | 0.14%             | 2054-10-15      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $345206.77    | 0.07%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                    | Kronos Acquisition Holdings, Inc.                                               | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $53300.00     | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                          | Raytheon Technologies Corp.                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    480000 | PA      | $329820.38    | 0.06%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                              | Mosaic Solar Loan Trust, Series 2018-1A, Class A                                | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179067 | PA      | $163233.58    | 0.03%             | 2043-06-22      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc.                                                      | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277208.98    | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $460118.75    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AASET US Ltd.                                        | AASET US Ltd., Series 2018-1A, Class A                                          | CUSIP: 000367AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512172 | PA      | $310332.90    | 0.06%             | 2038-01-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                    | MC Brazil Downstream Trading SARL                                               | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $492375.00    | 0.10%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                         | Performance Food Group, Inc.                                                    | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125287.25    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 37 Ltd.           | Neuberger Berman Loan Advisers CLO 37 Ltd., Series 2020-37A, Class DR           | CUSIP: 64133GAX8<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945064.00    | 0.18%             | 2031-07-20      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| QatarEnergy Trading LLC                              | QatarEnergy Trading LLC                                                         | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |    600000 | PA      | $495112.50    | 0.10%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma plc                                   | Royalty Pharma plc                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $345000.15    | 0.07%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Angamos SA                         | Empresa Electrica Angamos SA                                                    | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | CL        |    226000 | PA      | $200617.38    | 0.04%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd.                                  | Magnetite XXXI Ltd., Series 2021-31A, Class E                                   | CUSIP: 55952GAA4<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $449018.00    | 0.09%             | 2034-07-15      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                            | Bank of Nova Scotia (The)                                                       | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $579908.69    | 0.11%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $565600.00    | 0.11%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    590000 | PA      | $507735.95    | 0.10%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp.                                 | Carrier Global Corp.                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    695000 | PA      | $526995.77    | 0.10%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                  | Post Holdings, Inc.                                                             | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153391.00    | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust              | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class XA               | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    521211 | PA      | $22719.37     | 0.00%             | 2048-10-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                              | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    694000 | PA      | $646234.89    | 0.12%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    320000 | PA      | $234260.48    | 0.05%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                              | Equate Petrochemical BV                                                         | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173600.00    | 0.03%             | 2028-04-28      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, Series 2021-48, Class NS                                                  | CUSIP: 3136BGHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2245742 | PA      | $59562.91     | 0.01%             | 2051-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                               | VTR Comunicaciones SpA                                                          | CUSIP: N/A<br>LEI: 213800XDZJKMC1AEUV94       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $123162.50    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                            | EQM Midstream Partners LP                                                       | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    285000 | PA      | $233728.50    | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TD PRIME SVCS                                        | Other Repurchase Agreement                                                      | CUSIP: N/A<br>LEI: 549300ZBQI1JB1844X09       | Long             | RA               | CORP              | US        |    500000 | PA      | $500000.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Ltd.                                          | Nassau Ltd., Series 2018-IA, Class A                                            | CUSIP: 63170MAA1<br>LEI: 5493003RNMF4L18JF715 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486652.00    | 0.09%             | 2031-07-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                              | Anheuser-Busch Cos. LLC                                                         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $351855.35    | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                     | Barings CLO Ltd., Series 2019-1A, Class DR                                      | CUSIP: 06759JAW8<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463157.50    | 0.09%             | 2036-04-15      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Vivint Solar Financing V LLC                         | Vivint Solar Financing V LLC, Series 2018-1A, Class A                           | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915144 | PA      | $811761.21    | 0.16%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                               | PSA Treasury Pte. Ltd.                                                          | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |    300000 | PA      | $251223.00    | 0.05%             | 2029-09-05      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                 | GNMA, Series 2021-117, Class ID                                                 | CUSIP: 38382WFQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1696196 | PA      | $187434.08    | 0.04%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                  | NatWest Markets plc                                                             | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $441005.34    | 0.09%             | 2024-08-12      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| KT Corp.                                             | KT Corp.                                                                        | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $543678.00    | 0.10%             | 2026-07-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2021-B23, Class XA                             | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4859963 | PA      | $319069.66    | 0.06%             | 2054-02-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                           | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105300.00    | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Amortizing Residential Collateral Trust              | Amortizing Residential Collateral Trust, Series 2002-BC10, Class M1             | CUSIP: 86359AHE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1983142 | PA      | $1844732.38   | 0.36%             | 2033-01-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                        | Navient Corp.                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74410.11     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                     | Simpar Europe SA                                                                | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $149310.00    | 0.03%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Edison Co.                              | Metropolitan Edison Co.                                                         | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $478124.10    | 0.09%             | 2025-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Sol II Issuer LLC                            | Sunnova Sol II Issuer LLC, Series 2020-2A, Class A                              | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711831 | PA      | $565597.27    | 0.11%             | 2055-11-01      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series II                                         | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    480000 | PA      | $366417.07    | 0.07%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic Government Bond                   | Dominican Republic Government Bond                                              | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   1300000 | PA      | $1074775.00   | 0.21%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                 | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178912.40    | 0.03%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $354488.73    | 0.07%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                    | Empresas Publicas de Medellin ESP                                               | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $306825.00    | 0.06%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust               | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M1                 | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532840 | PA      | $471553.68    | 0.09%             | 2049-03-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp.                           | Korea Electric Power Corp.                                                      | CUSIP: 500631AU0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $271181.25    | 0.05%             | 2025-06-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                              | GCI LLC                                                                         | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126000.00    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                  | Iron Mountain, Inc.                                                             | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82145.00     | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266370.69    | 0.05%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                             | Temasek Financial I Ltd.                                                        | CUSIP: 87973RAU4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $191427.50    | 0.04%             | 2030-10-06      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust, Series 2019-OC11, Class D                                             | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517000 | PA      | $414078.23    | 0.08%             | 2041-12-09      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.              | Massachusetts Mutual Life Insurance Co.                                         | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $228222.55    | 0.04%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591794 | PA      | $534003.46    | 0.10%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust               | Merrill Lynch Mortgage Investors Trust, Series 2006-HE4, Class A2C              | CUSIP: 59023EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5305359 | PA      | $1172793.61   | 0.23%             | 2037-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140XEC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3534376 | PA      | $3266736.29   | 0.63%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dryden 57 CLO Ltd.                                   | Dryden 57 CLO Ltd., Series 2018-57A, Class D                                    | CUSIP: 26243KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $441761.50    | 0.09%             | 2031-05-15      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIII Ltd.                                 | Magnetite XXIII Ltd., Series 2019-23A, Class DR                                 | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $468114.50    | 0.09%             | 2035-01-25      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers LLC                             | Vantage Data Centers LLC, Series 2020-2A, Class A2                              | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $203567.83    | 0.04%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                      | Lions Gate Capital Holdings LLC                                                 | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    170000 | PA      | $97996.50     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                        | Voya CLO Ltd., Series 2014-4A, Class DR                                         | CUSIP: 92914VAG8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $683534.00    | 0.13%             | 2031-07-14      | Floating      | 9.96%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                  | Seasoned Credit Risk Transfer Trust, Series 2018-2, Class HV                    | CUSIP: 35563PFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2131988 | PA      | $1902658.61   | 0.37%             | 2057-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                           | Blackbird Capital Aircraft, Series 2021-1A, Class B                             | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1877164 | PA      | $1415232.73   | 0.27%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                              | Canyon Capital CLO Ltd., Series 2017-1A, Class DR                               | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $446872.00    | 0.09%             | 2030-07-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Republic of Chile                                    | Republic of Chile                                                               | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $163537.50    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $450324.93    | 0.09%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC, Series 4076, Class QD                                                    | CUSIP: 3137ASFL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186403 | PA      | $178140.02    | 0.03%             | 2041-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                       | Parkland Corp.                                                                  | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $162337.50    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5607881 | PA      | $4797862.68   | 0.93%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 1375209 BC Ltd.                                      | 1375209 BC Ltd.                                                                 | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15540.00     | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Transelec SA                                         | Transelec SA                                                                    | CUSIP: N/A<br>LEI: 549300DPF7MAL5F6CR86       | Long             | DBT              | CORP              | CL        |    500000 | PA      | $451343.75    | 0.09%             | 2029-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                         | Bain Capital Credit CLO Ltd., Series 2020-5A, Class D                           | CUSIP: 05683FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $922513.00    | 0.18%             | 2032-01-20      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 3 Ltd.             | Goldentree Loan Management US CLO 3 Ltd., Series 2018-3A, Class D               | CUSIP: 38138BAN0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1409343.00   | 0.27%             | 2030-04-20      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                           | RALI Trust, Series 2006-QS17, Class A7                                          | CUSIP: 74922SAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515730 | PA      | $1193193.98   | 0.23%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                   | Braskem Idesa SAPI                                                              | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $285000.00    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2020-555, Class G                   | CUSIP: 17328EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364000 | PA      | $235673.87    | 0.05%             | 2041-12-10      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                                      | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187190.37    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                         | Exelon Corp.                                                                    | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84369.19     | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Upland CLO Ltd.                                      | Upland CLO Ltd., Series 2016-1A, Class CR                                       | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $898552.00    | 0.17%             | 2031-04-20      | Floating      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                      | Stack Infrastructure Issuer LLC, Series 2019-2A, Class A2                       | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $485567.50    | 0.09%             | 2044-10-25      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                       | Korea East-West Power Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300VDRGYGX9NBTB52       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $550237.50    | 0.11%             | 2025-05-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                              | Other Repurchase Agreement                                                      | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | RA               | CORP              | CA        |   1300000 | PA      | $1300000.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC              | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286692.32    | 0.06%             | 2023-11-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| McGraw-Hill Education, Inc.                          | McGraw-Hill Education, Inc.                                                     | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104787.50    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust          | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASP5, Class A2D        | CUSIP: 004422AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2309267 | PA      | $796634.00    | 0.15%             | 2036-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-LOOP, Class E | CUSIP: 46651WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $226683.91    | 0.04%             | 2038-12-05      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                | OneMain Finance Corp.                                                           | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119512.90    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| News Corp.                                           | News Corp.                                                                      | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81873.00     | 0.02%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6, Class B                | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $664496.18    | 0.13%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                             | Marvell Technology, Inc.                                                        | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $581752.08    | 0.11%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                     | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $119239.40    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                         | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    705000 | PA      | $662452.55    | 0.13%             | 2025-02-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: —       |
| Bausch Health Cos., Inc.                             | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $22735.71     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| LCM XXI LP                                           | LCM XXI LP, Series 21A, Class DR                                                | CUSIP: 50189CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476849.50    | 0.09%             | 2028-04-20      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                            | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    630000 | PA      | $617282.63    | 0.12%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                         | NetApp, Inc.                                                                    | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322617.75    | 0.06%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class AS            | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $731128.08    | 0.14%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                                 | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    705000 | PA      | $705930.46    | 0.14%             | 2024-05-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2006-21, Class A2                       | CUSIP: 12543PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738909 | PA      | $873398.47    | 0.17%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                           | CSMC Mortgage-Backed Trust, Series 2006-5, Class 3A1                            | CUSIP: 12637VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5222019 | PA      | $1164419.94   | 0.22%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden 41 Senior Loan Fund                           | Dryden 41 Senior Loan Fund, Series 2015-41A, Class DR                           | CUSIP: 26244KAU0<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $440716.50    | 0.09%             | 2031-04-15      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| VTR Finance NV                                       | VTR Finance NV                                                                  | CUSIP: N/A<br>LEI: 213800F4XI4RJB82XM19       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $73350.00     | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                            | Sunoco LP                                                                       | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88698.60     | 0.02%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                              | Canyon Capital CLO Ltd., Series 2021-1A, Class D                                | CUSIP: 13877EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $458070.00    | 0.09%             | 2034-04-15      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank           | Banco Internacional del Peru SAA Interbank                                      | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | PE        |    550000 | PA      | $495103.13    | 0.10%             | 2030-07-08      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                           | UMBS                                                                            | CUSIP: 3132DMYL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4009480 | PA      | $3315978.75   | 0.64%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rutas 2 and 7 Finance Ltd.                           | Rutas 2 and 7 Finance Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    186667 | PA      | $118825.00    | 0.02%             | 2036-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173895.15    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                         | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $464656.30    | 0.09%             | 2027-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                           | Israel Electric Corp. Ltd.                                                      | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $296034.00    | 0.06%             | 2024-11-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $251324.30    | 0.05%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Ltd.                               | Vedanta Resources Ltd.                                                          | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $252575.00    | 0.05%             | 2024-08-09      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CCL Industries, Inc.                                 | CCL Industries, Inc.                                                            | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $260112.89    | 0.05%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29690000 | PA      | $27456611.32  | 5.30%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                    | Dollar Tree, Inc.                                                               | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44319.16     | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                  | CitiMortgage Alternative Loan Trust, Series 2007-A2, Class 1A4                  | CUSIP: 12566UAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159927 | PA      | $1001165.22   | 0.19%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                            | Commercial Mortgage Trust, Series 2015-DC1, Class C                             | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82405.55     | 0.02%             | 2048-02-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Primrose Funding LLC                                 | Primrose Funding LLC, Series 2019-1A, Class A2                                  | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $883616.65    | 0.17%             | 2049-07-30      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50829.89     | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140XCTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1850985 | PA      | $1670231.04   | 0.32%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2233094 | PA      | $2100488.71   | 0.41%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                           | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251899.63    | 0.05%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258854.17    | 0.05%             | 2026-02-24      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3645000 | PA      | $3729496.20   | 0.72%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| FMC GMSR Issuer Trust                                | FMC GMSR Issuer Trust, Series 2020-GT1, Class A                                 | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1769277.40   | 0.34%             | 2026-01-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                | Alexandria Real Estate Equities, Inc.                                           | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191873.31    | 0.04%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust           | BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class C            | CUSIP: 05523GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516000 | PA      | $403588.11    | 0.08%             | 2034-08-14      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                    | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1294524 | PA      | $1098727.25   | 0.21%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                 | BBCMS Mortgage Trust, Series 2020-C6, Class F5TC                                | CUSIP: 05492TBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644000 | PA      | $422926.20    | 0.08%             | 2053-02-15      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                    | Dollar Tree, Inc.                                                               | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    615000 | PA      | $600882.43    | 0.12%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                       | THL Credit Wind River CLO Ltd., Series 2014-2A, Class DR                        | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $431177.50    | 0.08%             | 2031-01-15      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                         | Exelon Corp.                                                                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696903.08    | 0.13%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                    | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135191.87    | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                           | CSMC Trust, Series 2021-B33, Class C                                            | CUSIP: 12658WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $174228.23    | 0.03%             | 2043-10-10      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118245.59    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                   | Dominican Republic Government Bond                                              | CUSIP: 25714PEN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $179850.00    | 0.03%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                                                 | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $357248.74    | 0.07%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Korea Development Bank (The)                         | Korea Development Bank (The)                                                    | CUSIP: 500630DL9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $698480.00    | 0.13%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC, Series 4050, Class ND                                                    | CUSIP: 3137AQLG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162883 | PA      | $157602.92    | 0.03%             | 2041-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASH Multifamily Acquisition, Inc.                   | WASH Multifamily Acquisition, Inc.                                              | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183787.50    | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    855000 | PA      | $620059.42    | 0.12%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd.                                      | Babson CLO Ltd., Series 2015-IA, Class DR                                       | CUSIP: 056162AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $434088.50    | 0.08%             | 2031-01-20      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77503.50     | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                   | Indofood CBP Sukses Makmur Tbk. PT                                              | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $164772.00    | 0.03%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                               | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93575.23     | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                            | NFP Corp.                                                                       | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    290000 | PA      | $246163.60    | 0.05%             | 2028-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CF Industries, Inc.                                  | CF Industries, Inc.                                                             | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    375000 | PA      | $340546.76    | 0.07%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                  | Mattamy Group Corp.                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $146250.00    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class XA                   | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663368 | PA      | $31939.26     | 0.01%             | 2049-07-10      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings, Inc.                           | ASP Unifrax Holdings, Inc.                                                      | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    245000 | PA      | $197384.25    | 0.04%             | 2028-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                                  | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $522565.61    | 0.10%             | 2048-01-10      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                              | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323825.00    | 0.06%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class D            | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $289147.67    | 0.06%             | 2048-02-15      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2015-P2, Class XA                 | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640569 | PA      | $13910.78     | 0.00%             | 2048-12-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1904999 | PA      | $1881840.28   | 0.36%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                            | Commercial Mortgage Trust, Series 2015-CR26, Class XA                           | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1063068 | PA      | $20368.70     | 0.00%             | 2048-10-10      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                     | Vedanta Resources Finance II plc                                                | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $127037.50    | 0.02%             | 2026-04-23      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                 | Textainer Marine Containers VII Ltd., Series 2020-2A, Class A                   | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    391778 | PA      | $340549.76    | 0.07%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class C                 | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $92869.60     | 0.02%             | 2048-11-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                    | BOC Aviation Ltd.                                                               | CUSIP: 09681LAH3<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    570000 | PA      | $569304.60    | 0.11%             | 2023-09-26      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                    | CIFC Funding Ltd., Series 2015-4A, Class CR2                                    | CUSIP: 12550TBG9<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $912458.00    | 0.18%             | 2034-04-20      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                 | BANK, Series 2022-BNK39, Class AS                                               | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698000 | PA      | $574288.50    | 0.11%             | 2055-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                         | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    150000 | PA      | $114375.00    | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                            | Sunoco LP                                                                       | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56855.50     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                        | PepsiCo, Inc.                                                                   | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210930.65    | 0.04%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95500000 | PA      | $52000514.00  | 10.04%            | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    605000 | PA      | $642466.80    | 0.12%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                 | Macquarie Group Ltd.                                                            | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    955000 | PA      | $733393.68    | 0.14%             | 2033-01-14      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                         | Verizon Communications, Inc.                                                    | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88247.14     | 0.02%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Cathedral Lake VIII Ltd.                             | Cathedral Lake VIII Ltd., Series 2021-8A, Class D1                              | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $877548.00    | 0.17%             | 2035-01-20      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6, Class XA               | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    712884 | PA      | $30028.89     | 0.01%             | 2049-11-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Loan Trust                            | RBSGC Mortgage Loan Trust, Series 2005-A, Class 3A                              | CUSIP: 74927UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450107 | PA      | $629560.86    | 0.12%             | 2035-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                           | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105985.31    | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                                  | Generate CLO 2 Ltd., Series 2A, Class CR                                        | CUSIP: 98625TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470432.50    | 0.09%             | 2031-01-22      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Atrium IX                                            | Atrium IX, Series 9A, Class DR                                                  | CUSIP: 04964KAU5<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $459743.50    | 0.09%             | 2030-05-28      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                | Asset-Backed Certificates Trust, Series 2006-IM1, Class A2                      | CUSIP: 126670SP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836118 | PA      | $695362.57    | 0.13%             | 2036-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, Series 2022-17, Class ZG                                                  | CUSIP: 3136BMPJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3050366 | PA      | $1759645.17   | 0.34%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                 | GNMA, Series 2020-188                                                           | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2779030 | PA      | $295098.83    | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAP SA                                               | CAP SA                                                                          | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | CL        |    650000 | PA      | $507731.25    | 0.10%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                    | Kronos Acquisition Holdings, Inc.                                               | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $55900.00     | 0.01%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1040000 | PA      | $979680.00    | 0.19%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140J8RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032878 | PA      | $930723.40    | 0.18%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                           | TransCanada PipeLines Ltd.                                                      | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $474908.65    | 0.09%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                      | Halliburton Co.                                                                 | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124680.47    | 0.02%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Hunt Oil Co. of Peru LLC Sucursal Del Peru           | Hunt Oil Co. of Peru LLC Sucursal Del Peru                                      | CUSIP: N/A<br>LEI: 549300SVO0550J3IKN50       | Long             | DBT              | CORP              | PE        |    524400 | PA      | $496967.33    | 0.10%             | 2028-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Scientific Games Holdings LP                         | Scientific Games Holdings LP                                                    | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $236516.00    | 0.05%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                   | Community Health Systems, Inc.                                                  | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     90000 | PA      | $46471.50     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326911.56    | 0.06%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                     | Berkshire Hathaway Finance Corp.                                                | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    145000 | PA      | $118340.31    | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                            | Commercial Mortgage Trust, Series 2013-CR10, Class XA                           | CUSIP: 12626BAF1<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |   1201678 | PA      | $3040.00      | 0.00%             | 2046-08-10      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $504118.32    | 0.10%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $335082.23    | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                      | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class XA                      | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   1901499 | PA      | $22362.96     | 0.00%             | 2047-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                     | Barings CLO Ltd., Series 2015-2A, Class DR                                      | CUSIP: 06759FAG1<br>LEI: 549300Y5E22C3P2S6J52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $443550.00    | 0.09%             | 2030-10-20      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $264980.78    | 0.05%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II Sarl                     | SK Invictus Intermediate II Sarl                                                | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    260000 | PA      | $213132.40    | 0.04%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $356530.47    | 0.07%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust, Series 2017-C6, Class B                          | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $293227.37    | 0.06%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                           | Prudential Financial, Inc.                                                      | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $303900.93    | 0.06%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                         | Antero Midstream Partners LP                                                    | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $60296.96     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                          | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $101312.40    | 0.02%             | 2027-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    470000 | PA      | $385863.94    | 0.07%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CHCP Ltd.                                            | CHCP Ltd., Series 2021-FL1, Class C                                             | CUSIP: 12546JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $508940.63    | 0.10%             | 2038-02-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Fenix Power Peru SA                                  | Fenix Power Peru SA                                                             | CUSIP: N/A<br>LEI: 549300VBTI7WLU4G4642       | Long             | DBT              | CORP              | PE        |    448235 | PA      | $411956.25    | 0.08%             | 2027-09-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, Series 2013-18, Class CD                                                  | CUSIP: 3136ACYG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189553 | PA      | $181809.77    | 0.04%             | 2027-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1970000 | PA      | $1980096.64   | 0.38%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Interoceanica IV Finance Ltd.                        | Interoceanica IV Finance Ltd.                                                   | CUSIP: N/A<br>LEI: 5493001ZIZ6W7IU0RP65       | Long             | DBT              | CORP              | KY        |    100428 | PA      | $85897.57     | 0.02%             | 2025-11-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                 | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2355580.00   | 0.45%             | 2042-01-25      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Victoria's Secret & Co.                              | Victoria's Secret & Co.                                                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    170000 | PA      | $133042.00    | 0.03%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Stack Infrastructure Issuer LLC                      | Stack Infrastructure Issuer LLC, Series 2020-1A, Class A2                       | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $448537.00    | 0.09%             | 2045-08-25      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| UEP Penonome II SA                                   | UEP Penonome II SA                                                              | CUSIP: N/A<br>LEI: 549300DS6G5XB230S845       | Long             | DBT              | CORP              | PA        |    646295 | PA      | $480075.92    | 0.09%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                                 | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135590.84    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                              | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                               | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283163 | PA      | $256619.77    | 0.05%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    950000 | PA      | $730193.75    | 0.14%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $552312.38    | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Expedia Group, Inc.                                  | Expedia Group, Inc.                                                             | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68749.50     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                            | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $308488.95    | 0.06%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2005-69, Class A1                                | CUSIP: 12668AN27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1121963 | PA      | $972493.00    | 0.19%             | 2035-12-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                     | McDonald's Corp.                                                                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    390000 | PA      | $341159.83    | 0.07%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84981.76     | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                         | Ameren Corp.                                                                    | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525803.80    | 0.10%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                        | Federative Republic of Brazil                                                   | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $395406.25    | 0.08%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                                   | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215677.42    | 0.04%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL Commercial Mortgage Trust, Series 2018-C14, Class C                       | CUSIP: 12596GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $536119.36    | 0.10%             | 2051-11-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156472.55    | 0.03%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                        | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    380000 | PA      | $296665.16    | 0.06%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                                    | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    645000 | PA      | $507706.33    | 0.10%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust               | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M3                 | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198740 | PA      | $173496.09    | 0.03%             | 2049-03-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                           | Primo Water Holdings, Inc.                                                      | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134462.50    | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ares XXVIIIR CLO Ltd.                                | Ares XXVIIIR CLO Ltd., Series 2018-28RA, Class C                                | CUSIP: 04017QAG0<br>LEI: 635400KWVNFDFINX3H10 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $469599.00    | 0.09%             | 2030-10-17      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                        | Duquesne Light Holdings, Inc.                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    345000 | PA      | $308331.33    | 0.06%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177965.99    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                  | Minejesa Capital BV                                                             | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $694293.75    | 0.13%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                | Indonesia Asahan Aluminium Persero PT                                           | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $165912.50    | 0.03%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SWF Escrow Issuer Corp.                              | SWF Escrow Issuer Corp.                                                         | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $55047.75     | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    570000 | PA      | $508458.92    | 0.10%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                    | Republic of Chile                                                               | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $288075.00    | 0.06%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust, Series 2016-UB11, Class XA                      | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756745 | PA      | $31354.81     | 0.01%             | 2049-08-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                     | SLG Office Trust, Series 2021-OVA, Class F                                      | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $394510.70    | 0.08%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd.                       | Weatherford International Ltd.                                                  | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    155000 | PA      | $151946.50    | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                            | Sound Point CLO XXVI Ltd., Series 2020-1A, Class DR                             | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $433683.50    | 0.08%             | 2034-07-20      | Floating      | 7.59%                 | Yes           |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                             | Mercury Chile Holdco LLC                                                        | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $764000.00    | 0.15%             | 2027-01-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Ltd.                      | Thunderbolt Aircraft Lease Ltd., Series 2017-A, Class A                         | CUSIP: 88606WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    501772 | PA      | $426863.77    | 0.08%             | 2032-05-17      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                          | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    155000 | PA      | $125918.90    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                 | CLI Funding VIII LLC, Series 2021-1A, Class A                                   | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    812881 | PA      | $691586.40    | 0.13%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                          | Telefonica Moviles Chile SA                                                     | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $245212.50    | 0.05%             | 2031-11-18      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $112842.80    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AES Andres BV                                        | AES Andres BV                                                                   | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $346500.00    | 0.07%             | 2028-05-04      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                                    | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $599493.96    | 0.12%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                           | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    305000 | PA      | $289550.13    | 0.06%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                     | CCO Holdings LLC                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $121468.50    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| RALI Trust                                           | RALI Trust, Series 2007-QS8, Class A10                                          | CUSIP: 74922UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982823 | PA      | $749456.96    | 0.14%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                          | Republic of Philippines                                                         | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $397555.00    | 0.08%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, Series 2017-46, Class ZL                                                  | CUSIP: 3136AWJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3403321 | PA      | $2735432.02   | 0.53%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc.                                                         | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104868.75    | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust, Series 2021-VIEW, Class D                                             | CUSIP: 05606GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601000 | PA      | $563872.26    | 0.11%             | 2036-06-15      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                      | DataBank Issuer, Series 2021-1A, Class B                                        | CUSIP: 23802WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1310594.25   | 0.25%             | 2051-02-27      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| CI Financial Corp.                                   | CI Financial Corp.                                                              | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $169862.59    | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                         | Brooklyn Union Gas Co. (The)                                                    | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    760000 | PA      | $586624.47    | 0.11%             | 2049-03-04      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: —       |
| BBCMS Mortgage Trust                                 | BBCMS Mortgage Trust, Series 2018-TALL, Class F                                 | CUSIP: 05548WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $333289.88    | 0.06%             | 2037-03-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc., Series C                                                 | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265342.26    | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                            | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $435300.00    | 0.08%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                             | Ajax Mortgage Loan Trust, Series 2020-D, Class A                                | CUSIP: 00970CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611075 | PA      | $569557.05    | 0.11%             | 2060-06-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                            | Commercial Mortgage Trust, Series 2016-DC2, Class XA                            | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735489 | PA      | $16892.57     | 0.00%             | 2049-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                      | Virginia Electric and Power Co., Series B                                       | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109467.56    | 0.02%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC                                                                           | CUSIP: 3128MJSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260496 | PA      | $227242.50    | 0.04%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                     | CCO Holdings LLC                                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $107343.50    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235867.37    | 0.05%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                       | Western Midstream Operating LP                                                  | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122850.00    | 0.02%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class B                 | CUSIP: 95000FAY2<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $449238.78    | 0.09%             | 2048-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Octagon 53 Ltd.                                      | Octagon 53 Ltd., Series 2021-1A, Class E                                        | CUSIP: 67592UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $886382.00    | 0.17%             | 2034-04-15      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                        | Virginia Electric and Power Co., Series A                                       | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284693.94    | 0.05%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCo., Inc.                                         | WRKCo., Inc.                                                                    | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $604239.25    | 0.12%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                    | Republic of Chile                                                               | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000 | PA      | $645356.25    | 0.12%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK                                                 | BANK, Series 2021-BN35, Class A5                                                | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $278566.32    | 0.05%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                          | ONEOK, Inc.                                                                     | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $168982.18    | 0.03%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 34 Ltd.                  | Octagon Investment Partners 34 Ltd., Series 2017-1A, Class D                    | CUSIP: 675922AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $442373.00    | 0.09%             | 2030-01-20      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust, Series 2020-4, Class M1                             | CUSIP: 92538LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $927382.32    | 0.18%             | 2065-05-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                 | GNMA                                                                            | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2971756 | PA      | $2566316.63   | 0.50%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                    | Realogy Group LLC                                                               | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $105430.95    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Mosaic Solar Loan Trust                              | Mosaic Solar Loan Trust, Series 2019-2A, Class B                                | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258031 | PA      | $220590.85    | 0.04%             | 2040-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust               | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M2                 | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227454 | PA      | $206162.85    | 0.04%             | 2049-03-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                           | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350481.24    | 0.07%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust       | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-19XS, Class 1A2A    | CUSIP: 863579YS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030583 | PA      | $924322.80    | 0.18%             | 2035-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                  | Treasury Repurchase Agreement                                                   | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class E                  | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $251834.87    | 0.05%             | 2042-11-10      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                             | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $2975.00      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                   | AmWINS Group, Inc.                                                              | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192375.00    | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust            | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class C            | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886000 | PA      | $763574.91    | 0.15%             | 2048-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                         | Nasdaq, Inc.                                                                    | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53801.76     | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt Ltd.      | Adani International Container Terminal Pvt Ltd.                                 | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    562500 | PA      | $442019.53    | 0.09%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                     | SLG Office Trust, Series 2021-OVA, Class E                                      | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $423390.96    | 0.08%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                              | Chesapeake Energy Corp.                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208175.00    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741276.98    | 0.14%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class C                 | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $328268.29    | 0.06%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                              | Scripps Escrow II, Inc.                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $218712.15    | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                                            | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $283540.70    | 0.05%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC                                                                           | CUSIP: 3132L8P50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530549 | PA      | $510293.24    | 0.10%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                       | Community Health Systems, Inc.                                                  | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    170000 | PA      | $141793.60    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                   | United Airlines Pass-Through Trust, Series 2016-1, Class B                      | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357350 | PA      | $319422.16    | 0.06%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                        | Citigroup Mortgage Loan Trust, Series 2006-AR7, Class 2A3A                      | CUSIP: 172987AY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207971 | PA      | $194586.14    | 0.04%             | 2036-11-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc.                                                                 | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145312.50    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                             | Lumen Technologies, Inc.                                                        | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56504.50     | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                      | LSTAR Commercial Mortgage Trust, Series 2016-4, Class C                         | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $65425.26     | 0.01%             | 2049-03-10      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding                                | Jersey Mike's Funding, Series 2019-1A, Class A2                                 | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992500 | PA      | $902883.11    | 0.17%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                | Directv Financing LLC                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $116149.80    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XII                                       | Apidos CLO XII, Series 2013-12A, Class DR                                       | CUSIP: 03764DAL5<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $454251.00    | 0.09%             | 2031-04-15      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Fremont Home Loan Trust                              | Fremont Home Loan Trust, Series 2006-D, Class 1A1                               | CUSIP: 35729VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4945897 | PA      | $2868019.43   | 0.55%             | 2036-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| DoubleLine Global Bond Fund                          | DoubleLine Global Bond Fund, Class I                                            | CUSIP: 258620699<br>LEI: N/A                  | Long             |  | RF                | US        |    431290 | NS      | $3558141.12   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    295000 | PA      | $208895.02    | 0.04%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK                                                 | BANK, Series 2017-BNK5, Class B                                                 | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $496356.90    | 0.10%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                         | BX Commercial Mortgage Trust, Series 2021-XL2, Class E                          | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    841457 | PA      | $791017.80    | 0.15%             | 2038-10-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                     | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159503.94    | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group Holdings Ltd.                                                     | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     28456 | PA      | $7270.51      | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                               | LLPL Capital Pte. Ltd.                                                          | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | SG        |    682560 | PA      | $587001.60    | 0.11%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                       | THL Credit Wind River CLO Ltd., Series 2014-2A, Class ER                        | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $362807.00    | 0.07%             | 2031-01-15      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-19CB, Class A15                             | CUSIP: 02147QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176137 | PA      | $107374.99    | 0.02%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC                                                                           | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185017 | PA      | $176796.59    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class B                        | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $786820.95    | 0.15%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $567671.55    | 0.11%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class XA                       | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1295382 | PA      | $16022.97     | 0.00%             | 2050-04-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3482929 | PA      | $3214559.38   | 0.62%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                              | Arrow Electronics, Inc.                                                         | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    335000 | PA      | $304965.61    | 0.06%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $332212.93    | 0.06%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                         | Hess Midstream Operations LP                                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $148702.40    | 0.03%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TSMC Global Ltd.                                     | TSMC Global Ltd.                                                                | CUSIP: 872882AH8<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    415000 | PA      | $367623.60    | 0.07%             | 2026-04-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc.                                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125968.75    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                            | Commercial Mortgage Trust, Series 2020-CX, Class D                              | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $625569.03    | 0.12%             | 2046-11-10      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                  | Post Holdings, Inc.                                                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24084.20     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                     | Clarivate Science Holdings Corp.                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $114797.25    | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472163.10    | 0.09%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250941.19    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                           | UMBS                                                                            | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    892746 | PA      | $806682.61    | 0.16%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA                                                                            | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2157590 | PA      | $1796011.79   | 0.35%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                      | Goodgreen Trust, Series 2020-1A, Class A                                        | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313509 | PA      | $258249.74    | 0.05%             | 2055-04-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| JSW Steel Ltd.                                       | JSW Steel Ltd.                                                                  | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $470925.00    | 0.09%             | 2032-04-05      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp.                                 | Dollar General Corp.                                                            | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172701.24    | 0.03%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                             | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $79002.70     | 0.02%             | 2027-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107100.00    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                 | Castlelake Aircraft Structured Trust, Series 2021-1A, Class B                   | CUSIP: 14856GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450581 | PA      | $1109752.19   | 0.21%             | 2046-01-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                            | BPR Trust, Series 2022-OANA, Class A                                            | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $976142.10    | 0.19%             | 2037-04-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| UPL Corp. Ltd.                                       | UPL Corp. Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |    200000 | PA      | $168725.00    | 0.03%             | 2028-03-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Discover Financial Services                          | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754695.28    | 0.15%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class B                  | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276000 | PA      | $216796.68    | 0.04%             | 2056-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA            | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717402 | PA      | $26064.23     | 0.01%             | 2049-06-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2519805 | PA      | $2143237.92   | 0.41%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                      | Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2                       | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1066329.38   | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care LP                                 | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51870.00     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    850000 | PA      | $509628.13    | 0.10%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                        | Voya CLO Ltd., Series 2017-3A, Class CR                                         | CUSIP: 92915QBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1346503.50   | 0.26%             | 2034-04-20      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust, Series 2019-OC11, Class E                                             | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $346938.30    | 0.07%             | 2041-12-09      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC                                                                           | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202886 | PA      | $183690.12    | 0.04%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                        | Staples, Inc.                                                                   | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197754.00    | 0.04%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co., Series A                                                     | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    910000 | PA      | $631120.22    | 0.12%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                           | CSMC Trust, Series 2021-B33, Class B                                            | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679000 | PA      | $546418.19    | 0.11%             | 2043-10-10      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                      | Air Lease Corp.                                                                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    245000 | PA      | $213483.79    | 0.04%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $255303.95    | 0.05%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| MACH 1 Cayman Ltd.                                   | MACH 1 Cayman Ltd., Series 2019-1, Class A                                      | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1018771 | PA      | $823481.31    | 0.16%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE II Ltd.                    | Sapphire Aviation Finance II Ltd., Series 2020-1A, Class A                      | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    373315 | PA      | $282534.57    | 0.05%             | 2040-03-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                 | BANK, Series 2017-BNK5, Class C                                                 | CUSIP: 06541WBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $515397.90    | 0.10%             | 2060-06-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| LCM 28 Ltd.                                          | LCM 28 Ltd., Series 28A, Class D                                                | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $398520.50    | 0.08%             | 2030-10-20      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $162441.75    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, Series 2022-40, Class AZ                                                  | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6554348 | PA      | $4278287.43   | 0.83%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                             | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108125.00    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC                                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324141 | PA      | $293472.32    | 0.06%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                         | Verizon Communications, Inc.                                                    | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442918.50    | 0.09%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO III                              | MidOcean Credit CLO III, Series 2014-3A, Class BR                               | CUSIP: 59802UAN9<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $946760.00    | 0.18%             | 2031-04-21      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                                | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214284.77    | 0.04%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ModivCare Escrow Issuer, Inc.                        | ModivCare Escrow Issuer, Inc.                                                   | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $67088.00     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares          | JPMorgan Prime Money Market Fund, IM Shares                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  26168120 | NS      | $26181204.54  | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                 | SunCoke Energy, Inc.                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165933.30    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                   | ITC Holdings Corp.                                                              | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561337.14    | 0.11%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Emirates Semb Corp. Water & Power Co. PJSC           | Emirates Semb Corp. Water & Power Co. PJSC                                      | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $467812.50    | 0.09%             | 2035-08-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    390000 | PA      | $260920.69    | 0.05%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                  | Expedia Group, Inc.                                                             | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $110710.39    | 0.02%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Agree LP                                             | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102150.42    | 0.02%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140XCDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3340219 | PA      | $3199280.75   | 0.62%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                               | Northrop Grumman Corp.                                                          | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534192.92    | 0.10%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fermaca Enterprises S de RL de CV                    | Fermaca Enterprises S de RL de CV                                               | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | MX        |    235448 | PA      | $220658.52    | 0.04%             | 2038-03-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                     | Barings CLO Ltd., Series 2020-1A, Class DR                                      | CUSIP: 06762LAQ1<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $924012.00    | 0.18%             | 2036-10-15      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                               | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185436.54    | 0.04%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                  | CNX Resources Corp.                                                             | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160125.00    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                             | PRPM LLC, Series 2021-10, Class A1                                              | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1592804 | PA      | $1474450.83   | 0.28%             | 2026-10-25      | Variable      | 2.49%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Trust                                          | RFMSI Trust, Series 2006-S6, Class A14                                          | CUSIP: 74957VAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138439 | PA      | $112343.77    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                                      | NBC Funding LLC, Series 2021-1, Class A2                                        | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1364688 | PA      | $1154164.94   | 0.22%             | 2051-07-30      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                               | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192516.50    | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                   | GS Mortgage Securities Corp. Trust, Series 2018-RIVR, Class C                   | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272000 | PA      | $221013.76    | 0.04%             | 2035-07-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                             | PRPM LLC, Series 2022-5, Class A1                                               | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4547871 | PA      | $4516486.44   | 0.87%             | 2027-09-27      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    445000 | PA      | $388442.90    | 0.08%             | 2053-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust, Series 2021-VIEW, Class C                                             | CUSIP: 05606GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601000 | PA      | $575839.26    | 0.11%             | 2036-06-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                            | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $137225.00    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                             | Lloyds Banking Group plc                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $653555.60    | 0.13%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                      | Dealer Tire LLC                                                                 | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $100625.00    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                              | Canyon Capital CLO Ltd., Series 2014-1A, Class CR                               | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $430765.50    | 0.08%             | 2031-01-30      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                               | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325380.69    | 0.06%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios II Issuer LLC                         | Sunnova Helios II Issuer LLC, Series 2021-B, Class B                            | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564432 | PA      | $420386.34    | 0.08%             | 2048-07-20      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7659259 | PA      | $6348833.26   | 1.23%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                        | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254884.00    | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co., Series A                                                     | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323056.75    | 0.06%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2020-555, Class F                   | CUSIP: 17328EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364000 | PA      | $254226.12    | 0.05%             | 2041-12-10      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust   | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B    | CUSIP: 61766RBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871000 | PA      | $747207.38    | 0.14%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                   | Berry Global, Inc.                                                              | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212661.43    | 0.04%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class B                 | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $596835.60    | 0.12%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                      | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    160000 | PA      | $130605.46    | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Pampa Energia SA                                     | Pampa Energia SA                                                                | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | AR        |    150000 | PA      | $137371.88    | 0.03%             | 2029-04-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                        | Banc of America Funding Trust, Series 2007-5, Class 3A1                         | CUSIP: 059523AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1823368 | PA      | $1392997.00   | 0.27%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31 Ltd.                  | Octagon Investment Partners 31 Ltd., Series 2017-1A, Class DR                   | CUSIP: 67575XAU5<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $459891.50    | 0.09%             | 2030-07-20      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    295000 | PA      | $196154.88    | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                         | Santander Holdings USA, Inc.                                                    | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154956.10    | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                | Neighborly Issuer LLC, Series 2021-1A, Class A2                                 | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4925000 | PA      | $3890962.27   | 0.75%             | 2051-04-30      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                | Parker-Hannifin Corp.                                                           | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179451.02    | 0.03%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TTAN                                                 | TTAN, Series 2021-MHC, Class F                                                  | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       864 | PA      | $799.21       | 0.00%             | 2038-03-15      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                          | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $89197.40     | 0.02%             | 2025-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                                  | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256551.24    | 0.05%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITE Rail Fund Levered LP                             | ITE Rail Fund Levered LP, Series 2021-3A, Class A                               | CUSIP: 90354PAA5<br>LEI: 25490077I8NB6ADB4I38 | Long             | ABS-O            | CORP              | US        |    466115 | PA      | $394873.26    | 0.08%             | 2051-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Coty, Inc.                                           | Coty, Inc.                                                                      | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141375.00    | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2007-HY1, Class 1A1                     | CUSIP: 12544EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177092 | PA      | $156001.08    | 0.03%             | 2037-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                          | USA Compression Partners LP                                                     | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $108100.00    | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                     | Sable International Finance Ltd.                                                | CUSIP: N/A<br>LEI: 2138009IE9A35LO5JS73       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184750.00    | 0.04%             | 2027-09-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                      | DataBank Issuer, Series 2021-1A, Class A2                                       | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $432359.50    | 0.08%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                    | GreenPoint Mortgage Funding Trust, Series 2007-AR2, Class 1A3                   | CUSIP: 39539LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2587220 | PA      | $2238671.16   | 0.43%             | 2047-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                       | DISH DBS Corp.                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $123418.75    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                 | BANK, Series 2022-BNK39, Class E                                                | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174000 | PA      | $95527.57     | 0.02%             | 2055-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Callon Petroleum Co.                                 | Callon Petroleum Co.                                                            | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178912.50    | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| THL Credit Wind River CLO Ltd.                       | THL Credit Wind River CLO Ltd., Series 2018-1A, Class D                         | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $430415.50    | 0.08%             | 2030-07-15      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $127376.00    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC, Series 4471, Class GA                                                    | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240438 | PA      | $223853.25    | 0.04%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-6CB, Class 2A10                             | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1653004 | PA      | $722567.55    | 0.14%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                   | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $365240.61    | 0.07%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                      | GNL Quintero SA                                                                 | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    411800 | PA      | $397206.84    | 0.08%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                 | BBCMS Mortgage Trust, Series 2021-C12, Class XD                                 | CUSIP: 05552XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9899000 | PA      | $720694.72    | 0.14%             | 2054-11-15      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                                 | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148153.17    | 0.03%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                               | Smithfield Foods, Inc.                                                          | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    635000 | PA      | $585783.06    | 0.11%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Willis North America, Inc.                           | Willis North America, Inc.                                                      | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $588798.75    | 0.11%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $299739.00    | 0.06%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                      | Aligned Data Centers Issuer LLC, Series 2021-1A, Class B                        | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $825503.60    | 0.16%             | 2046-08-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                            | OHA Credit Funding 5 Ltd., Series 2020-5A, Class E                              | CUSIP: 67113NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $909517.00    | 0.18%             | 2033-04-18      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                         | Imperial Fund Mortgage Trust, Series 2021-NQM4, Class M1                        | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $967241.70    | 0.19%             | 2057-01-25      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                   | Republic of Panama                                                              | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $386550.00    | 0.07%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC, Series 4483, Class CA                                                    | CUSIP: 3137BJZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114371 | PA      | $106792.77    | 0.02%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                       | THL Credit Wind River CLO Ltd., Series 2018-1A, Class B                         | CUSIP: 88432VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1919220.00   | 0.37%             | 2030-07-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                   | Wells Fargo Alternative Loan Trust, Series 2007-PA2, Class 1A1                  | CUSIP: 94985FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141699 | PA      | $125001.46    | 0.02%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bills                                                             | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13100000 | PA      | $13025603.79  | 2.52%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                    | Triton Container Finance VIII LLC, Series 2021-1A, Class A                      | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    851250 | PA      | $711719.80    | 0.14%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc.                                                      | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77002.27     | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $526636.76    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                            | Michaels Cos., Inc. (The)                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120562.50    | 0.02%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Suburban Propane Partners LP                         | Suburban Propane Partners LP                                                    | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $218098.95    | 0.04%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                          | Continental Resources, Inc.                                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238879.03    | 0.05%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                           | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    790000 | PA      | $582218.62    | 0.11%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy International Holdings Ltd.       | Gran Tierra Energy International Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 549300RQNK5SS6I0T293       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $348575.00    | 0.07%             | 2025-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                        | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313304.07    | 0.06%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                             | NGL Energy Operating LLC                                                        | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $155312.50    | 0.03%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $242787.94    | 0.05%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                            | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $296450.00    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABFC Trust                                           | ABFC Trust, Series 2007-WMC1, Class A1A                                         | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2668125 | PA      | $1762982.87   | 0.34%             | 2037-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                            | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $655778.76    | 0.13%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198922.10    | 0.04%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC                                                                           | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899491 | PA      | $810731.87    | 0.16%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                       | Park Intermediate Holdings LLC                                                  | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $139111.50    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                        | Adani Electricity Mumbai Ltd.                                                   | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $142254.00    | 0.03%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                           | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219769.74    | 0.04%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust               | UBS-Barclays Commercial Mortgage Trust, Series 2013-C5, Class D                 | CUSIP: 90270YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499000 | PA      | $350876.79    | 0.07%             | 2046-03-10      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp.                                            | CSX Corp.                                                                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    845000 | PA      | $671467.42    | 0.13%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RP Escrow Issuer LLC                                 | RP Escrow Issuer LLC                                                            | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $99018.14     | 0.02%             | 2025-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes       | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1B                            | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972517.80    | 0.19%             | 2042-02-25      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2018-B2, Class C                               | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    803000 | PA      | $666182.37    | 0.13%             | 2051-02-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102482.74    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                    | CIFC Funding Ltd., Series 2017-1A, Class D                                      | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945960.00    | 0.18%             | 2029-04-23      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Viatris, Inc.                                        | Viatris, Inc.                                                                   | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217287.05    | 0.04%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                   | Elevation CLO Ltd., Series 2013-1A, Class BR2                                   | CUSIP: 28623FAC8<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1208860.00   | 0.23%             | 2032-08-15      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                               | Tenet Healthcare Corp.                                                          | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104732.10    | 0.02%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fortinet, Inc.                                       | Fortinet, Inc.                                                                  | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    405000 | PA      | $353660.66    | 0.07%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                     | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    530000 | PA      | $366553.46    | 0.07%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Banc of America Mortgage Trust                       | Banc of America Mortgage Trust, Series 2007-3, Class 2A8                        | CUSIP: 05954CAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2108605 | PA      | $1768120.25   | 0.34%             | 2037-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2006-J4, Class A5                       | CUSIP: 12669YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307848 | PA      | $118809.06    | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D            | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $319426.77    | 0.06%             | 2047-09-15      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.           | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $627184.57    | 0.12%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| JOL Air Ltd.                                         | JOL Air Ltd., Series 2019-1, Class A                                            | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    371407 | PA      | $303406.71    | 0.06%             | 2044-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group, Inc.                                  | Expedia Group, Inc.                                                             | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177751.80    | 0.03%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                        | Banc of America Funding Trust, Series 2005-6, Class 1A8                         | CUSIP: 05946XM83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197388 | PA      | $153124.20    | 0.03%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                  | Minejesa Capital BV                                                             | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $174022.00    | 0.03%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Superior Plus LP                                     | Superior Plus LP                                                                | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $213437.50    | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                       | Carnival Corp.                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    525000 | PA      | $374062.50    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust, Series 2019-H7, Class C                         | CUSIP: 61771MBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $664636.17    | 0.13%             | 2052-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                 | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    291000 | PA      | $255193.85    | 0.05%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                           | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    375000 | PA      | $338490.26    | 0.07%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $204376.50    | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XX Ltd.                         | Madison Park Funding XX Ltd., Series 2016-20A, Class DR                         | CUSIP: 55819TAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $819017.10    | 0.16%             | 2030-07-27      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust, Series 2017-C7, Class C                          | CUSIP: 90276WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009000 | PA      | $865495.98    | 0.17%             | 2050-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                       | NiSource, Inc.                                                                  | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470573.35    | 0.09%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                           | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $460566.00    | 0.09%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    540000 | PA      | $456332.78    | 0.09%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust, Series 2015-C32, Class C            | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91000 | PA      | $64535.13     | 0.01%             | 2048-11-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140XEBC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2487781 | PA      | $2244841.94   | 0.43%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust, Series 2021-3, Class M1                             | CUSIP: 92539LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1544990.00   | 0.30%             | 2066-06-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                             | Host Hotels & Resorts LP, Series J                                              | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $368074.27    | 0.07%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                               | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201956.43    | 0.04%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.             | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $334700.00    | 0.06%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273127.95    | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                 | Scientific Games International, Inc.                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129431.25    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust, Series 2019-1, Class M1                              | CUSIP: 89177BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1979064.75   | 0.38%             | 2058-03-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $198151.56    | 0.04%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                        | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514000 | PA      | $457086.58    | 0.09%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class B                  | CUSIP: 17324TAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $441515.84    | 0.09%             | 2049-02-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                   | Nationstar Mortgage Holdings, Inc.                                              | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $265650.00    | 0.05%             | 2031-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                  | Carlyle US CLO Ltd., Series 2021-1A, Class D                                    | CUSIP: 14317LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $436530.00    | 0.08%             | 2034-04-15      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| LCCM                                                 | LCCM Trust, Series 2017-LC26, Class C                                           | CUSIP: 50190DAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $333779.80    | 0.06%             | 2050-07-12      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Ltd.                        | Kestrel Aircraft Funding Ltd., Series 2018-1A, Class A                          | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    710159 | PA      | $561053.94    | 0.11%             | 2038-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                               | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277523.85    | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                         | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $69581.25     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                            | Renesas Electronics Corp.                                                       | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    860000 | PA      | $735136.77    | 0.14%             | 2026-11-25      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                 | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46398.50     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Panama                             | Banco Nacional de Panama                                                        | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $159662.50    | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                | JSW Hydro Energy Ltd.                                                           | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    177000 | PA      | $147275.06    | 0.03%             | 2031-05-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                          | Republic of Philippines                                                         | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $489066.00    | 0.09%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                  | Hilcorp Energy I LP                                                             | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $111748.75    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Triumph Rail Holdings LLC                            | Triumph Rail Holdings LLC, Series 2021-2, Class A                               | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465185 | PA      | $396771.17    | 0.08%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                   | Wells Fargo Alternative Loan Trust, Series 2007-PA6, Class A1                   | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015079 | PA      | $917635.42    | 0.18%             | 2037-12-28      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $369939.31    | 0.07%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                       | Illumina, Inc.                                                                  | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217865.76    | 0.04%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3138ERWV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188170 | PA      | $1108128.50   | 0.21%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                  | Expedia Group, Inc.                                                             | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36372.65     | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FNMA                                                 | FNMA, Series 2018-44, Class PZ                                                  | CUSIP: 3136B13S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2054020 | PA      | $1845185.74   | 0.36%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC                                                     | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $105368.75    | 0.02%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                         | NBN Co. Ltd.                                                                    | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    275000 | PA      | $243338.04    | 0.05%             | 2026-05-05      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1989863 | PA      | $1793059.81   | 0.35%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                            | Chile Electricity PEC SpA                                                       | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $715187.50    | 0.14%             | 2028-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                             | Temasek Financial I Ltd.                                                        | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1200000 | PA      | $918852.00    | 0.18%             | 2030-10-06      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                              | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698011.43    | 0.13%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2022-B32, Class AS                             | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $516328.41    | 0.10%             | 2055-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $97875.00     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Glatfelter Corp.                                     | Glatfelter Corp.                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $103906.25    | 0.02%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Bell Telephone Co. of Canada or Bell Canada (The)    | Bell Canada (The)                                                               | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $62614.39     | 0.01%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                | Westpac Banking Corp.                                                           | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $353204.16    | 0.07%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                               | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255541.50    | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co. (The)                              | Western Union Co. (The)                                                         | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    660000 | PA      | $501870.34    | 0.10%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                 | Icahn Enterprises LP                                                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $137250.00    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oleoducto Central SA                                 | Oleoducto Central SA                                                            | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |    400000 | PA      | $351200.00    | 0.07%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                      | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156750.00    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust, Series 2018-C10, Class C                         | CUSIP: 90276FBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $521136.83    | 0.10%             | 2051-05-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                       | Ford Motor Co.                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    390000 | PA      | $292461.00    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                                      | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    527000 | PA      | $353670.91    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                          | Midwest Gaming Borrower LLC                                                     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $277696.25    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                                  | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    630000 | PA      | $508345.87    | 0.10%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209148.68    | 0.04%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                        | Workday, Inc.                                                                   | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147120.27    | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| State of California                                  | State of California, Various Purposes, General Obligation Bonds, Series 2009    | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $187744.80    | 0.04%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                | TAL Advantage VII LLC, Series 2020-1A, Class A                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305500 | PA      | $266661.08    | 0.05%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class XA | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638676 | PA      | $13693.21     | 0.00%             | 2049-01-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $453933.19    | 0.09%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arconic Corp.                                        | Arconic Corp.                                                                   | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224268.00    | 0.04%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  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        |    654000 | PA      | $624804.26    | 0.12%             | 2038-12-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                              | EIG Pearl Holdings Sarl                                                         | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $335450.00    | 0.06%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                                | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    455000 | PA      | $387571.96    | 0.07%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                | Petroleos del Peru SA                                                           | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $305380.00    | 0.06%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXVIII CLO Ltd.                               | Galaxy Xxviii CLO Ltd., Series 2018-28A, Class D                                | CUSIP: 36321JAL8<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $436956.00    | 0.08%             | 2031-07-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Metis Merger Sub LLC                                 | Metis Merger Sub LLC                                                            | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $205800.00    | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Monongahela Power Co.                                | Monongahela Power Co.                                                           | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $247037.37    | 0.05%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                       | DISH DBS Corp.                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $41938.00     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                   | Cook Park CLO Ltd., Series 2018-1A, Class C                                     | CUSIP: 21623PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $931409.00    | 0.18%             | 2030-04-17      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                           | Garda World Security Corp.                                                      | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $207187.50    | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                        | Centene Corp.                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    625000 | PA      | $489843.75    | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                              | Southwestern Energy Co.                                                         | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145280.30    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DoubleLine Floating Rate Fund                        | DoubleLine Floating Rate Fund, Class I                                          | CUSIP: 258620848<br>LEI: 5493004OMYPI8RQBET29 | Long             |  | RF                | US        |    533930 | NS      | $4735960.69   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129946.76    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $318983.15    | 0.06%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280694.68    | 0.05%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                           | Pike Corp.                                                                      | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    395000 | PA      | $344637.50    | 0.07%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NP SPE II LLC                                        | NP SPE II LLC, Series 2017-1A, Class A1                                         | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |    354064 | PA      | $333306.10    | 0.06%             | 2047-10-21      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                            | AIMCO CLO, Series 2018-AA, Class D                                              | CUSIP: 00900GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $464063.50    | 0.09%             | 2031-04-17      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $265987.50    | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                      | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class D                       | CUSIP: 92939HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517000 | PA      | $450688.24    | 0.09%             | 2057-10-15      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                        | Equinix, Inc.                                                                   | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    390000 | PA      | $331500.00    | 0.06%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| SRS Distribution, Inc.                               | SRS Distribution, Inc.                                                          | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199687.50    | 0.04%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                                               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    345000 | PA      | $312365.83    | 0.06%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $617657.25    | 0.12%             | 2031-01-13      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                       | Enbridge, Inc.                                                                  | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $227385.18    | 0.04%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341264.16    | 0.07%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                                     | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    685000 | PA      | $539031.64    | 0.10%             | 2032-01-15      | 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 2017-C33, Class B    | CUSIP: 61767CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753000 | PA      | $668289.76    | 0.13%             | 2050-05-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund                           | Dryden 43 Senior Loan Fund, Series 2016-43A, Class DR3                          | CUSIP: 26245CBL6<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $456744.50    | 0.09%             | 2034-04-20      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO IV Ltd.                              | Crown Point CLO IV Ltd., Series 2018-4A, Class C                                | CUSIP: 22845XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $465931.50    | 0.09%             | 2031-04-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                          | Capital One Financial Corp.                                                     | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176233.93    | 0.03%             | 2026-07-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA                                                                            | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111619 | PA      | $99881.73     | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                           | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $249033.00    | 0.05%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sunrun Atlas Issuer LLC                              | Sunrun Atlas Issuer LLC, Series 2019-2, Class A                                 | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457726 | PA      | $403305.78    | 0.08%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $490756.22    | 0.09%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                       | THL Credit Wind River CLO Ltd., Series 2017-3A, Class DR                        | CUSIP: 97316LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $893042.00    | 0.17%             | 2035-04-15      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL Commercial Mortgage Trust, Series 2016-C6, Class B                        | CUSIP: 12636MAK4<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $433569.00    | 0.08%             | 2049-01-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                  | Wind River CLO Ltd., Series 2014-3A, Class DR2                                  | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1305952.50   | 0.25%             | 2031-10-22      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Movida Europe SA                                     | Movida Europe SA                                                                | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $148850.00    | 0.03%             | 2031-02-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Equinix, Inc.                                        | Equinix, Inc.                                                                   | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $595275.00    | 0.11%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Townsquare Media, Inc.                               | Townsquare Media, Inc.                                                          | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119017.35    | 0.02%             | 2026-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2007-HY1, Class 2A1                     | CUSIP: 12544EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71000 | PA      | $60244.39     | 0.01%             | 2037-03-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                     | Pampa Energia SA                                                                | CUSIP: 697660AB4<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $137371.88    | 0.03%             | 2029-04-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                 | Sydney Airport Finance Co. Pty. Ltd.                                            | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $212731.65    | 0.04%             | 2025-04-30      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                             | PRPM LLC, Series 2021-2, Class A2                                               | CUSIP: 69359UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2659609.97   | 0.51%             | 2026-03-25      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                 | BANK, Series 2021-BN37, Class C                                                 | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $299032.03    | 0.06%             | 2064-11-15      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust, Series 2015-UBS8, Class XA                      | CUSIP: 61691ABM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966478 | PA      | $18799.44     | 0.00%             | 2048-12-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                            | Commercial Mortgage Trust, Series 2014-CR16, Class C                            | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $811010.16    | 0.16%             | 2047-04-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                           | UMBS                                                                            | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2894825 | PA      | $2722925.03   | 0.53%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                 | Mexico Generadora de Energia S de rl                                            | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    136700 | PA      | $130915.88    | 0.03%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                           | Sound Point CLO XXXII Ltd., Series 2021-4A, Class D                             | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $427198.00    | 0.08%             | 2034-10-25      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | UMBS                                                                            | CUSIP: 3140J93H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277473 | PA      | $1151127.60   | 0.22%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.             | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $173975.00    | 0.03%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust, Series 2017-C1, Class B                          | CUSIP: 90276EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1336000 | PA      | $1167732.00   | 0.23%             | 2050-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                      | Southwestern Electric Power Co.                                                 | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    245000 | PA      | $162267.05    | 0.03%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                    | BAT Capital Corp.                                                               | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    795000 | PA      | $685066.05    | 0.13%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CAP SA                                               | CAP SA                                                                          | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $312450.00    | 0.06%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                | Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65C               | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502000 | PA      | $450681.29    | 0.09%             | 2052-05-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp.                                  | CNX Resources Corp.                                                             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105187.50    | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CommScope, Inc.                                      | CommScope, Inc.                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    185000 | PA      | $148000.00    | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The), Series A                                                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452876.60    | 0.09%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                   | Republic of Panama                                                              | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $146662.50    | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                    | Empresas Publicas de Medellin ESP                                               | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $316825.00    | 0.06%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                                  | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304305.30    | 0.06%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276610.35    | 0.05%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                 | Castlelake Aircraft Structured Trust, Series 2019-1A, Class A                   | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    303633 | PA      | $256610.44    | 0.05%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                             | Transocean Poseidon Ltd.                                                        | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    183750 | PA      | $178464.80    | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class D                  | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $261824.50    | 0.05%             | 2042-11-10      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Helios V Issuer LLC                          | Sunnova Helios V Issuer LLC, Series 2021-A, Class A                             | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636663 | PA      | $523635.23    | 0.10%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                     | Berkshire Hathaway Finance Corp.                                                | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $207028.14    | 0.04%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $183522.00    | 0.04%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: —       |
| Brighthouse Financial Global Funding                 | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150712.99    | 0.03%             | 2024-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust, Series 2017-C2, Class C                          | CUSIP: 90276CAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $659109.92    | 0.13%             | 2050-08-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2145000 | PA      | $1980312.48   | 0.38%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                      | AdaptHealth LLC                                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $263140.40    | 0.05%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class XA                | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    777703 | PA      | $35515.15     | 0.01%             | 2060-01-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                              | Southwestern Energy Co.                                                         | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134117.75    | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                       | Option One Mortgage Loan Trust, Series 2006-1, Class M2                         | CUSIP: 68389FKS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3164000 | PA      | $2208478.01   | 0.43%             | 2036-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Inversiones La Construccion SA                       | Inversiones La Construccion SA                                                  | CUSIP: N/A<br>LEI: 254900IMQ8BOPW9UKX13       | Long             | DBT              | CORP              | CL        |    500000 | PA      | $408750.00    | 0.08%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust           | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class C            | CUSIP: 48128KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $662857.12    | 0.13%             | 2050-07-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                               | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    280000 | PA      | $217000.00    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                                 | GNMA                                                                            | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4231378 | PA      | $3654088.06   | 0.71%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                               | NXP BV                                                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $314634.38    | 0.06%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                          | Petrobras Global Finance BV                                                     | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $521737.50    | 0.10%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bills                                                             | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    370000 | PA      | $365217.45    | 0.07%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                         | VMware, Inc.                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    435000 | PA      | $331555.96    | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                                    | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    771000 | PA      | $690407.76    | 0.13%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I                             | Morgan Stanley Capital I, Series 2017-HR2, Class C                              | CUSIP: 61691NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $719146.21    | 0.14%             | 2050-12-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                | Athene Global Funding                                                           | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731776.80    | 0.14%             | 2024-08-19      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class B                    | CUSIP: 17326FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $298110.12    | 0.06%             | 2050-10-12      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt. Ltd.     | Adani International Container Terminal Pvt. Ltd.                                | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    281250 | PA      | $221009.77    | 0.04%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Fertitta Entertainment LLC                           | Fertitta Entertainment LLC                                                      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $205364.25    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2007-14, Class A18                      | CUSIP: 12544DAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1516280 | PA      | $835893.26    | 0.16%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Figure Line of Credit Trust                          | Figure Line of Credit Trust, Series 2020-1, Class A                             | CUSIP: 302452AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721914 | PA      | $688610.96    | 0.13%             | 2049-09-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                   | Republic of Panama                                                              | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $145537.50    | 0.03%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211304.48    | 0.04%             | 2027-09-10      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIV                                 | Sound Point CLO XXIV, Series 2019-3A, Class DR                                  | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $419665.00    | 0.08%             | 2034-10-25      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp. of America                           | Packaging Corp. of America                                                      | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    315000 | PA      | $270572.62    | 0.05%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3770000 | PA      | $3330334.31   | 0.64%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gilbert Park CLO Ltd.                                | Gilbert Park CLO Ltd., Series 2017-1A, Class D                                  | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $465648.50    | 0.09%             | 2030-10-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1080000 | PA      | $1067104.80   | 0.21%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                         | Oracle Corp.                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $259810.56    | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                             | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472815.65    | 0.09%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                         | Oracle Corp.                                                                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198932.79    | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                           | AT&T, Inc.                                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    984000 | PA      | $663006.01    | 0.13%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                               | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    750000 | PA      | $719251.50    | 0.14%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UPL Corp. Ltd.                                       | UPL Corp. Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |    400000 | PA      | $312200.00    | 0.06%             | 2030-06-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                         | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $470750.00    | 0.09%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                               | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311619.20    | 0.06%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| athenaHealth Group, Inc.                             | athenaHealth Group, Inc.                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    235000 | PA      | $173312.50    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Petroleos del Peru SA                                | Petroleos del Peru SA                                                           | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $129162.50    | 0.02%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Long Point Park CLO Ltd.                             | Long Point Park CLO Ltd., Series 2017-1A, Class C                               | CUSIP: 542798AJ2<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $423235.00    | 0.08%             | 2030-01-17      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                   | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $353974.01    | 0.07%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co.                            | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173938.18    | 0.03%             | 2050-06-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                    | Triton Container Finance VIII LLC, Series 2020-1A, Class A                      | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404375 | PA      | $347556.23    | 0.07%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                 | Sydney Airport Finance Co. Pty. Ltd.                                            | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $210689.15    | 0.04%             | 2026-04-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP                                        | Cedar Fair LP                                                                   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116512.50    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Ownit Mortgage Loan Trust                            | Ownit Mortgage Loan Trust, Series 2006-3, Class M1                              | CUSIP: 69121PDZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2290244 | PA      | $2162363.78   | 0.42%             | 2037-03-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                | Interpublic Group of Cos., Inc. (The)                                           | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229759.50    | 0.04%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                                        | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    500000 | PA      | $408290.00    | 0.08%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| HomeBanc Mortgage Trust                              | HomeBanc Mortgage Trust, Series 2005-4, Class M4                                | CUSIP: 43739EBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7066300 | PA      | $5337331.14   | 1.03%             | 2035-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, Series 2013-54, Class NP                                                  | CUSIP: 3136AEWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474310 | PA      | $434566.60    | 0.08%             | 2043-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                              | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285354.36    | 0.06%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                               | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $886340.43    | 0.17%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $444447.87    | 0.09%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                    | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $94306.80     | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| BPCE SA                                              | BPCE SA                                                                         | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $285151.56    | 0.06%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410344.10    | 0.08%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance, Inc.                                | GTCR AP Finance, Inc.                                                           | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $267691.20    | 0.05%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Ferrellgas LP                                        | Ferrellgas LP                                                                   | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $109054.80    | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Scotiabank Peru SAA                                  | Scotiabank Peru SAA                                                             | CUSIP: N/A<br>LEI: 5493001E54CPRG5J5Q41       | Long             | SN               | CORP              | PE        |    200000 | PA      | $197037.50    | 0.04%             | 2027-12-13      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                        | Calpine Corp.                                                                   | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90200.25     | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                 | American Airlines Pass-Through Trust, Series 2015-1, Class B                    | CUSIP: 023770AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1832798 | PA      | $1789781.21   | 0.35%             | 2023-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                           | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    385000 | PA      | $333182.50    | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                              | Kingdom of Saudi Arabia                                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    900000 | PA      | $726918.75    | 0.14%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp. of America                           | Packaging Corp. of America                                                      | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92328.96     | 0.02%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                           | BCPE Empire Holdings, Inc.                                                      | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174384.60    | 0.03%             | 2027-05-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $274838.54    | 0.05%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                        | Citigroup Mortgage Loan Trust, Series 2006-AR2, Class 1A2                       | CUSIP: 17307G6L7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116571 | PA      | $107826.72    | 0.02%             | 2036-03-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust, Series 2014-GC26, Class D                         | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    197000 | PA      | $127105.05    | 0.02%             | 2047-11-10      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2019-SFR1 Trust                                 | AMSR Trust, Series 2019-SFR1, Class E                                           | CUSIP: 00178XAE3<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |   3400000 | PA      | $2888568.94   | 0.56%             | 2039-01-19      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                               | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    615000 | PA      | $468017.83    | 0.09%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, Series 2015-42, Class CA                                                  | CUSIP: 3136ANX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333118 | PA      | $313661.03    | 0.06%             | 2044-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                        | Treasury Repurchase Agreement                                                   | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |    477840 | PA      | $477840.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                  | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $245780.40    | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122101.85    | 0.02%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The), Series 21-A                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227024.22    | 0.04%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XI Ltd.                         | Madison Park Funding XI Ltd., Series 2013-11A, Class DR                         | CUSIP: 55818KAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $465387.00    | 0.09%             | 2029-07-23      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| York CLO 1 Ltd.                                      | York CLO 1 Ltd., Series 2014-1A, Class CRR                                      | CUSIP: 986255AY3<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $963752.00    | 0.19%             | 2029-10-22      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc.                                                         | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $528438.00    | 0.10%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                 | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $95403.00     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Frontier Communications Holdings LLC                 | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $117750.00    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Commercial Mortgage Trust                            | Commercial Mortgage Trust, Series 2015-CR25, Class B                            | CUSIP: 12593PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $624920.60    | 0.12%             | 2048-08-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII Ltd.                             | Cathedral Lake VIII Ltd., Series 2021-8A, Class C                               | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $461701.50    | 0.09%             | 2035-01-20      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                | Petronas Capital Ltd.                                                           | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1000000 | PA      | $826150.00    | 0.16%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| MKT Mortgage Trust                                   | MKT Mortgage Trust, Series 2020-525M, Class F                                   | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $147588.46    | 0.03%             | 2040-02-12      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class B                  | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401000 | PA      | $307838.20    | 0.06%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                          | Penske Truck Leasing Co. LP                                                     | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $349794.67    | 0.07%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                      | MV24 Capital BV                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    171300 | PA      | $156450.43    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class XA                | CUSIP: 94989NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6479682 | PA      | $122552.17    | 0.02%             | 2058-09-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| MKT Mortgage Trust                                   | MKT Mortgage Trust, Series 2020-525M, Class E                                   | CUSIP: 55316PAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $157151.86    | 0.03%             | 2040-02-12      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                              | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78999.92     | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413063.75    | 0.08%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Peru SA                    | Transportadora de Gas del Peru SA                                               | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $186912.50    | 0.04%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United Natural Foods, Inc.                           | United Natural Foods, Inc.                                                      | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157987.50    | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                 | FNMA                                                                            | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258097 | PA      | $229747.64    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.             | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $217468.75    | 0.04%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VOLT CVI LLC                                         | VOLT CVI LLC, Series 2021-NP12, Class A1                                        | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2511626 | PA      | $2276253.21   | 0.44%             | 2051-12-26      | Variable      | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                   | Cook Park CLO Ltd., Series 2018-1A, Class D                                     | CUSIP: 21623PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $422016.50    | 0.08%             | 2030-04-17      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161241.10    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                              | EIG Pearl Holdings Sarl                                                         | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $306200.00    | 0.06%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                      | Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8                      | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126419 | PA      | $111599.77    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                  | Hilcorp Energy I LP                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $207000.00    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.   | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101839.51    | 0.02%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                       | THL Credit Wind River CLO Ltd., Series 2018-1A, Class E                         | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $395796.00    | 0.08%             | 2030-07-15      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| LG Chem Ltd.                                         | LG Chem Ltd.                                                                    | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $156350.00    | 0.03%             | 2031-07-07      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                        | Premier Entertainment Sub LLC                                                   | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $45825.00     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| WAVE LLC                                             | WAVE LLC, Series 2019-1, Class A                                                | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810497 | PA      | $613748.21    | 0.12%             | 2044-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series R                                          | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325803.00    | 0.06%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                              | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                            | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2766772.12   | 0.53%             | 2042-04-25      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Dryden 87 CLO Ltd.                                   | Dryden 87 CLO Ltd., Series 2021-87A, Class D                                    | CUSIP: 26246GAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $452656.00    | 0.09%             | 2034-05-20      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd.                        | Madison Park Funding LII Ltd., Series 2021-52A, Class D                         | CUSIP: 55822BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $450913.00    | 0.09%             | 2035-01-22      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.            | Carlyle Global Market Strategies CLO Ltd., Series 2016-3A, Class DRR            | CUSIP: 14311UAW8<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902646.00    | 0.17%             | 2034-07-20      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                     | Barings CLO Ltd., Series 2019-2A, Class CR                                      | CUSIP: 06761HAS7<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $455191.50    | 0.09%             | 2036-04-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                       | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $129945.00    | 0.03%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa                                                        | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $266493.75    | 0.05%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                        | Premier Entertainment Sub LLC                                                   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $106575.00    | 0.02%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Acrisure LLC                                         | Acrisure LLC                                                                    | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $99000.00     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                       | AngloGold Ashanti Holdings plc                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    400000 | PA      | $347075.00    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                         | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $242606.25    | 0.05%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                   | Republic of Panama                                                              | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $444300.00    | 0.09%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer