# EDGAR Filing Document

**Accession Number:** 0000711175
**File Stem:** 0000940400-26-021358
**Filing Date:** 2026-5
**Character Count:** 1456210
**Document Hash:** c33ad71f26e48c50f196e272cd897319
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021358.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021358

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL SERIES FUND
- **CENTRAL INDEX KEY:** 0000711175

**ORGANIZATION NAME:**
- **EIN:** 860446842
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03623
- **FILM NUMBER:** 261024683

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### PSF PGIM 50/50 BALANCED PORTFOLIO (Series ID: S000002226)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000005724 | Class I      |  |
| C000226565 | Class III    |  |

## Nport-Ex

PSF PGIM 50/50 BALANCED PORTFOLIO

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments — 89.6%** | **Long-Term Investments — 89.6%** | **Long-Term Investments — 89.6%** |
| **Common Stocks — 50.6%** | **Common Stocks — 50.6%** | **Common Stocks — 50.6%** |
| **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** |
| &nbsp;&nbsp;&nbsp;Airbus SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25714 |
| &nbsp;&nbsp;&nbsp;Axon Enterprise, Inc.\* | &nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798417 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30872 |
| &nbsp;&nbsp;&nbsp;Boeing Co. (The)\* | 19150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811424 |
| &nbsp;&nbsp;&nbsp;Elbit Systems Ltd. (Israel) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23607 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127964 |
| &nbsp;&nbsp;&nbsp;General Electric Co. | 25578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7258269 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;9780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253899 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379900 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542821 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985687 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184532 |
| &nbsp;&nbsp;&nbsp;Rolls-Royce Holdings PLC (United Kingdom) | 15517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235741 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | 32655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299149 |
| &nbsp;&nbsp;&nbsp;Saab AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;1273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83318 |
| &nbsp;&nbsp;&nbsp;Safran SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171141 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd. (Singapore) | 12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107788 |
| &nbsp;&nbsp;&nbsp;Textron, Inc. | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358996 |
| &nbsp;&nbsp;&nbsp;TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599365 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32278604 |
| **Air Freight & Logistics — 0.2%** | **Air Freight & Logistics — 0.2%** | **Air Freight & Logistics — 0.2%** |
| &nbsp;&nbsp;&nbsp;C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481603 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG (Germany) | &nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52760 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458336 |
| &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880630 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Inc. (Class B Stock) | 17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741326 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4614655 |
| **Automobile Components — 0.0%** | **Automobile Components — 0.0%** | **Automobile Components — 0.0%** |
| &nbsp;&nbsp;&nbsp;Aptiv PLC\* | &nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361088 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39774 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400862 |
| **Automobiles — 1.1%** | **Automobiles — 1.1%** | **Automobiles — 1.1%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45791 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co. | 93885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083433 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639000 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. (Japan) | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121404 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd. (Japan) | &nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118086 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG (Germany) | &nbsp;&nbsp;&nbsp;2701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166011 |
| &nbsp;&nbsp;&nbsp;Subaru Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11278 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.\* | 68420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25435135 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180850 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28800988 |
| **Banks — 1.9%** | **Banks — 1.9%** | **Banks — 1.9%** |
| &nbsp;&nbsp;&nbsp;AIB Group PLC (Ireland) | &nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78569 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA (Spain) | &nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191372 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Banco Santander SA (Spain) | &nbsp;&nbsp;&nbsp;17439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$195504 |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM (Israel) | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108266 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 161341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7865374 |
| &nbsp;&nbsp;&nbsp;Barclays PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;32950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172443 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204150 |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79997 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA (Spain) | &nbsp;&nbsp;&nbsp;13803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165466 |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;&nbsp;42535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4823894 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635682 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163247 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;3496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65250 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48100 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp(a) | &nbsp;&nbsp;&nbsp;22121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027742 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;22444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368589 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;48436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758023 |
| &nbsp;&nbsp;&nbsp;ING Groep NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;3839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99648 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;1587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9598 |
| &nbsp;&nbsp;&nbsp;Japan Post Bank Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16310 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;65545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19280717 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443105 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;37925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47006 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745226 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108377 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43041 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;21628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160219 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp (Finland) | &nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83685 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp. Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113043 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;9833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046149 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;21003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548598 |
| &nbsp;&nbsp;&nbsp;Resona Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29660 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;1259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91928 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;5114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106575 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105217 |
| &nbsp;&nbsp;&nbsp;Swedbank AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;2952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100615 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;30701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411325 |
| &nbsp;&nbsp;&nbsp;U.S. Bancorp | &nbsp;&nbsp;&nbsp;38185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986002 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;2659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190767 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;75164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5983806 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50702285 |
| **Beverages — 0.6%** | **Beverages — 0.6%** | **Beverages — 0.6%** |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86483 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8986 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp. (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110387 |
| &nbsp;&nbsp;&nbsp;Carlsberg A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12984 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. (The) | &nbsp;&nbsp;&nbsp;94101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7156381 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG (Italy)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23658 |

---

A1

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Beverages (cont'd.)** | **Beverages (cont'd.)** | **Beverages (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$501000 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71878 |
| &nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc.(a) | &nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858358 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114525 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189464 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp.\* | &nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239066 |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;33307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172244 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15545414 |
| **Biotechnology — 0.9%** | **Biotechnology — 0.9%** | **Biotechnology — 0.9%** |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;&nbsp;43001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9352288 |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;&nbsp;13137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4622253 |
| &nbsp;&nbsp;&nbsp;Biogen, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670988 |
| &nbsp;&nbsp;&nbsp;CSL Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90361 |
| &nbsp;&nbsp;&nbsp;Genmab A/S (Denmark)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15621 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208974 |
| &nbsp;&nbsp;&nbsp;Incyte Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380245 |
| &nbsp;&nbsp;&nbsp;Moderna, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414020 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900694 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768548 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24423992 |
| **Broadline Retail — 1.9%** | **Broadline Retail — 1.9%** | **Broadline Retail — 1.9%** |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.\* | 237500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49464125 |
| &nbsp;&nbsp;&nbsp;BuySell Technologies Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31479 |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973914 |
| &nbsp;&nbsp;&nbsp;Next PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47981 |
| &nbsp;&nbsp;&nbsp;Prosus NV (China)\* | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68055 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50585554 |
| **Building Products — 0.2%** | **Building Products — 0.2%** | **Building Products — 0.2%** |
| &nbsp;&nbsp;&nbsp;A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184632 |
| &nbsp;&nbsp;&nbsp;AGC, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42513 |
| &nbsp;&nbsp;&nbsp;Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295374 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222291 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp.(a) | &nbsp;&nbsp;&nbsp;19002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070003 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;14922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954036 |
| &nbsp;&nbsp;&nbsp;Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389869 |
| &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319961 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250396 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6729075 |
| **Capital Markets — 1.6%** | **Capital Markets — 1.6%** | **Capital Markets — 1.6%** |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986568 |
| &nbsp;&nbsp;&nbsp;Amundi SA (France), 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84305 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534590 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. (The) | &nbsp;&nbsp;&nbsp;16758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988002 |
| &nbsp;&nbsp;&nbsp;Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385219 |
| &nbsp;&nbsp;&nbsp;Blackstone, Inc. | &nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092818 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702675 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. (The) | &nbsp;&nbsp;&nbsp;40650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820287 |
| &nbsp;&nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599080 |
| &nbsp;&nbsp;&nbsp;Coinbase Global, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960355 |
| &nbsp;&nbsp;&nbsp;Daiwa Securities Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21793 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG (Germany) | &nbsp;&nbsp;&nbsp;3176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$94518 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216990 |
| &nbsp;&nbsp;&nbsp;Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172426 |
| &nbsp;&nbsp;&nbsp;Futu Holdings Ltd. (Hong Kong), ADR\* | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41028 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175727 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group, Inc. (Class A Stock) | 10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710942 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | 13855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179114 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd. | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267190 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40873 |
| &nbsp;&nbsp;&nbsp;KKR & Co., Inc. | 16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517000 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601038 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 29319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825028 |
| &nbsp;&nbsp;&nbsp;MSCI, Inc. | &nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959438 |
| &nbsp;&nbsp;&nbsp;Nasdaq, Inc. | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933790 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55118 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642022 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600879 |
| &nbsp;&nbsp;&nbsp;Robinhood Markets, Inc. (Class A Stock)\* | 19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337490 |
| &nbsp;&nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164530 |
| &nbsp;&nbsp;&nbsp;SBI Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12961 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90005 |
| &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835296 |
| &nbsp;&nbsp;&nbsp;T. Rowe Price Group, Inc.(a) | &nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468728 |
| &nbsp;&nbsp;&nbsp;UBS Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182450 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44300273 |
| **Chemicals — 0.6%** | **Chemicals — 0.6%** | **Chemicals — 0.6%** |
| &nbsp;&nbsp;&nbsp;Air Liquide SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34932 |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597695 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520637 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493392 |
| &nbsp;&nbsp;&nbsp;Corteva, Inc. | 16147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351665 |
| &nbsp;&nbsp;&nbsp;Dow, Inc. | 17047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710008 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;9647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441833 |
| &nbsp;&nbsp;&nbsp;Ecolab, Inc. | &nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649324 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435300 |
| &nbsp;&nbsp;&nbsp;Linde PLC | 11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651664 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV (Class A Stock) | &nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491416 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Chemical Group Corp. (Japan) | 14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83015 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. (The) | &nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209100 |
| &nbsp;&nbsp;&nbsp;PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587840 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. (The) | &nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811107 |
| &nbsp;&nbsp;&nbsp;Yara International ASA (Brazil) | &nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162737 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16231665 |
| **Commercial Services & Supplies — 0.2%** | **Commercial Services & Supplies — 0.2%** | **Commercial Services & Supplies — 0.2%** |
| &nbsp;&nbsp;&nbsp;Brambles Ltd. (Australia) | &nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41606 |
| &nbsp;&nbsp;&nbsp;Cintas Corp. | &nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407245 |
| &nbsp;&nbsp;&nbsp;Copart, Inc.\* | 21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707160 |
| &nbsp;&nbsp;&nbsp;Dai Nippon Printing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65592 |
| &nbsp;&nbsp;&nbsp;Republic Services, Inc. | &nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087434 |
| &nbsp;&nbsp;&nbsp;Rollins, Inc. | &nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379211 |
| &nbsp;&nbsp;&nbsp;Securitas AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10467 |
| &nbsp;&nbsp;&nbsp;TOPPAN Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29012 |

---

A2

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Commercial Services & Supplies (cont'd.)** | **Commercial Services & Supplies (cont'd.)** | **Commercial Services & Supplies (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$524596 |
| &nbsp;&nbsp;&nbsp;Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077761 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330084 |
| **Communications Equipment — 0.6%** | **Communications Equipment — 0.6%** | **Communications Equipment — 0.6%** |
| &nbsp;&nbsp;&nbsp;Arista Networks, Inc.\* | &nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081778 |
| &nbsp;&nbsp;&nbsp;Ciena Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358805 |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;96100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7456399 |
| &nbsp;&nbsp;&nbsp;F5, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405062 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222803 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783183 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;13143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149833 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15457863 |
| **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** |
| &nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95247 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185931 |
| &nbsp;&nbsp;&nbsp;Eiffage SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34508 |
| &nbsp;&nbsp;&nbsp;EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782609 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141920 |
| &nbsp;&nbsp;&nbsp;Obayashi Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16954 |
| &nbsp;&nbsp;&nbsp;Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998433 |
| &nbsp;&nbsp;&nbsp;Shimizu Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10765 |
| &nbsp;&nbsp;&nbsp;Taisei Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20720 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4287087 |
| **Construction Materials — 0.1%** | **Construction Materials — 0.1%** | **Construction Materials — 0.1%** |
| &nbsp;&nbsp;&nbsp;CRH PLC | &nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713456 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871246 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898590 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483292 |
| **Consumer Finance — 0.3%** | **Consumer Finance — 0.3%** | **Consumer Finance — 0.3%** |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962488 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;15230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778409 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7303558 |
| **Consumer Staples Distribution & Retail — 1.0%** | **Consumer Staples Distribution & Retail — 1.0%** | **Consumer Staples Distribution & Retail — 1.0%** |
| &nbsp;&nbsp;&nbsp;Carrefour SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14831 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;10790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10751480 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617396 |
| &nbsp;&nbsp;&nbsp;Dollar Tree, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478011 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA (Portugal) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10043 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166345 |
| &nbsp;&nbsp;&nbsp;Kroger Co. (The) | &nbsp;&nbsp;&nbsp;13792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997989 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820295 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;10860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316232 |
| &nbsp;&nbsp;&nbsp;Tesco PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19622 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | 106600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13248248 |
| &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38383 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28478875 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| &nbsp;&nbsp;&nbsp;Amcor PLC | &nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$435263 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328092 |
| &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384215 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;12673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452426 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445662 |
| &nbsp;&nbsp;&nbsp;Smurfit Westrock PLC | &nbsp;&nbsp;&nbsp;13044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519803 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565461 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359550 |
| &nbsp;&nbsp;&nbsp;Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157817 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517367 |
| **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** |
| &nbsp;&nbsp;&nbsp;AcadeMedia AB (Sweden), 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10498 |
| **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Covivio SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42731 |
| &nbsp;&nbsp;&nbsp;Stockland (Australia) | &nbsp;&nbsp;&nbsp;25838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77561 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120292 |
| **Diversified Telecommunication Services — 0.5%** | **Diversified Telecommunication Services — 0.5%** | **Diversified Telecommunication Services — 0.5%** |
| &nbsp;&nbsp;&nbsp;AT&T, Inc. | 170236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935142 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;87280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505809 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;7160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267235 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB (Sweden) | &nbsp;&nbsp;&nbsp;&nbsp;4772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24448 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | 102576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149315 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12881949 |
| **Electric Utilities — 0.8%** | **Electric Utilities — 0.8%** | **Electric Utilities — 0.8%** |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437736 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;13160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725013 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123417 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp.(a) | &nbsp;&nbsp;&nbsp;19161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508941 |
| &nbsp;&nbsp;&nbsp;Edison International(a) | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665938 |
| &nbsp;&nbsp;&nbsp;Enel SpA (Italy) | &nbsp;&nbsp;&nbsp;19388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211966 |
| &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235960 |
| &nbsp;&nbsp;&nbsp;Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450560 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644304 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;24913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221235 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp.(a) | &nbsp;&nbsp;&nbsp;12856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651285 |
| &nbsp;&nbsp;&nbsp;Iberdrola SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11447 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co., Inc. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23277 |
| &nbsp;&nbsp;&nbsp;NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;50700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709016 |
| &nbsp;&nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745314 |
| &nbsp;&nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;&nbsp;52700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925939 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282100 |
| &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668500 |
| &nbsp;&nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586736 |
| &nbsp;&nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;14110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120898 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22949582 |
| **Electrical Equipment — 0.6%** | **Electrical Equipment — 0.6%** | **Electrical Equipment — 0.6%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;3083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250672 |
| &nbsp;&nbsp;&nbsp;Accelleron Industries AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33985 |
| &nbsp;&nbsp;&nbsp;AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200416 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;9537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411099 |

---

A3

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Electrical Equipment (cont'd.)** | **Electrical Equipment (cont'd.)** | **Electrical Equipment (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1794974 |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66005 |
| &nbsp;&nbsp;&nbsp;Furukawa Electric Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38396 |
| &nbsp;&nbsp;&nbsp;GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720987 |
| &nbsp;&nbsp;&nbsp;Generac Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273462 |
| &nbsp;&nbsp;&nbsp;Hubbell, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588888 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179889 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968976 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45488 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199179 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330394 |
| &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49239 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17152049 |
| **Electronic Equipment, Instruments & Components — 0.5%** | **Electronic Equipment, Instruments & Components — 0.5%** | **Electronic Equipment, Instruments & Components — 0.5%** |
| &nbsp;&nbsp;&nbsp;Amphenol Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;29900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777865 |
| &nbsp;&nbsp;&nbsp;CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393315 |
| &nbsp;&nbsp;&nbsp;Codan Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17828 |
| &nbsp;&nbsp;&nbsp;Coherent Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095766 |
| &nbsp;&nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583430 |
| &nbsp;&nbsp;&nbsp;Halma PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105429 |
| &nbsp;&nbsp;&nbsp;Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664075 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185954 |
| &nbsp;&nbsp;&nbsp;Kyocera Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82801 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33656 |
| &nbsp;&nbsp;&nbsp;TE Connectivity PLC (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504944 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677611 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244624 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12367298 |
| **Energy Equipment & Services — 0.2%** | **Energy Equipment & Services — 0.2%** | **Energy Equipment & Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;24098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471183 |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775901 |
| &nbsp;&nbsp;&nbsp;SLB Ltd.(a) | &nbsp;&nbsp;&nbsp;36424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871829 |
| &nbsp;&nbsp;&nbsp;Tenaris SA | &nbsp;&nbsp;&nbsp;&nbsp;3721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108774 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227687 |
| **Entertainment — 0.7%** | **Entertainment — 0.7%** | **Entertainment — 0.7%** |
| &nbsp;&nbsp;&nbsp;Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141672 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564287 |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.\* | 102700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9874605 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849250 |
| &nbsp;&nbsp;&nbsp;TKO Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342805 |
| &nbsp;&nbsp;&nbsp;Toho Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14705 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. (The) | &nbsp;&nbsp;&nbsp;43082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4152243 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery, Inc.\* | &nbsp;&nbsp;&nbsp;59476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633211 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18572778 |
| **Financial Services — 1.8%** | **Financial Services — 1.8%** | **Financial Services — 1.8%** |
| &nbsp;&nbsp;&nbsp;Apollo Global Management, Inc. | &nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236762 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Inc. (Class B Stock)\* | &nbsp;&nbsp;&nbsp;44595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21369924 |
| &nbsp;&nbsp;&nbsp;Block, Inc.\* | &nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788358 |
| &nbsp;&nbsp;&nbsp;Corpay, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494683 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581684 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Financial Services (cont'd.)** | **Financial Services (cont'd.)** | **Financial Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Fiserv, Inc.\* | 13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$736560 |
| &nbsp;&nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;&nbsp;5777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388792 |
| &nbsp;&nbsp;&nbsp;Helia Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10783 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB (Sweden) (Class C Stock) | &nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56161 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268668 |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc. (Class A Stock) | 19830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9908258 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. (Japan) | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130554 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings, Inc. | 22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013152 |
| &nbsp;&nbsp;&nbsp;Visa, Inc. (Class A Stock) | 40900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12361616 |
| &nbsp;&nbsp;&nbsp;Washington H Soul Pattinson & Co. Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11016 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49356971 |
| **Food Products — 0.2%** | **Food Products — 0.2%** | **Food Products — 0.2%** |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co.(a) | 11526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837825 |
| &nbsp;&nbsp;&nbsp;Bunge Global SA | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432480 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. (The)(a) | &nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126939 |
| &nbsp;&nbsp;&nbsp;Conagra Brands, Inc. | 12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193356 |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | 12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472694 |
| &nbsp;&nbsp;&nbsp;Hershey Co. (The) | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748404 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167610 |
| &nbsp;&nbsp;&nbsp;J.M. Smucker Co. (The) | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250744 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co. (The) | 21467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482793 |
| &nbsp;&nbsp;&nbsp;McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304658 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc. (Class A Stock) | 30953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784131 |
| &nbsp;&nbsp;&nbsp;Nestle SA | &nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218841 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448490 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd. (Hong Kong), 144A | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130129 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599094 |
| **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757352 |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group SA (Spain) | &nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62022 |
| &nbsp;&nbsp;&nbsp;Osaka Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85059 |
| &nbsp;&nbsp;&nbsp;Shizuoka Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10549 |
| &nbsp;&nbsp;&nbsp;Snam SpA (Italy) | 12962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98193 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61225 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074400 |
| **Ground Transportation — 0.4%** | **Ground Transportation — 0.4%** | **Ground Transportation — 0.4%** |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 44700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834935 |
| &nbsp;&nbsp;&nbsp;J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402610 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578500 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885162 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.\* | 50100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603693 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 14460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508285 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11813185 |
| **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 42350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348074 |
| &nbsp;&nbsp;&nbsp;Align Technology, Inc.\* | &nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281145 |
| &nbsp;&nbsp;&nbsp;Baxter International, Inc. | 12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204960 |
| &nbsp;&nbsp;&nbsp;Becton, Dickinson & Co. | &nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102182 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.\* | 36067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263204 |
| &nbsp;&nbsp;&nbsp;Cooper Cos., Inc. (The)\* | &nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354640 |

---

A4

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Health Care Equipment & Supplies (cont'd.)** | **Health Care Equipment & Supplies (cont'd.)** | **Health Care Equipment & Supplies (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Dexcom, Inc.\* | &nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$600368 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp.\* | 13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113112 |
| &nbsp;&nbsp;&nbsp;Fisher & Paykel Healthcare Corp. Ltd. (New Zealand) | &nbsp;&nbsp;&nbsp;3009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65246 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies, Inc.(a) | 11092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789529 |
| &nbsp;&nbsp;&nbsp;Hologic, Inc.\* | &nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506453 |
| &nbsp;&nbsp;&nbsp;Hoya Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138688 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories, Inc.\* | &nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101304 |
| &nbsp;&nbsp;&nbsp;Insulet Corp.\* | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377712 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.\* | &nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3982954 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC | 31190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702614 |
| &nbsp;&nbsp;&nbsp;PHC Holdings Corp. (Japan) | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18207 |
| &nbsp;&nbsp;&nbsp;ResMed, Inc.(a) | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808128 |
| &nbsp;&nbsp;&nbsp;Solventum Corp.\* | &nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220061 |
| &nbsp;&nbsp;&nbsp;STERIS PLC | &nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541769 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760156 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424974 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24705480 |
| **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** |
| &nbsp;&nbsp;&nbsp;Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193902 |
| &nbsp;&nbsp;&nbsp;Cencora, Inc. | &nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507872 |
| &nbsp;&nbsp;&nbsp;Centene Corp.\* | 11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381421 |
| &nbsp;&nbsp;&nbsp;Cigna Group (The) | &nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733875 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | 30983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225199 |
| &nbsp;&nbsp;&nbsp;DaVita, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138321 |
| &nbsp;&nbsp;&nbsp;Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557430 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG (Germany) | &nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88596 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70993 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798312 |
| &nbsp;&nbsp;&nbsp;Henry Schein, Inc.\* | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191620 |
| &nbsp;&nbsp;&nbsp;Humana, Inc. | &nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521904 |
| &nbsp;&nbsp;&nbsp;Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560301 |
| &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587426 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509548 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc. | 22020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5958392 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Inc. (Class B Stock) | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21257773 |
| **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166184 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties, Inc. | 16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272738 |
| &nbsp;&nbsp;&nbsp;Ventas, Inc.(a) | 11668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954209 |
| &nbsp;&nbsp;&nbsp;Welltower, Inc. | 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361070 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4754201 |
| **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts, Inc. | 16082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308131 |
| **Hotels, Restaurants & Leisure — 0.9%** | **Hotels, Restaurants & Leisure — 0.9%** | **Hotels, Restaurants & Leisure — 0.9%** |
| &nbsp;&nbsp;&nbsp;Airbnb, Inc. (Class A Stock)\* | 10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288056 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7883 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326153 |
| &nbsp;&nbsp;&nbsp;Carnival Corp. | 27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706524 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Inc.\* | 31700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014717 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539110 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294208 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Hotels, Restaurants & Leisure (cont'd.)** | **Hotels, Restaurants & Leisure (cont'd.)** | **Hotels, Restaurants & Leisure (cont'd.)** |
| &nbsp;&nbsp;&nbsp;DoorDash, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1336335 |
| &nbsp;&nbsp;&nbsp;Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634947 |
| &nbsp;&nbsp;&nbsp;Food & Life Cos. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23863 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702848 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385242 |
| &nbsp;&nbsp;&nbsp;Marriott International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742629 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | 17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407746 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International\* | &nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196153 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd.\* | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224400 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd.(a) | &nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706116 |
| &nbsp;&nbsp;&nbsp;Sodexo SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14219 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp.(a) | 27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481643 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213255 |
| &nbsp;&nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057264 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24303311 |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| &nbsp;&nbsp;&nbsp;D.R. Horton, Inc.(a) | &nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891930 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd. | &nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904839 |
| &nbsp;&nbsp;&nbsp;Lennar Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460252 |
| &nbsp;&nbsp;&nbsp;NVR, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461288 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. (Japan) | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73794 |
| &nbsp;&nbsp;&nbsp;PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531832 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. (Japan) | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58360 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382295 |
| **Household Products — 0.4%** | **Household Products — 0.4%** | **Household Products — 0.4%** |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531924 |
| &nbsp;&nbsp;&nbsp;Clorox Co. (The) | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310890 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co.(a) | 19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644939 |
| &nbsp;&nbsp;&nbsp;Essity AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10850 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp.(a) | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762113 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. (The) | 56525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8164471 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41084 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11466271 |
| **Independent Power & Renewable Electricity Producers — 0.1%** | **Independent Power & Renewable Electricity Producers — 0.1%** | **Independent Power & Renewable Electricity Producers — 0.1%** |
| &nbsp;&nbsp;&nbsp;AES Corp. (The) | 23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336751 |
| &nbsp;&nbsp;&nbsp;RWE AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63377 |
| &nbsp;&nbsp;&nbsp;Solaria Energia y Medio Ambiente SA (Spain)\* | &nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19206 |
| &nbsp;&nbsp;&nbsp;Vistra Corp. | &nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142508 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561842 |
| **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** |
| &nbsp;&nbsp;&nbsp;3M Co. | 12680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841517 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd. (United Kingdom) | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84436 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd. (Japan) | &nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126143 |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | 15512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506177 |
| &nbsp;&nbsp;&nbsp;Siemens AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96479 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654752 |
| **Industrial REITs — 0.1%** | **Industrial REITs — 0.1%** | **Industrial REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Prologis, Inc. | 22684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998371 |

---

A5

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Insurance — 0.9%** | **Insurance — 0.9%** | **Insurance — 0.9%** |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13761 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. | &nbsp;&nbsp;&nbsp;12486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91313 |
| &nbsp;&nbsp;&nbsp;Aflac, Inc. | &nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239723 |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10306 |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131114 |
| &nbsp;&nbsp;&nbsp;Allianz SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124584 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326976 |
| &nbsp;&nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;&nbsp;12839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966135 |
| &nbsp;&nbsp;&nbsp;Aon PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710734 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd.\* | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815915 |
| &nbsp;&nbsp;&nbsp;Arthur J. Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364454 |
| &nbsp;&nbsp;&nbsp;Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283153 |
| &nbsp;&nbsp;&nbsp;AXA SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;4289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197086 |
| &nbsp;&nbsp;&nbsp;Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469512 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896214 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;3737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588017 |
| &nbsp;&nbsp;&nbsp;Daiichi Life Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11066 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175917 |
| &nbsp;&nbsp;&nbsp;Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339924 |
| &nbsp;&nbsp;&nbsp;Globe Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253985 |
| &nbsp;&nbsp;&nbsp;Hartford Insurance Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892518 |
| &nbsp;&nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445639 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046710 |
| &nbsp;&nbsp;&nbsp;MetLife, Inc. | &nbsp;&nbsp;&nbsp;13250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937040 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101773 |
| &nbsp;&nbsp;&nbsp;NN Group NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101759 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423517 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. (The) | &nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834832 |
| &nbsp;&nbsp;&nbsp;QBE Insurance Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;5746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84792 |
| &nbsp;&nbsp;&nbsp;Suncorp Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12120 |
| &nbsp;&nbsp;&nbsp;Talanx AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29533 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9388 |
| &nbsp;&nbsp;&nbsp;Travelers Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556113 |
| &nbsp;&nbsp;&nbsp;Unipol Assicurazioni SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45067 |
| &nbsp;&nbsp;&nbsp;W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463960 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680238 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23674888 |
| **Interactive Media & Services — 3.8%** | **Interactive Media & Services — 3.8%** | **Interactive Media & Services — 3.8%** |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class A Stock) | 141500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40689740 |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class C Stock) | 113760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32633194 |
| &nbsp;&nbsp;&nbsp;LY Corp. (Japan) | &nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51839 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;53170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30420152 |
| &nbsp;&nbsp;&nbsp;Scout24 SE (Germany), 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11651 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103806576 |
| **IT Services — 0.4%** | **IT Services — 0.4%** | **IT Services — 0.4%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2974350 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390490 |
| &nbsp;&nbsp;&nbsp;Capgemini SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55223 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705525 |
| &nbsp;&nbsp;&nbsp;EPAM Systems, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181436 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18406 |
| &nbsp;&nbsp;&nbsp;Gartner, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259678 |
| &nbsp;&nbsp;&nbsp;GoDaddy, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281078 |
| &nbsp;&nbsp;&nbsp;Indra Sistemas SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8383 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **IT Services (cont'd.)** | **IT Services (cont'd.)** | **IT Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 22800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5526492 |
| &nbsp;&nbsp;&nbsp;NEC Corp. (Japan) | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44790 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19157 |
| &nbsp;&nbsp;&nbsp;Obic Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16990 |
| &nbsp;&nbsp;&nbsp;Otsuka Corp. (Japan) | &nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74664 |
| &nbsp;&nbsp;&nbsp;TIS, Inc. (Japan) | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34210 |
| &nbsp;&nbsp;&nbsp;VeriSign, Inc. | &nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516589 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11107461 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299520 |
| **Life Sciences Tools & Services — 0.4%** | **Life Sciences Tools & Services — 0.4%** | **Life Sciences Tools & Services — 0.4%** |
| &nbsp;&nbsp;&nbsp;Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788058 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp.(a) | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198588 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International, Inc.\* | &nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200100 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | 15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900880 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings, Inc.\*(a) | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716268 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630600 |
| &nbsp;&nbsp;&nbsp;Revvity, Inc.(a) | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245308 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4492584 |
| &nbsp;&nbsp;&nbsp;Waters Corp.\* | &nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691194 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451152 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11314732 |
| **Machinery — 1.0%** | **Machinery — 1.0%** | **Machinery — 1.0%** |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18071 |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | 11320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8019767 |
| &nbsp;&nbsp;&nbsp;Cummins, Inc. | &nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813127 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469928 |
| &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667040 |
| &nbsp;&nbsp;&nbsp;Epiroc AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8226 |
| &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433948 |
| &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362041 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665856 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand, Inc.(a) | &nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689032 |
| &nbsp;&nbsp;&nbsp;Kubota Corp. (Japan) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80126 |
| &nbsp;&nbsp;&nbsp;Makita Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9860 |
| &nbsp;&nbsp;&nbsp;Metso OYJ (Finland) | &nbsp;&nbsp;&nbsp;6956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120550 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107159 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345878 |
| &nbsp;&nbsp;&nbsp;NSK Ltd. (Japan) | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38976 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;9201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709213 |
| &nbsp;&nbsp;&nbsp;PACCAR, Inc. | 12814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480017 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2761815 |
| &nbsp;&nbsp;&nbsp;Pentair PLC | &nbsp;&nbsp;&nbsp;3877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337725 |
| &nbsp;&nbsp;&nbsp;Sandvik AB (Sweden) | &nbsp;&nbsp;&nbsp;4222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162302 |
| &nbsp;&nbsp;&nbsp;SMC Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39330 |
| &nbsp;&nbsp;&nbsp;Snap-on, Inc. | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472186 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;3847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273368 |
| &nbsp;&nbsp;&nbsp;Wartsila OYJ Abp (Finland) | &nbsp;&nbsp;&nbsp;3703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137929 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037376 |
| &nbsp;&nbsp;&nbsp;Xylem, Inc. | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693100 |

---

A6

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Machinery (cont'd.)** | **Machinery (cont'd.)** | **Machinery (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7723 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25961669 |
| **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14987 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK (Japan) | &nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44082 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co. Ltd. (China) | 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74435 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133504 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| &nbsp;&nbsp;&nbsp;Charter Communications, Inc. (Class A Stock)\*(a) | &nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444713 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374624 |
| &nbsp;&nbsp;&nbsp;Fox Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303680 |
| &nbsp;&nbsp;&nbsp;Fox Corp. (Class B Stock) | &nbsp;&nbsp;&nbsp;3633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192912 |
| &nbsp;&nbsp;&nbsp;Future PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;5583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21932 |
| &nbsp;&nbsp;&nbsp;News Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241198 |
| &nbsp;&nbsp;&nbsp;News Corp. (Class B Stock) | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108338 |
| &nbsp;&nbsp;&nbsp;Omnicom Group, Inc.(a) | &nbsp;&nbsp;&nbsp;7413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558273 |
| &nbsp;&nbsp;&nbsp;Paramount Skydance Corp. (Class B Stock)(a) | &nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62148 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28059 |
| &nbsp;&nbsp;&nbsp;Trade Desk, Inc. (The) (Class A Stock)\* | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249590 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585467 |
| **Metals & Mining — 0.3%** | **Metals & Mining — 0.3%** | **Metals & Mining — 0.3%** |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA (Luxembourg) | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10891 |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;6497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235078 |
| &nbsp;&nbsp;&nbsp;Boliden AB (Sweden)\* | &nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55462 |
| &nbsp;&nbsp;&nbsp;Evolution Mining Ltd. (Australia) | 10152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91416 |
| &nbsp;&nbsp;&nbsp;Fortescue Ltd. (Australia) | &nbsp;&nbsp;&nbsp;4748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67847 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan, Inc. | 34988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056595 |
| &nbsp;&nbsp;&nbsp;JFE Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 |
| &nbsp;&nbsp;&nbsp;JX Advanced Metals Corp. (Japan) | &nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82006 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths Ltd. (Australia)\* | &nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11025 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Materials Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12605 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | 26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879450 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946960 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41469 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC (Australia) | &nbsp;&nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192598 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7294597 |
| **Multi-Utilities — 0.3%** | **Multi-Utilities — 0.3%** | **Multi-Utilities — 0.3%** |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747456 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy, Inc. | 15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673296 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612882 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison, Inc.(a) | &nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973348 |
| &nbsp;&nbsp;&nbsp;Dominion Energy, Inc. | 20415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262055 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731100 |
| &nbsp;&nbsp;&nbsp;E.ON SE (Germany) | &nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45730 |
| &nbsp;&nbsp;&nbsp;Engie SA (France) | &nbsp;&nbsp;&nbsp;6358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204902 |
| &nbsp;&nbsp;&nbsp;National Grid PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;6532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110261 |
| &nbsp;&nbsp;&nbsp;NiSource, Inc. | 11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531924 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Multi-Utilities (cont'd.)** | **Multi-Utilities (cont'd.)** | **Multi-Utilities (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$963305 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;15638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519545 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950819 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9326623 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;BXP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181650 |
| **Oil, Gas & Consumable Fuels — 1.9%** | **Oil, Gas & Consumable Fuels — 1.9%** | **Oil, Gas & Consumable Fuels — 1.9%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA (Norway) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18521 |
| &nbsp;&nbsp;&nbsp;APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357090 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;45599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9434433 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;29845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939540 |
| &nbsp;&nbsp;&nbsp;Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639548 |
| &nbsp;&nbsp;&nbsp;d'Amico International Shipping SA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23574 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754800 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949392 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163083 |
| &nbsp;&nbsp;&nbsp;Eni SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100059 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879410 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941872 |
| &nbsp;&nbsp;&nbsp;Equinor ASA (Norway) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14187 |
| &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625746 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 101614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17239831 |
| &nbsp;&nbsp;&nbsp;Galp Energia SGPS SA (Portugal) | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38724 |
| &nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18653 |
| &nbsp;&nbsp;&nbsp;Inpex Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38453 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;&nbsp;46898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572490 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738317 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;17204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118260 |
| &nbsp;&nbsp;&nbsp;ONEOK, Inc.(a) | &nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364889 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;9838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792287 |
| &nbsp;&nbsp;&nbsp;Repsol SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17734 |
| &nbsp;&nbsp;&nbsp;Shell PLC | &nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178637 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328869 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669130 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161064 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853100 |
| &nbsp;&nbsp;&nbsp;Williams Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132454 |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17946 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51122093 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp;Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030440 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14707 |
| &nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA (United Kingdom) | &nbsp;&nbsp;&nbsp;16468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78162 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435812 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708939 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268060 |
| **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos., Inc. (The) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423443 |
| &nbsp;&nbsp;&nbsp;Kenvue, Inc. | &nbsp;&nbsp;&nbsp;45900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791316 |
| &nbsp;&nbsp;&nbsp;Shiseido Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69463 |

---

A7

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Personal Care Products (cont'd.)** | **Personal Care Products (cont'd.)** | **Personal Care Products (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17677 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301899 |
| **Pharmaceuticals — 1.8%** | **Pharmaceuticals — 1.8%** | **Pharmaceuticals — 1.8%** |
| &nbsp;&nbsp;&nbsp;Astellas Pharma, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161388 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186936 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;49570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006420 |
| &nbsp;&nbsp;&nbsp;Chugai Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22059 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;19260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17714770 |
| &nbsp;&nbsp;&nbsp;Galderma Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38521 |
| &nbsp;&nbsp;&nbsp;GSK PLC | &nbsp;&nbsp;&nbsp;&nbsp;4419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121723 |
| &nbsp;&nbsp;&nbsp;Ipsen SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108393 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;58608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14326140 |
| &nbsp;&nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;60333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7257457 |
| &nbsp;&nbsp;&nbsp;Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360098 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37509 |
| &nbsp;&nbsp;&nbsp;Orion OYJ (Finland) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73067 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | 138270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882622 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390710 |
| &nbsp;&nbsp;&nbsp;Sandoz Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58293 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153739 |
| &nbsp;&nbsp;&nbsp;Shionogi & Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26545 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22097 |
| &nbsp;&nbsp;&nbsp;Viatris, Inc. | &nbsp;&nbsp;&nbsp;27386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369985 |
| &nbsp;&nbsp;&nbsp;Zoetis, Inc. | &nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217563 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49536035 |
| **Professional Services — 0.2%** | **Professional Services — 0.2%** | **Professional Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991164 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454944 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22385 |
| &nbsp;&nbsp;&nbsp;Equifax, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540210 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356384 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497664 |
| &nbsp;&nbsp;&nbsp;Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709324 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8714 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23858 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645150 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5249797 |
| **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** |
| &nbsp;&nbsp;&nbsp;CBRE Group, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961766 |
| &nbsp;&nbsp;&nbsp;CoStar Group, Inc.\* | &nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407434 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35151 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 |
| &nbsp;&nbsp;&nbsp;Hulic Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45461 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57352 |
| &nbsp;&nbsp;&nbsp;Vonovia SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;3068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76738 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590177 |
| **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583976 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253916 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Residential REITs (cont'd.)** | **Residential REITs (cont'd.)** | **Residential REITs (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$502775 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399300 |
| &nbsp;&nbsp;&nbsp;Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335475 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366360 |
| &nbsp;&nbsp;&nbsp;UDR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239838 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681640 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191178 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | &nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364014 |
| &nbsp;&nbsp;&nbsp;Klepierre SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51207 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370432 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287508 |
| &nbsp;&nbsp;&nbsp;Scentre Group (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;3778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717 |
| &nbsp;&nbsp;&nbsp;Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472281 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31443 |
| &nbsp;&nbsp;&nbsp;Vicinity Ltd. (Australia) | &nbsp;&nbsp;&nbsp;29154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47562 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824342 |
| **Semiconductors & Semiconductor Equipment — 7.3%** | **Semiconductors & Semiconductor Equipment — 7.3%** | **Semiconductors & Semiconductor Equipment — 7.3%** |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices, Inc.\* | &nbsp;&nbsp;&nbsp;39699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075968 |
| &nbsp;&nbsp;&nbsp;Advantest Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193209 |
| &nbsp;&nbsp;&nbsp;Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;11947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800819 |
| &nbsp;&nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596547 |
| &nbsp;&nbsp;&nbsp;ASM International NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10611 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626315 |
| &nbsp;&nbsp;&nbsp;BE Semiconductor Industries NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23133 |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | 115300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35686503 |
| &nbsp;&nbsp;&nbsp;First Solar, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532602 |
| &nbsp;&nbsp;&nbsp;Intel Corp.\* | 114200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5039646 |
| &nbsp;&nbsp;&nbsp;Kioxia Holdings Corp. (Japan)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104480 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696988 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495264 |
| &nbsp;&nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833469 |
| &nbsp;&nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9256816 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301086 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 590600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103000640 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220532 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575856 |
| &nbsp;&nbsp;&nbsp;Qnity Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573785 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348280 |
| &nbsp;&nbsp;&nbsp;Renesas Electronics Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22876 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198135 |
| &nbsp;&nbsp;&nbsp;Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156194 |
| &nbsp;&nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290494 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24845 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197685093 |
| **Software — 4.1%** | **Software — 4.1%** | **Software — 4.1%** |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.\* | &nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440523 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658640 |
| &nbsp;&nbsp;&nbsp;Autodesk, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244880 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861729 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85710 |

---

A8

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Software (cont'd.)** | **Software (cont'd.)** | **Software (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2381501 |
| &nbsp;&nbsp;&nbsp;Datadog, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920790 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619173 |
| &nbsp;&nbsp;&nbsp;Fortinet, Inc.\*(a) | &nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233972 |
| &nbsp;&nbsp;&nbsp;Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;13378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251908 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888298 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 180540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66830492 |
| &nbsp;&nbsp;&nbsp;Nice Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13028 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;41250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068287 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;55600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8133168 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks, Inc.\* | &nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3158304 |
| &nbsp;&nbsp;&nbsp;PTC, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398972 |
| &nbsp;&nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905882 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc.(a) | &nbsp;&nbsp;&nbsp;22850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265409 |
| &nbsp;&nbsp;&nbsp;SAP SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96834 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.\* | &nbsp;&nbsp;&nbsp;25450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660798 |
| &nbsp;&nbsp;&nbsp;Synopsys, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;4687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858302 |
| &nbsp;&nbsp;&nbsp;Trimble, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384857 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380042 |
| &nbsp;&nbsp;&nbsp;Workday, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649600 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112391099 |
| **Specialized REITs — 0.4%** | **Specialized REITs — 0.4%** | **Specialized REITs — 0.4%** |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;11460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977767 |
| &nbsp;&nbsp;&nbsp;Crown Castle, Inc.(a) | &nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845624 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423659 |
| &nbsp;&nbsp;&nbsp;Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356497 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668763 |
| &nbsp;&nbsp;&nbsp;Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725398 |
| &nbsp;&nbsp;&nbsp;Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061849 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430275 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Inc. | &nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693928 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;17818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435294 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10619054 |
| **Specialty Retail — 0.9%** | **Specialty Retail — 0.9%** | **Specialty Retail — 0.9%** |
| &nbsp;&nbsp;&nbsp;AutoZone, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384890 |
| &nbsp;&nbsp;&nbsp;Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306555 |
| &nbsp;&nbsp;&nbsp;Carvana Co.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100330 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79021 |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;24250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7975582 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29745 |
| &nbsp;&nbsp;&nbsp;JD Sports Fashion PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;23267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22068 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;29312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111454 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237036 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive, Inc.\* | &nbsp;&nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864662 |
| &nbsp;&nbsp;&nbsp;Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711377 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311900 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co.(a) | &nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570780 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554073 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528757 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23788230 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Technology Hardware, Storage & Peripherals — 3.7%** | **Technology Hardware, Storage & Peripherals — 3.7%** | **Technology Hardware, Storage & Peripherals — 3.7%** |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | 356840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$90562424 |
| &nbsp;&nbsp;&nbsp;Dell Technologies, Inc. (Class C Stock) | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198149 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;31648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753539 |
| &nbsp;&nbsp;&nbsp;HP, Inc. | &nbsp;&nbsp;&nbsp;22348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429305 |
| &nbsp;&nbsp;&nbsp;Logitech International SA (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60455 |
| &nbsp;&nbsp;&nbsp;NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481233 |
| &nbsp;&nbsp;&nbsp;Sandisk Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287224 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076328 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer, Inc.\* | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273240 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245878 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100367775 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| &nbsp;&nbsp;&nbsp;Asics Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59147 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA (Switzerland) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108765 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332299 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382750 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47012 |
| &nbsp;&nbsp;&nbsp;NIKE, Inc. (Class B Stock) | &nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505370 |
| &nbsp;&nbsp;&nbsp;OVS SpA (Italy), 144A | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10775 |
| &nbsp;&nbsp;&nbsp;Pandora A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19512 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343990 |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691439 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3501059 |
| **Tobacco — 0.3%** | **Tobacco — 0.3%** | **Tobacco — 0.3%** |
| &nbsp;&nbsp;&nbsp;Altria Group, Inc. | &nbsp;&nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692392 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127207 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132105 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266386 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9218090 |
| **Trading Companies & Distributors — 0.1%** | **Trading Companies & Distributors — 0.1%** | **Trading Companies & Distributors — 0.1%** |
| &nbsp;&nbsp;&nbsp;AerCap Holdings NV (Ireland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109744 |
| &nbsp;&nbsp;&nbsp;Diploma PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49901 |
| &nbsp;&nbsp;&nbsp;Fastenal Co. | &nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276000 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54873 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81171 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26193 |
| &nbsp;&nbsp;&nbsp;United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107411 |
| &nbsp;&nbsp;&nbsp;W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145351 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850644 |
| **Water Utilities — 0.0%** | **Water Utilities — 0.0%** | **Water Utilities — 0.0%** |
| &nbsp;&nbsp;&nbsp;American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626014 |
| **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Airtel Africa PLC (Nigeria), 144A | &nbsp;&nbsp;&nbsp;19185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88469 |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46264 |
| &nbsp;&nbsp;&nbsp;Tele2 AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8693 |
| &nbsp;&nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436348 |

---

A9

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Wireless Telecommunication Services (cont'd.)** | **Wireless Telecommunication Services (cont'd.)** | **Wireless Telecommunication Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC (United Kingdom) | 96330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$145300 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725074 |
| **Total Common Stocks<br>(cost $271,662,874)<br>** | **Total Common Stocks<br>(cost $271,662,874)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;1378588026 |
| **Preferred Stocks — 0.0%** | **Preferred Stocks — 0.0%** | **Preferred Stocks — 0.0%** |
| **Automobiles — 0.0%** | **Automobiles — 0.0%** | **Automobiles — 0.0%** |
| &nbsp;&nbsp;&nbsp;Porsche Automobil Holding SE (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8239 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41838 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50077 |
| **Banks — 0.0%** | **Banks — 0.0%** | **Banks — 0.0%** |
| &nbsp;&nbsp;&nbsp;Citigroup Capital XIII, 10.298%(c), 3 Month SOFR + 6.632%, Maturing 10/30/40 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587000 |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |
| &nbsp;&nbsp;&nbsp;State Street Corp., 5.350%(ff), Series G, Maturing 06/15/26(oo) | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324300 |
| **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co. KGaA (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92776 |
| **Total Preferred Stocks<br>(cost $1,022,555)<br>** | **Total Preferred Stocks<br>(cost $1,022,555)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054153 |
| **Unaffiliated Exchange-Traded Funds — 0.5%** | **Unaffiliated Exchange-Traded Funds — 0.5%** | **Unaffiliated Exchange-Traded Funds — 0.5%** |
| &nbsp;&nbsp;&nbsp;iShares Core S&P 500 ETF | 22300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14566583 |
| &nbsp;&nbsp;&nbsp;iShares MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48565 |
| **Total Unaffiliated Exchange-Traded Funds<br>(cost $9,656,626)<br>** | **Total Unaffiliated Exchange-Traded Funds<br>(cost $9,656,626)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14615148 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |
| **Asset-Backed Securities — 6.8%** | **Asset-Backed Securities — 6.8%** | **Asset-Backed Securities — 6.8%** | **Asset-Backed Securities — 6.8%** |
| **Automobiles — 2.0%** | **Automobiles — 2.0%** | **Automobiles — 2.0%** | **Automobiles — 2.0%** |
| AmeriCredit Automobile Receivables Trust, | AmeriCredit Automobile Receivables Trust, | AmeriCredit Automobile Receivables Trust, | AmeriCredit Automobile Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-03, Class C | &nbsp;&nbsp;&nbsp;Series 2021-03, Class C | &nbsp;&nbsp;&nbsp;Series 2021-03, Class C | &nbsp;&nbsp;&nbsp;Series 2021-03, Class C |
| &nbsp;&nbsp;&nbsp;1.410% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;208116 |
| ARI Fleet Lease Trust, | ARI Fleet Lease Trust, | ARI Fleet Lease Trust, | ARI Fleet Lease Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-A, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-A, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-A, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-A, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;313457 |
| Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, |
| &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;1.660% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/28 | &nbsp;&nbsp;2600 | 2552565 |
| &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.830% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/21/28 | &nbsp;&nbsp;2800 | 2784590 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;1100 | 1103495 |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.360% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1100 | 1124165 |
| &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;304967 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** |
| BOF VII AL Funding Trust I, | BOF VII AL Funding Trust I, | BOF VII AL Funding Trust I, | BOF VII AL Funding Trust I, |
| &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;6.291% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$511157 |
| &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2023-CAR03, Class B, 144A |
| &nbsp;&nbsp;&nbsp;6.632% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185729 |
| Chesapeake Funding II LLC, | Chesapeake Funding II LLC, | Chesapeake Funding II LLC, | Chesapeake Funding II LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453577 |
| Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-03, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/28 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002364 |
| Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-02, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02, Class B, 144A |
| &nbsp;&nbsp;&nbsp;1.910% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393928 |
| &nbsp;&nbsp;&nbsp;Series 2023-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.280% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840163 |
| &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.870%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/36 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231843 |
| &nbsp;&nbsp;&nbsp;Series 2025-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.860%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/37 | &nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596163 |
| &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.370%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/38 | &nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5124868 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.320%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/38 | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175648 |
| GM Financial Revolving Receivables Trust, | GM Financial Revolving Receivables Trust, | GM Financial Revolving Receivables Trust, | GM Financial Revolving Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-01, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class B, 144A |
| &nbsp;&nbsp;&nbsp;1.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197469 |
| &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509285 |
| GMF Floorplan Owner Revolving Trust, | GMF Floorplan Owner Revolving Trust, | GMF Floorplan Owner Revolving Trust, | GMF Floorplan Owner Revolving Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-04A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-04A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-04A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-04A, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216204 |
| OneMain Direct Auto Receivables Trust, | OneMain Direct Auto Receivables Trust, | OneMain Direct Auto Receivables Trust, | OneMain Direct Auto Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.410% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/14/29 | &nbsp;&nbsp;2973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994303 |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.360% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/35 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4089223 |
| Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-01, Class C | &nbsp;&nbsp;&nbsp;Series 2023-01, Class C | &nbsp;&nbsp;&nbsp;Series 2023-01, Class C | &nbsp;&nbsp;&nbsp;Series 2023-01, Class C |
| &nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449973 |
| &nbsp;&nbsp;&nbsp;Series 2023-03, Class C | &nbsp;&nbsp;&nbsp;Series 2023-03, Class C | &nbsp;&nbsp;&nbsp;Series 2023-03, Class C | &nbsp;&nbsp;&nbsp;Series 2023-03, Class C |
| &nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912991 |
| &nbsp;&nbsp;&nbsp;Series 2023-04, Class C | &nbsp;&nbsp;&nbsp;Series 2023-04, Class C | &nbsp;&nbsp;&nbsp;Series 2023-04, Class C | &nbsp;&nbsp;&nbsp;Series 2023-04, Class C |
| &nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633470 |
| &nbsp;&nbsp;&nbsp;Series 2024-02, Class C | &nbsp;&nbsp;&nbsp;Series 2024-02, Class C | &nbsp;&nbsp;&nbsp;Series 2024-02, Class C | &nbsp;&nbsp;&nbsp;Series 2024-02, Class C |
| &nbsp;&nbsp;&nbsp;5.840% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508924 |
| &nbsp;&nbsp;&nbsp;Series 2024-05, Class C | &nbsp;&nbsp;&nbsp;Series 2024-05, Class C | &nbsp;&nbsp;&nbsp;Series 2024-05, Class C | &nbsp;&nbsp;&nbsp;Series 2024-05, Class C |
| &nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507447 |
| &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C |
| &nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802566 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C |
| &nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875302 |
| SFS Auto Receivables Securitization Trust, | SFS Auto Receivables Securitization Trust, | SFS Auto Receivables Securitization Trust, | SFS Auto Receivables Securitization Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class B, 144A |
| &nbsp;&nbsp;&nbsp;5.710% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203424 |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class C, 144A |
| &nbsp;&nbsp;&nbsp;5.970% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306051 |

---

A10

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** |
| Toyota Auto Loan Extended Note Trust, | Toyota Auto Loan Extended Note Trust, | Toyota Auto Loan Extended Note Trust, | Toyota Auto Loan Extended Note Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/38 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;$2519764 |
| Westlake Automobile Receivables Trust, | Westlake Automobile Receivables Trust, | Westlake Automobile Receivables Trust, | Westlake Automobile Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class B, 144A |
| &nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104553 |
| Wheels Fleet Lease Funding LLC, | Wheels Fleet Lease Funding LLC, | Wheels Fleet Lease Funding LLC, | Wheels Fleet Lease Funding LLC, |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625767 |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795093 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53158604 |
| **Collateralized Loan Obligations — 3.5%** | **Collateralized Loan Obligations — 3.5%** | **Collateralized Loan Obligations — 3.5%** | **Collateralized Loan Obligations — 3.5%** |
| AGL CLO Ltd. (Cayman Islands), | AGL CLO Ltd. (Cayman Islands), | AGL CLO Ltd. (Cayman Islands), | AGL CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-09A, Class AR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2020-09A, Class AR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2020-09A, Class AR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2020-09A, Class AR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.198%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 | &nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752603 |
| &nbsp;&nbsp;&nbsp;Series 2021-15A, Class A1R, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2021-15A, Class A1R, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2021-15A, Class A1R, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2021-15A, Class A1R, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) |
| &nbsp;&nbsp;&nbsp;4.871%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/39 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996915 |
| Canyon Capital CLO Ltd. (Cayman Islands), | Canyon Capital CLO Ltd. (Cayman Islands), | Canyon Capital CLO Ltd. (Cayman Islands), | Canyon Capital CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) |
| &nbsp;&nbsp;&nbsp;4.934%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798710 |
| Clover CLO LLC, | Clover CLO LLC, | Clover CLO LLC, | Clover CLO LLC, |
| &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1RR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1RR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1RR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1RR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.198%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7001851 |
| CVC Cordatus Loan Fund DAC (Ireland), | CVC Cordatus Loan Fund DAC (Ireland), | CVC Cordatus Loan Fund DAC (Ireland), | CVC Cordatus Loan Fund DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 14A, Class A2R, 144A | &nbsp;&nbsp;&nbsp;Series 14A, Class A2R, 144A | &nbsp;&nbsp;&nbsp;Series 14A, Class A2R, 144A | &nbsp;&nbsp;&nbsp;Series 14A, Class A2R, 144A |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/22/32 | &nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863184 |
| Eldridge CLO Ltd., | Eldridge CLO Ltd., | Eldridge CLO Ltd., | Eldridge CLO Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2026-03A, Class A, 144A, 3 Month SOFR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 2026-03A, Class A, 144A, 3 Month SOFR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 2026-03A, Class A, 144A, 3 Month SOFR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 2026-03A, Class A, 144A, 3 Month SOFR + 1.220% (Cap N/A, Floor 1.220%) |
| &nbsp;&nbsp;&nbsp;4.939%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/38 | &nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299406 |
| Elevation CLO Ltd. (Cayman Islands), | Elevation CLO Ltd. (Cayman Islands), | Elevation CLO Ltd. (Cayman Islands), | Elevation CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2021-12A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 2021-12A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 2021-12A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 2021-12A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) |
| &nbsp;&nbsp;&nbsp;5.288%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 | &nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6751552 |
| Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-05A, Class AR1, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%) | &nbsp;&nbsp;&nbsp;Series 2024-05A, Class AR1, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%) | &nbsp;&nbsp;&nbsp;Series 2024-05A, Class AR1, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%) | &nbsp;&nbsp;&nbsp;Series 2024-05A, Class AR1, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%) |
| &nbsp;&nbsp;&nbsp;5.188%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001718 |
| Grosvenor Place CLO DAC (Ireland), | Grosvenor Place CLO DAC (Ireland), | Grosvenor Place CLO DAC (Ireland), | Grosvenor Place CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) |
| &nbsp;&nbsp;&nbsp;3.624%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/24/38 | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7529448 |
| ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.276%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/38 | &nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053004 |
| Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 08A, Class A1R2, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 08A, Class A1R2, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 08A, Class A1R2, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 08A, Class A1R2, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) |
| &nbsp;&nbsp;&nbsp;5.048%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251076 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Madison Park Funding Ltd. (Cayman Islands), | Madison Park Funding Ltd. (Cayman Islands), | Madison Park Funding Ltd. (Cayman Islands), | Madison Park Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-33A, Class AR, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 1.290%) | &nbsp;&nbsp;&nbsp;Series 2019-33A, Class AR, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 1.290%) | &nbsp;&nbsp;&nbsp;Series 2019-33A, Class AR, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 1.290%) | &nbsp;&nbsp;&nbsp;Series 2019-33A, Class AR, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 1.290%) |
| &nbsp;&nbsp;&nbsp;4.962%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;5258 | &nbsp;&nbsp;$5257716 |
| Monument CLO DAC (Ireland), | Monument CLO DAC (Ireland), | Monument CLO DAC (Ireland), | Monument CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) |
| &nbsp;&nbsp;&nbsp;3.574%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/37 | &nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7820427 |
| Penta CLO DAC (Ireland), | Penta CLO DAC (Ireland), | Penta CLO DAC (Ireland), | Penta CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2017-03A, Class A1RR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2017-03A, Class A1RR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2017-03A, Class A1RR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2017-03A, Class A1RR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.276%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/38 | &nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890254 |
| Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-01A, Class ARR, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class ARR, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class ARR, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class ARR, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) |
| &nbsp;&nbsp;&nbsp;5.062%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6503758 |
| St. Pauls CLO (Netherlands), | St. Pauls CLO (Netherlands), | St. Pauls CLO (Netherlands), | St. Pauls CLO (Netherlands), |
| &nbsp;&nbsp;&nbsp;Series 09A, Class A1R, 144A, 3 Month EURIBOR + 0.940% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A1R, 144A, 3 Month EURIBOR + 0.940% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A1R, 144A, 3 Month EURIBOR + 0.940% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A1R, 144A, 3 Month EURIBOR + 0.940% (Cap N/A, Floor 0.940%) |
| &nbsp;&nbsp;&nbsp;2.966%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/35 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304172 |
| Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;3.206%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324719 |
| Trimaran CAVU Ltd., | Trimaran CAVU Ltd., | Trimaran CAVU Ltd., | Trimaran CAVU Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;4.858%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/37 | &nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7239058 |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) |
| &nbsp;&nbsp;&nbsp;5.030%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/38 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750860 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96390431 |
| **Consumer Loans — 0.5%** | **Consumer Loans — 0.5%** | **Consumer Loans — 0.5%** | **Consumer Loans — 0.5%** |
| Affirm Master Trust, | Affirm Master Trust, | Affirm Master Trust, | Affirm Master Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.990% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917565 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788764 |
| GreenSky Home Improvement Trust, | GreenSky Home Improvement Trust, | GreenSky Home Improvement Trust, | GreenSky Home Improvement Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A |
| &nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/59 | &nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368669 |
| OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/14/35 | &nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120431 |
| &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A2, 144A, 30 Day Average SOFR + 0.760% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A2, 144A, 30 Day Average SOFR + 0.760% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A2, 144A, 30 Day Average SOFR + 0.760% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A2, 144A, 30 Day Average SOFR + 0.760% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.432%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/16/36 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000622 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.840% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448145 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12644196 |
| **Credit Cards — 0.2%** | **Credit Cards — 0.2%** | **Credit Cards — 0.2%** | **Credit Cards — 0.2%** |
| NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.914%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513786 |

---

A11

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Credit Cards (cont'd.)** | **Credit Cards (cont'd.)** | **Credit Cards (cont'd.)** | **Credit Cards (cont'd.)** |
| NewDay Funding Master Issuer PLC (United Kingdom), | NewDay Funding Master Issuer PLC (United Kingdom), | NewDay Funding Master Issuer PLC (United Kingdom), | NewDay Funding Master Issuer PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.634%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;$1853785 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367571 |
| **Equipment — 0.1%** | **Equipment — 0.1%** | **Equipment — 0.1%** | **Equipment — 0.1%** |
| Barings Equipment Finance LLC, | Barings Equipment Finance LLC, | Barings Equipment Finance LLC, | Barings Equipment Finance LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-A, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;4.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/13/32 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825415 |
| MMAF Equipment Finance LLC, | MMAF Equipment Finance LLC, | MMAF Equipment Finance LLC, | MMAF Equipment Finance LLC, |
| &nbsp;&nbsp;&nbsp;Series 2019-B, Class A5, 144A | &nbsp;&nbsp;&nbsp;Series 2019-B, Class A5, 144A | &nbsp;&nbsp;&nbsp;Series 2019-B, Class A5, 144A | &nbsp;&nbsp;&nbsp;Series 2019-B, Class A5, 144A |
| &nbsp;&nbsp;&nbsp;2.290% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934721 |
| PEAC Solutions Receivables LLC, | PEAC Solutions Receivables LLC, | PEAC Solutions Receivables LLC, | PEAC Solutions Receivables LLC, |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299352 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059488 |
| **Home Equity Loans — 0.4%** | **Home Equity Loans — 0.4%** | **Home Equity Loans — 0.4%** | **Home Equity Loans — 0.4%** |
| COOPR Residential Mortgage Trust, | COOPR Residential Mortgage Trust, | COOPR Residential Mortgage Trust, | COOPR Residential Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.502%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/60 | &nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710964 |
| JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-HE03, Class A1, 144A, 30 Day Average SOFR + 1.200% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-HE03, Class A1, 144A, 30 Day Average SOFR + 1.200% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-HE03, Class A1, 144A, 30 Day Average SOFR + 1.200% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-HE03, Class A1, 144A, 30 Day Average SOFR + 1.200% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.873%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997646 |
| RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;6.025%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466706 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;6.591%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549699 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES09, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES09, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES09, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES09, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.582%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863788 |
| &nbsp;&nbsp;&nbsp;Series 2025-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES06, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.472%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/55 | &nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857666 |
| Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;6.125%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98583 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;6.290%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838882 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.122%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946215 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.167%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/64 | &nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461438 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9791587 |
| **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** |
| Home Partners of America Trust, | Home Partners of America Trust, | Home Partners of America Trust, | Home Partners of America Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-03, Class A, 144A |
| &nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445116 |
| **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** |
| TFS (Spain), | TFS (Spain), | TFS (Spain), | TFS (Spain), |
| &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1 | &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1 | &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1 | &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1 |
| &nbsp;&nbsp;&nbsp;0.000%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/40^ | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.250% | &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.250% | &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.250% | &nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.250% |
| &nbsp;&nbsp;&nbsp;5.199%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/27^ | &nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;$354882 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354883 |
| **Student Loans — 0.1%** | **Student Loans — 0.1%** | **Student Loans — 0.1%** | **Student Loans — 0.1%** |
| Navient Private Education Refi Loan Trust, | Navient Private Education Refi Loan Trust, | Navient Private Education Refi Loan Trust, | Navient Private Education Refi Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-CA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2019-CA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2019-CA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2019-CA, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;3.130% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/68 | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121195 |
| &nbsp;&nbsp;&nbsp;Series 2020-BA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2020-BA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2020-BA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2020-BA, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;2.120% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/69 | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237741 |
| Pennsylvania Higher Education Assistance Agency, | Pennsylvania Higher Education Assistance Agency, | Pennsylvania Higher Education Assistance Agency, | Pennsylvania Higher Education Assistance Agency, |
| &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 30 Day Average SOFR + 0.644% (Cap N/A, Floor 0.530%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 30 Day Average SOFR + 0.644% (Cap N/A, Floor 0.530%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 30 Day Average SOFR + 0.644% (Cap N/A, Floor 0.530%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 30 Day Average SOFR + 0.644% (Cap N/A, Floor 0.530%) |
| &nbsp;&nbsp;&nbsp;4.306%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/70 | &nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617210 |
| SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, |
| &nbsp;&nbsp;&nbsp;Series 2019-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-A, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106542 |
| &nbsp;&nbsp;&nbsp;Series 2019-B, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-B, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-B, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-B, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;3.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161898 |
| &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;2.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295657 |
| SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437063 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977306 |
| **Total Asset-Backed Securities<br>(cost $182,342,842)<br>** | **Total Asset-Backed Securities<br>(cost $182,342,842)<br>** | **Total Asset-Backed Securities<br>(cost $182,342,842)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185189182 |
| **Commercial Mortgage-Backed Securities — 3.5%** | **Commercial Mortgage-Backed Securities — 3.5%** | **Commercial Mortgage-Backed Securities — 3.5%** | **Commercial Mortgage-Backed Securities — 3.5%** |
| ARES Commercial Mortgage Trust, | ARES Commercial Mortgage Trust, | ARES Commercial Mortgage Trust, | ARES Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-AZURE, Class A, 144A, 1 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2026-AZURE, Class A, 144A, 1 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2026-AZURE, Class A, 144A, 1 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2026-AZURE, Class A, 144A, 1 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) |
| &nbsp;&nbsp;&nbsp;5.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/38 | &nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799999 |
| BANK, | BANK, | BANK, | BANK, |
| &nbsp;&nbsp;&nbsp;Series 2021-BN35, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-BN35, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-BN35, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-BN35, Class A3 |
| &nbsp;&nbsp;&nbsp;1.717% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/64 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188981 |
| &nbsp;&nbsp;&nbsp;Series 2021-BN37, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-BN37, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-BN37, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-BN37, Class A4 |
| &nbsp;&nbsp;&nbsp;2.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/64 | &nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422693 |
| BANK5, | BANK5, | BANK5, | BANK5, |
| &nbsp;&nbsp;&nbsp;Series 2024-05YR12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR12, Class A3 |
| &nbsp;&nbsp;&nbsp;5.902%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/57 | &nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190011 |
| Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-C02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C02, Class A4 |
| &nbsp;&nbsp;&nbsp;4.047% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806064 |
| &nbsp;&nbsp;&nbsp;Series 2021-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-C12, Class A4 |
| &nbsp;&nbsp;&nbsp;2.421% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024078 |
| &nbsp;&nbsp;&nbsp;Series 2023-C19, Class A2A | &nbsp;&nbsp;&nbsp;Series 2023-C19, Class A2A | &nbsp;&nbsp;&nbsp;Series 2023-C19, Class A2A | &nbsp;&nbsp;&nbsp;Series 2023-C19, Class A2A |
| &nbsp;&nbsp;&nbsp;5.756% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/56 | &nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586520 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-B03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-B03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-B03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-B03, Class A4 |
| &nbsp;&nbsp;&nbsp;3.761% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/10/51 | &nbsp;&nbsp;3363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3313227 |
| &nbsp;&nbsp;&nbsp;Series 2021-B24, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-B24, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-B24, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-B24, Class A3 |
| &nbsp;&nbsp;&nbsp;2.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/54 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830475 |
| &nbsp;&nbsp;&nbsp;Series 2023-B38, Class A2 | &nbsp;&nbsp;&nbsp;Series 2023-B38, Class A2 | &nbsp;&nbsp;&nbsp;Series 2023-B38, Class A2 | &nbsp;&nbsp;&nbsp;Series 2023-B38, Class A2 |
| &nbsp;&nbsp;&nbsp;5.626% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/56 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032830 |

---

A12

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** |
| &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 |
| &nbsp;&nbsp;&nbsp;5.909%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5338651 |
| BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-5C7, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C7, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C7, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C7, Class A3 |
| &nbsp;&nbsp;&nbsp;5.566%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621280 |
| BXP Trust, | BXP Trust, | BXP Trust, | BXP Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-601L, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-601L, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-601L, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-601L, Class A, 144A |
| &nbsp;&nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/44 | &nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470563 |
| Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-P07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-P07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-P07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-P07, Class A3 |
| &nbsp;&nbsp;&nbsp;3.442% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/50 | &nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3246870 |
| CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-C08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C08, Class A3 |
| &nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/50 | &nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381436 |
| GS Mortgage Securities Trust, | GS Mortgage Securities Trust, | GS Mortgage Securities Trust, | GS Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-GS03, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-GS03, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-GS03, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-GS03, Class A3 |
| &nbsp;&nbsp;&nbsp;2.592% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/10/49 | &nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789262 |
| &nbsp;&nbsp;&nbsp;Series 2016-GS04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-GS04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-GS04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-GS04, Class A3 |
| &nbsp;&nbsp;&nbsp;3.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;2607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595471 |
| JPMCC Commercial Mortgage Securities Trust, | JPMCC Commercial Mortgage Securities Trust, | JPMCC Commercial Mortgage Securities Trust, | JPMCC Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-JP06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-JP06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-JP06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-JP06, Class A3 |
| &nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/50 | &nbsp;&nbsp;1962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939374 |
| Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-BNK02, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-BNK02, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-BNK02, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-BNK02, Class A3 |
| &nbsp;&nbsp;&nbsp;2.791% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725939 |
| &nbsp;&nbsp;&nbsp;Series 2016-UB11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-UB11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-UB11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-UB11, Class A3 |
| &nbsp;&nbsp;&nbsp;2.531% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/49 | &nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752590 |
| &nbsp;&nbsp;&nbsp;Series 2019-H06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H06, Class A3 |
| &nbsp;&nbsp;&nbsp;3.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/52 | &nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057554 |
| UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 |
| &nbsp;&nbsp;&nbsp;3.212% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;3164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111416 |
| &nbsp;&nbsp;&nbsp;Series 2018-C09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C09, Class A3 |
| &nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/51 | &nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553151 |
| &nbsp;&nbsp;&nbsp;Series 2018-C14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C14, Class A3 |
| &nbsp;&nbsp;&nbsp;4.180% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794143 |
| Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-NXS06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-NXS06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-NXS06, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-NXS06, Class A3 |
| &nbsp;&nbsp;&nbsp;2.642% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177993 |
| &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 |
| &nbsp;&nbsp;&nbsp;3.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/50 | &nbsp;&nbsp;2739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705481 |
| &nbsp;&nbsp;&nbsp;Series 2020-C58, Class A3 | &nbsp;&nbsp;&nbsp;Series 2020-C58, Class A3 | &nbsp;&nbsp;&nbsp;Series 2020-C58, Class A3 | &nbsp;&nbsp;&nbsp;Series 2020-C58, Class A3 |
| &nbsp;&nbsp;&nbsp;1.810% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/53 | &nbsp;&nbsp;4821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4349605 |
| &nbsp;&nbsp;&nbsp;Series 2021-C61, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-C61, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-C61, Class A3 | &nbsp;&nbsp;&nbsp;Series 2021-C61, Class A3 |
| &nbsp;&nbsp;&nbsp;2.406% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7980933 |
| &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 |
| &nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/57 | &nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5377496 |
| **Total Commercial Mortgage-Backed Securities<br>(cost $100,547,389)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $100,547,389)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $100,547,389)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96164086 |
| **Corporate Bonds — 11.3%** | **Corporate Bonds — 11.3%** | **Corporate Bonds — 11.3%** | **Corporate Bonds — 11.3%** |
| **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** |
| Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645350 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** |
| &nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$797160 |
| &nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/49 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095425 |
| Honeywell Aerospace, Inc., | Honeywell Aerospace, Inc., | Honeywell Aerospace, Inc., | Honeywell Aerospace, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489050 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411726 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438711 |
| **Agriculture — 0.4%** | **Agriculture — 0.4%** | **Agriculture — 0.4%** | **Agriculture — 0.4%** |
| BAT Capital Corp. (United Kingdom), | BAT Capital Corp. (United Kingdom), | BAT Capital Corp. (United Kingdom), | BAT Capital Corp. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.259% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/28 | &nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060537 |
| &nbsp;&nbsp;&nbsp;3.557% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356072 |
| &nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/37 | &nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886934 |
| &nbsp;&nbsp;&nbsp;6.343% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/02/30 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367784 |
| Imperial Brands Finance PLC (United Kingdom), | Imperial Brands Finance PLC (United Kingdom), | Imperial Brands Finance PLC (United Kingdom), | Imperial Brands Finance PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147580 |
| Philip Morris International, Inc., | Philip Morris International, Inc., | Philip Morris International, Inc., | Philip Morris International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256393 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10075300 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| American Airlines 2015-1 Class A Pass-Through Trust, | American Airlines 2015-1 Class A Pass-Through Trust, | American Airlines 2015-1 Class A Pass-Through Trust, | American Airlines 2015-1 Class A Pass-Through Trust, |
| &nbsp;&nbsp;&nbsp;Pass-Through Certificates | &nbsp;&nbsp;&nbsp;Pass-Through Certificates | &nbsp;&nbsp;&nbsp;Pass-Through Certificates | &nbsp;&nbsp;&nbsp;Pass-Through Certificates |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;1249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233418 |
| Southwest Airlines Co., | Southwest Airlines Co., | Southwest Airlines Co., | Southwest Airlines Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/10/30(a) | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259923 |
| United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510221 |
| United Airlines, Inc., | United Airlines, Inc., | United Airlines, Inc., | United Airlines, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112735 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116297 |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| Wolverine World Wide, Inc., | Wolverine World Wide, Inc., | Wolverine World Wide, Inc., | Wolverine World Wide, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509174 |
| **Auto Manufacturers — 0.4%** | **Auto Manufacturers — 0.4%** | **Auto Manufacturers — 0.4%** | **Auto Manufacturers — 0.4%** |
| Ford Motor Co., | Ford Motor Co., | Ford Motor Co., | Ford Motor Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498144 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192017 |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/29 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480570 |
| General Motors Co., | General Motors Co., | General Motors Co., | General Motors Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621894 |
| General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947670 |

---

A13

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** |
| Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/08/30 | &nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3423939 |
| Volkswagen Group of America Finance LLC (Germany), | Volkswagen Group of America Finance LLC (Germany), | Volkswagen Group of America Finance LLC (Germany), | Volkswagen Group of America Finance LLC (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/16/28 | &nbsp;&nbsp;2854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947026 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10111260 |
| **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** |
| Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35509 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65081 |
| Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399395 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499985 |
| **Banks — 3.1%** | **Banks — 3.1%** | **Banks — 3.1%** | **Banks — 3.1%** |
| Banco Santander SA (Spain), | Banco Santander SA (Spain), | Banco Santander SA (Spain), | Banco Santander SA (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes |
| &nbsp;&nbsp;&nbsp;5.538%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613097 |
| Bank of America Corp., | Bank of America Corp., | Bank of America Corp., | Bank of America Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.045%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/06/37 | &nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022537 |
| &nbsp;&nbsp;&nbsp;5.288%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915672 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;1.898%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/31 | &nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608556 |
| &nbsp;&nbsp;&nbsp;2.496%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/31 | &nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4774180 |
| &nbsp;&nbsp;&nbsp;3.194%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/30 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007356 |
| &nbsp;&nbsp;&nbsp;3.824%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611891 |
| Bank of America NA, | Bank of America NA, | Bank of America NA, | Bank of America NA, |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848573 |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.837%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707251 |
| &nbsp;&nbsp;&nbsp;4.942%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843903 |
| &nbsp;&nbsp;&nbsp;5.207%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/24/37 | &nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370926 |
| BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.132%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/33 | &nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201648 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.176%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/30 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229152 |
| Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397116 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417475 |
| Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.561%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879225 |
| &nbsp;&nbsp;&nbsp;3.887%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557304 |
| &nbsp;&nbsp;&nbsp;4.542%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/30 | &nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120769 |
| &nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355614 |
| &nbsp;&nbsp;&nbsp;4.952%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/07/31 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986162 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/29/27 | &nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1484723 |
| Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.705%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318491 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.019%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200984 |
| Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes |
| &nbsp;&nbsp;&nbsp;2.552%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/07/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491823 |
| &nbsp;&nbsp;&nbsp;4.950%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/04/31 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787251 |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.542%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/10/27 | &nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314385 |
| &nbsp;&nbsp;&nbsp;3.814%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433934 |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/26/27 | &nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616301 |
| &nbsp;&nbsp;&nbsp;4.017%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732804 |
| &nbsp;&nbsp;&nbsp;4.411%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286611 |
| &nbsp;&nbsp;&nbsp;5.065%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/37(a) | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293739 |
| &nbsp;&nbsp;&nbsp;5.207%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/31 | &nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190232 |
| &nbsp;&nbsp;&nbsp;5.541%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/47 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242936 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242571 |
| Huntington Bancshares, Inc., | Huntington Bancshares, Inc., | Huntington Bancshares, Inc., | Huntington Bancshares, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.208%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409551 |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., | JPMorgan Chase & Co., | JPMorgan Chase & Co., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series II, 3 Month SOFR + 2.745% | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series II, 3 Month SOFR + 2.745% | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series II, 3 Month SOFR + 2.745% | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series II, 3 Month SOFR + 2.745% |
| &nbsp;&nbsp;&nbsp;6.437%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230100 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.580%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/32 | &nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433290 |
| &nbsp;&nbsp;&nbsp;3.782%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268569 |
| &nbsp;&nbsp;&nbsp;3.964%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738575 |
| &nbsp;&nbsp;&nbsp;4.005%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348455 |
| &nbsp;&nbsp;&nbsp;5.299%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/24/29 | &nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980713 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.193%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/05/37 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303390 |
| KeyCorp, | KeyCorp, | KeyCorp, | KeyCorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.401%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/06/35 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503752 |
| Mitsubishi UFJ Financial Group, Inc. (Japan), | Mitsubishi UFJ Financial Group, Inc. (Japan), | Mitsubishi UFJ Financial Group, Inc. (Japan), | Mitsubishi UFJ Financial Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.242%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/19/29(a) | &nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763924 |
| Morgan Stanley, | Morgan Stanley, | Morgan Stanley, | Morgan Stanley, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.073%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/37 | &nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071500 |
| &nbsp;&nbsp;&nbsp;5.449%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/29 | &nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889029 |
| &nbsp;&nbsp;&nbsp;6.407%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/29 | &nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359203 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;2.239%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/32 | &nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425504 |
| &nbsp;&nbsp;&nbsp;4.431%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452618 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;1.928%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671715 |
| &nbsp;&nbsp;&nbsp;3.591%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017784 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I |
| &nbsp;&nbsp;&nbsp;4.892%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763456 |

---

A14

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sub. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/26 | &nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3049543 |
| Sumitomo Mitsui Financial Group, Inc. (Japan), | Sumitomo Mitsui Financial Group, Inc. (Japan), | Sumitomo Mitsui Financial Group, Inc. (Japan), | Sumitomo Mitsui Financial Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.494%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211645 |
| &nbsp;&nbsp;&nbsp;4.954%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/08/33 | &nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935655 |
| Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;7.161%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791517 |
| UBS Group AG (Switzerland), | UBS Group AG (Switzerland), | UBS Group AG (Switzerland), | UBS Group AG (Switzerland), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.091%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513226 |
| &nbsp;&nbsp;&nbsp;4.194%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488487 |
| Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.068%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/41 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032408 |
| &nbsp;&nbsp;&nbsp;5.389%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/24/34 | &nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658451 |
| &nbsp;&nbsp;&nbsp;6.491%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762969 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;2.572%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/11/31 | &nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678731 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83858952 |
| **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Belgium), | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Belgium), | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Belgium), | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Belgium), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/36 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993938 |
| Constellation Brands, Inc., | Constellation Brands, Inc., | Constellation Brands, Inc., | Constellation Brands, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687950 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681888 |
| **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| Carlisle Cos., Inc., | Carlisle Cos., Inc., | Carlisle Cos., Inc., | Carlisle Cos., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920255 |
| CRH SMW Finance DAC, | CRH SMW Finance DAC, | CRH SMW Finance DAC, | CRH SMW Finance DAC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/30 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327379 |
| Owens Corning, | Owens Corning, | Owens Corning, | Owens Corning, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401730 |
| Quikrete Holdings, Inc., | Quikrete Holdings, Inc., | Quikrete Holdings, Inc., | Quikrete Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686083 |
| Standard Industries, Inc., | Standard Industries, Inc., | Standard Industries, Inc., | Standard Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296946 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632393 |
| **Chemicals — 0.1%** | **Chemicals — 0.1%** | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| DuPont de Nemours, Inc., | DuPont de Nemours, Inc., | DuPont de Nemours, Inc., | DuPont de Nemours, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688335 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** |
| OCP SA (Morocco), | OCP SA (Morocco), | OCP SA (Morocco), | OCP SA (Morocco), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$670725 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/02/34 | &nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938283 |
| Sasol Financing USA LLC (South Africa), | Sasol Financing USA LLC (South Africa), | Sasol Financing USA LLC (South Africa), | Sasol Financing USA LLC (South Africa), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408673 |
| Sherwin-Williams Co. (The), | Sherwin-Williams Co. (The), | Sherwin-Williams Co. (The), | Sherwin-Williams Co. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693653 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399669 |
| **Commercial Services — 0.1%** | **Commercial Services — 0.1%** | **Commercial Services — 0.1%** | **Commercial Services — 0.1%** |
| DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, |
| &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176819 |
| DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477232 |
| ERAC USA Finance LLC, | ERAC USA Finance LLC, | ERAC USA Finance LLC, | ERAC USA Finance LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444688 |
| Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295648 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62811 |
| United Rentals North America, Inc., | United Rentals North America, Inc., | United Rentals North America, Inc., | United Rentals North America, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229307 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657291 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164272 |
| University of Miami, | University of Miami, | University of Miami, | University of Miami, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2022 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2022 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2022 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2022 |
| &nbsp;&nbsp;&nbsp;4.063% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636752 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144820 |
| **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** |
| Leidos, Inc., | Leidos, Inc., | Leidos, Inc., | Leidos, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642852 |
| **Diversified Financial Services — 0.3%** | **Diversified Financial Services — 0.3%** | **Diversified Financial Services — 0.3%** | **Diversified Financial Services — 0.3%** |
| Ally Financial, Inc., | Ally Financial, Inc., | Ally Financial, Inc., | Ally Financial, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.543%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468100 |
| Cantor Fitzgerald LP, | Cantor Fitzgerald LP, | Cantor Fitzgerald LP, | Cantor Fitzgerald LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/27 | &nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475924 |
| Jefferies Financial Group, Inc., | Jefferies Financial Group, Inc., | Jefferies Financial Group, Inc., | Jefferies Financial Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36(a) | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165257 |
| Nomura Holdings, Inc. (Japan), | Nomura Holdings, Inc. (Japan), | Nomura Holdings, Inc. (Japan), | Nomura Holdings, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.608% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/14/31(a) | &nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326304 |
| &nbsp;&nbsp;&nbsp;6.070% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731847 |

---

A15

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** |
| Synchrony Financial, | Synchrony Financial, | Synchrony Financial, | Synchrony Financial, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.947%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$694195 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8861627 |
| **Electric — 1.1%** | **Electric — 1.1%** | **Electric — 1.1%** | **Electric — 1.1%** |
| Abu Dhabi National Energy Co. PJSC (United Arab Emirates), | Abu Dhabi National Energy Co. PJSC (United Arab Emirates), | Abu Dhabi National Energy Co. PJSC (United Arab Emirates), | Abu Dhabi National Energy Co. PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349506 |
| AEP Texas, Inc., | AEP Texas, Inc., | AEP Texas, Inc., | AEP Texas, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084062 |
| Alfa Desarrollo SpA (Chile), | Alfa Desarrollo SpA (Chile), | Alfa Desarrollo SpA (Chile), | Alfa Desarrollo SpA (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328864 |
| Berkshire Hathaway Energy Co., | Berkshire Hathaway Energy Co., | Berkshire Hathaway Energy Co., | Berkshire Hathaway Energy Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352138 |
| CenterPoint Energy Houston Electric LLC, | CenterPoint Energy Houston Electric LLC, | CenterPoint Energy Houston Electric LLC, | CenterPoint Energy Houston Electric LLC, |
| &nbsp;&nbsp;&nbsp;General Ref. Mortgage, Series K2 | &nbsp;&nbsp;&nbsp;General Ref. Mortgage, Series K2 | &nbsp;&nbsp;&nbsp;General Ref. Mortgage, Series K2 | &nbsp;&nbsp;&nbsp;General Ref. Mortgage, Series K2 |
| &nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334913 |
| Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.688% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980225 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.045% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/34 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715307 |
| Connecticut Light & Power Co. (The), | Connecticut Light & Power Co. (The), | Connecticut Light & Power Co. (The), | Connecticut Light & Power Co. (The), |
| &nbsp;&nbsp;&nbsp;First Mortgage, Series A | &nbsp;&nbsp;&nbsp;First Mortgage, Series A | &nbsp;&nbsp;&nbsp;First Mortgage, Series A | &nbsp;&nbsp;&nbsp;First Mortgage, Series A |
| &nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023330 |
| Consolidated Edison Co. of New York, Inc., | Consolidated Edison Co. of New York, Inc., | Consolidated Edison Co. of New York, Inc., | Consolidated Edison Co. of New York, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 09-C | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 09-C | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 09-C | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 09-C |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145640 |
| Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834366 |
| Duke Energy Carolinas LLC, | Duke Energy Carolinas LLC, | Duke Energy Carolinas LLC, | Duke Energy Carolinas LLC, |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206405 |
| &nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564272 |
| &nbsp;&nbsp;&nbsp;First Ref. Mortgage | &nbsp;&nbsp;&nbsp;First Ref. Mortgage | &nbsp;&nbsp;&nbsp;First Ref. Mortgage | &nbsp;&nbsp;&nbsp;First Ref. Mortgage |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292186 |
| El Paso Electric Co., | El Paso Electric Co., | El Paso Electric Co., | El Paso Electric Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860354 |
| Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (Italy), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/12/31 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330093 |
| Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351727 |
| FirstEnergy Pennsylvania Electric Co., | FirstEnergy Pennsylvania Electric Co., | FirstEnergy Pennsylvania Electric Co., | FirstEnergy Pennsylvania Electric Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537356 |
| Florida Power & Light Co., | Florida Power & Light Co., | Florida Power & Light Co., | Florida Power & Light Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/33(a) | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293226 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$154001 |
| Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563500 |
| NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/28/28 | &nbsp;&nbsp;2515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536530 |
| Northern States Power Co., | Northern States Power Co., | Northern States Power Co., | Northern States Power Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/47 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765310 |
| NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69265 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114697 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/02/27 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332331 |
| Ohio Power Co., | Ohio Power Co., | Ohio Power Co., | Ohio Power Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346707 |
| Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/46 | &nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907284 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/50 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383007 |
| PECO Energy Co., | PECO Energy Co., | PECO Energy Co., | PECO Energy Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483929 |
| Public Service Electric & Gas Co., | Public Service Electric & Gas Co., | Public Service Electric & Gas Co., | Public Service Electric & Gas Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage, MTN | &nbsp;&nbsp;&nbsp;First Mortgage, MTN | &nbsp;&nbsp;&nbsp;First Mortgage, MTN | &nbsp;&nbsp;&nbsp;First Mortgage, MTN |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840638 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829668 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542688 |
| Public Service Enterprise Group, Inc., | Public Service Enterprise Group, Inc., | Public Service Enterprise Group, Inc., | Public Service Enterprise Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086967 |
| San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/48 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790667 |
| Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., |
| &nbsp;&nbsp;&nbsp;First Ref. Mortgage | &nbsp;&nbsp;&nbsp;First Ref. Mortgage | &nbsp;&nbsp;&nbsp;First Ref. Mortgage | &nbsp;&nbsp;&nbsp;First Ref. Mortgage |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260384 |
| &nbsp;&nbsp;&nbsp;First Ref. Mortgage, Series C | &nbsp;&nbsp;&nbsp;First Ref. Mortgage, Series C | &nbsp;&nbsp;&nbsp;First Ref. Mortgage, Series C | &nbsp;&nbsp;&nbsp;First Ref. Mortgage, Series C |
| &nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/45 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489918 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, | Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493776 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491187 |
| Xcel Energy, Inc., | Xcel Energy, Inc., | Xcel Energy, Inc., | Xcel Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428359 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29494783 |

---

A16

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$89432 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103492 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192924 |
| **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** |
| AECOM, | AECOM, | AECOM, | AECOM, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64944 |
| Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413693 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/47 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121715 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600352 |
| **Entertainment — 0.0%** | **Entertainment — 0.0%** | **Entertainment — 0.0%** | **Entertainment — 0.0%** |
| Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405218 |
| **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** |
| Clean Harbors, Inc., | Clean Harbors, Inc., | Clean Harbors, Inc., | Clean Harbors, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255206 |
| GFL Environmental Holdings US, Inc., | GFL Environmental Holdings US, Inc., | GFL Environmental Holdings US, Inc., | GFL Environmental Holdings US, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367631 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622837 |
| **Foods — 0.2%** | **Foods — 0.2%** | **Foods — 0.2%** | **Foods — 0.2%** |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54402 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314877 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68510 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654575 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886436 |
| Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191150 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535957 |
| Mars, Inc., | Mars, Inc., | Mars, Inc., | Mars, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377794 |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704372 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5788073 |
| **Gas — 0.2%** | **Gas — 0.2%** | **Gas — 0.2%** | **Gas — 0.2%** |
| Boston Gas Co., | Boston Gas Co., | Boston Gas Co., | Boston Gas Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.843% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963798 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** |
| NiSource, Inc., | NiSource, Inc., | NiSource, Inc., | NiSource, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$234779 |
| &nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/30 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542784 |
| Piedmont Natural Gas Co., Inc., | Piedmont Natural Gas Co., Inc., | Piedmont Natural Gas Co., Inc., | Piedmont Natural Gas Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030296 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4771657 |
| **Healthcare-Products — 0.0%** | **Healthcare-Products — 0.0%** | **Healthcare-Products — 0.0%** | **Healthcare-Products — 0.0%** |
| Medline Borrower LP, | Medline Borrower LP, | Medline Borrower LP, | Medline Borrower LP, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459711 |
| **Healthcare-Services — 0.3%** | **Healthcare-Services — 0.3%** | **Healthcare-Services — 0.3%** | **Healthcare-Services — 0.3%** |
| Aetna, Inc., | Aetna, Inc., | Aetna, Inc., | Aetna, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517697 |
| Cigna Group (The), | Cigna Group (The), | Cigna Group (The), | Cigna Group (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/40 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203301 |
| CommonSpirit Health, | CommonSpirit Health, | CommonSpirit Health, | CommonSpirit Health, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.318% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/34 | &nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656975 |
| Elevance Health, Inc., | Elevance Health, Inc., | Elevance Health, Inc., | Elevance Health, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613991 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289032 |
| Kaiser Foundation Hospitals, | Kaiser Foundation Hospitals, | Kaiser Foundation Hospitals, | Kaiser Foundation Hospitals, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545846 |
| Tenet Healthcare Corp., | Tenet Healthcare Corp., | Tenet Healthcare Corp., | Tenet Healthcare Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411473 |
| UnitedHealth Group, Inc., | UnitedHealth Group, Inc., | UnitedHealth Group, Inc., | UnitedHealth Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195337 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/64 | &nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264161 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266571 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7964384 |
| **Holding Companies-Diversified — 0.0%** | **Holding Companies-Diversified — 0.0%** | **Holding Companies-Diversified — 0.0%** | **Holding Companies-Diversified — 0.0%** |
| Clue Opco LLC, | Clue Opco LLC, | Clue Opco LLC, | Clue Opco LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340238 |
| **Home Builders — 0.0%** | **Home Builders — 0.0%** | **Home Builders — 0.0%** | **Home Builders — 0.0%** |
| KB Home, | KB Home, | KB Home, | KB Home, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369314 |
| Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70179 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439493 |

---

A17

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| Whirlpool Corp., | Whirlpool Corp., | Whirlpool Corp., | Whirlpool Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$82957 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| Newell Brands, Inc., | Newell Brands, Inc., | Newell Brands, Inc., | Newell Brands, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/30(a) | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66914 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196914 |
| **Insurance — 0.2%** | **Insurance — 0.2%** | **Insurance — 0.2%** | **Insurance — 0.2%** |
| Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/07/33 | &nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479411 |
| Liberty Mutual Group, Inc., | Liberty Mutual Group, Inc., | Liberty Mutual Group, Inc., | Liberty Mutual Group, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.951% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814370 |
| Lincoln National Corp., | Lincoln National Corp., | Lincoln National Corp., | Lincoln National Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/09/37 | &nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721252 |
| Markel Group, Inc., | Markel Group, Inc., | Markel Group, Inc., | Markel Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147677 |
| Principal Financial Group, Inc., | Principal Financial Group, Inc., | Principal Financial Group, Inc., | Principal Financial Group, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91560 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254270 |
| **Internet — 0.3%** | **Internet — 0.3%** | **Internet — 0.3%** | **Internet — 0.3%** |
| Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241862 |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711585 |
| Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/33 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005183 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/36 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436490 |
| Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.581% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/49 | &nbsp;&nbsp;3317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416090 |
| Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425536 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372707 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7609453 |
| **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** |
| Champion Iron Canada, Inc. (Canada), | Champion Iron Canada, Inc. (Canada), | Champion Iron Canada, Inc. (Canada), | Champion Iron Canada, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296044 |
| Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245001 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141901 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682946 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** |
| Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$353939 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670376 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series GG | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series GG | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series GG | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series GG |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318642 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3342957 |
| **Media — 0.2%** | **Media — 0.2%** | **Media — 0.2%** | **Media — 0.2%** |
| CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21004 |
| Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/30/29 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376861 |
| &nbsp;&nbsp;&nbsp;6.484% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584906 |
| Comcast Corp., | Comcast Corp., | Comcast Corp., | Comcast Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870949 |
| Cox Communications, Inc., | Cox Communications, Inc., | Cox Communications, Inc., | Cox Communications, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274652 |
| Time Warner Cable LLC, | Time Warner Cable LLC, | Time Warner Cable LLC, | Time Warner Cable LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420001 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232350 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780723 |
| **Metal Fabricate/Hardware — 0.0%** | **Metal Fabricate/Hardware — 0.0%** | **Metal Fabricate/Hardware — 0.0%** | **Metal Fabricate/Hardware — 0.0%** |
| Advanced Drainage Systems, Inc., | Advanced Drainage Systems, Inc., | Advanced Drainage Systems, Inc., | Advanced Drainage Systems, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131664 |
| **Mining — 0.1%** | **Mining — 0.1%** | **Mining — 0.1%** | **Mining — 0.1%** |
| BHP Billiton Finance USA Ltd. (Australia), | BHP Billiton Finance USA Ltd. (Australia), | BHP Billiton Finance USA Ltd. (Australia), | BHP Billiton Finance USA Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208698 |
| Newmont Corp./Newcrest Finance Pty Ltd., | Newmont Corp./Newcrest Finance Pty Ltd., | Newmont Corp./Newcrest Finance Pty Ltd., | Newmont Corp./Newcrest Finance Pty Ltd., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781812 |
| Novelis Corp., | Novelis Corp., | Novelis Corp., | Novelis Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252199 |
| Rio Tinto Finance USA PLC (Australia), | Rio Tinto Finance USA PLC (Australia), | Rio Tinto Finance USA PLC (Australia), | Rio Tinto Finance USA PLC (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157051 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399760 |
| **Miscellaneous Manufacturing — 0.1%** | **Miscellaneous Manufacturing — 0.1%** | **Miscellaneous Manufacturing — 0.1%** | **Miscellaneous Manufacturing — 0.1%** |
| Pentair Finance Sarl, | Pentair Finance Sarl, | Pentair Finance Sarl, | Pentair Finance Sarl, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395207 |
| **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** |
| Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767025 |

---

A18

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Office/Business Equipment — 0.0%** | **Office/Business Equipment — 0.0%** | **Office/Business Equipment — 0.0%** | **Office/Business Equipment — 0.0%** |
| CDW LLC/CDW Finance Corp., | CDW LLC/CDW Finance Corp., | CDW LLC/CDW Finance Corp., | CDW LLC/CDW Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.670% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/26 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1255093 |
| **Oil & Gas — 0.5%** | **Oil & Gas — 0.5%** | **Oil & Gas — 0.5%** | **Oil & Gas — 0.5%** |
| Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483357 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1961658 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297539 |
| Canadian Natural Resources Ltd. (Canada), | Canadian Natural Resources Ltd. (Canada), | Canadian Natural Resources Ltd. (Canada), | Canadian Natural Resources Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973188 |
| Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456397 |
| Devon Energy Corp., | Devon Energy Corp., | Devon Energy Corp., | Devon Energy Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217775 |
| Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440264 |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/29 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387785 |
| EQT Corp., | EQT Corp., | EQT Corp., | EQT Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27218 |
| Expand Energy Corp., | Expand Energy Corp., | Expand Energy Corp., | Expand Energy Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316686 |
| Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296672 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314364 |
| Korea National Oil Corp. (South Korea), | Korea National Oil Corp. (South Korea), | Korea National Oil Corp. (South Korea), | Korea National Oil Corp. (South Korea), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348684 |
| Petroleos Mexicanos (Mexico), | Petroleos Mexicanos (Mexico), | Petroleos Mexicanos (Mexico), | Petroleos Mexicanos (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/16/32 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345781 |
| &nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/07/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113925 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20760 |
| QatarEnergy (Qatar), | QatarEnergy (Qatar), | QatarEnergy (Qatar), | QatarEnergy (Qatar), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492355 |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478221 |
| Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688863 |
| Var Energi ASA (Norway), | Var Energi ASA (Norway), | Var Energi ASA (Norway), | Var Energi ASA (Norway), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/22/30 | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784199 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13816691 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** |
| Ball Corp., | Ball Corp., | Ball Corp., | Ball Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$736772 |
| Sealed Air Corp./Sealed Air Corp. US, | Sealed Air Corp./Sealed Air Corp. US, | Sealed Air Corp./Sealed Air Corp. US, | Sealed Air Corp./Sealed Air Corp. US, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76148 |
| Smurfit Westrock Financing DAC (Ireland), | Smurfit Westrock Financing DAC (Ireland), | Smurfit Westrock Financing DAC (Ireland), | Smurfit Westrock Financing DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.418% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/35(a) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602382 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415302 |
| **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| AbbVie, Inc., | AbbVie, Inc., | AbbVie, Inc., | AbbVie, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122866 |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/35 | &nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325171 |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378764 |
| CVS Health Corp., | CVS Health Corp., | CVS Health Corp., | CVS Health Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866524 |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/05/43 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168063 |
| Eli Lilly & Co., | Eli Lilly & Co., | Eli Lilly & Co., | Eli Lilly & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550923 |
| Mylan, Inc., | Mylan, Inc., | Mylan, Inc., | Mylan, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499169 |
| Viatris, Inc., | Viatris, Inc., | Viatris, Inc., | Viatris, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394750 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7306230 |
| **Pipelines — 0.9%** | **Pipelines — 0.9%** | **Pipelines — 0.9%** | **Pipelines — 0.9%** |
| Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.927% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617638 |
| DCP Midstream Operating LP, | DCP Midstream Operating LP, | DCP Midstream Operating LP, | DCP Midstream Operating LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641208 |
| Eastern Gas Transmission & Storage, Inc., | Eastern Gas Transmission & Storage, Inc., | Eastern Gas Transmission & Storage, Inc., | Eastern Gas Transmission & Storage, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38339 |
| Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803382 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117304 |
| &nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64120 |
| &nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729815 |
| Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/42 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491411 |
| Kinder Morgan, Inc., | Kinder Morgan, Inc., | Kinder Morgan, Inc., | Kinder Morgan, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/51 | &nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085646 |

---

A19

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| MPLX LP, | MPLX LP, | MPLX LP, | MPLX LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$627063 |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22092 |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352414 |
| ONEOK Partners LP, | ONEOK Partners LP, | ONEOK Partners LP, | ONEOK Partners LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139918 |
| ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/30 | &nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296021 |
| &nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800665 |
| Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582569 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/30 | &nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881504 |
| Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76060 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51153 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409090 |
| Venture Global Plaquemines LNG LLC, | Venture Global Plaquemines LNG LLC, | Venture Global Plaquemines LNG LLC, | Venture Global Plaquemines LNG LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201621 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72836 |
| Western Midstream Operating LP, | Western Midstream Operating LP, | Western Midstream Operating LP, | Western Midstream Operating LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67602 |
| Williams Cos., Inc. (The), | Williams Cos., Inc. (The), | Williams Cos., Inc. (The), | Williams Cos., Inc. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/45 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963763 |
| &nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370723 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/35 | &nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488038 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24991995 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** |
| Ontario Teachers' Cadillac Fairview Properties Trust (Canada), | Ontario Teachers' Cadillac Fairview Properties Trust (Canada), | Ontario Teachers' Cadillac Fairview Properties Trust (Canada), | Ontario Teachers' Cadillac Fairview Properties Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950478 |
| **Real Estate Investment Trusts (REITs) — 0.4%** | **Real Estate Investment Trusts (REITs) — 0.4%** | **Real Estate Investment Trusts (REITs) — 0.4%** | **Real Estate Investment Trusts (REITs) — 0.4%** |
| Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354617 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/36 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848859 |
| American Tower Corp., | American Tower Corp., | American Tower Corp., | American Tower Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973089 |
| COPT Defense Properties LP, | COPT Defense Properties LP, | COPT Defense Properties LP, | COPT Defense Properties LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799382 |
| Healthpeak OP LLC, | Healthpeak OP LLC, | Healthpeak OP LLC, | Healthpeak OP LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516016 |
| Kimco Realty OP LLC, | Kimco Realty OP LLC, | Kimco Realty OP LLC, | Kimco Realty OP LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249266 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** |
| MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$408551 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256237 |
| RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222063 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10628080 |
| **Retail — 0.0%** | **Retail — 0.0%** | **Retail — 0.0%** | **Retail — 0.0%** |
| 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391000 |
| Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186921 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340372 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918293 |
| **Semiconductors — 0.1%** | **Semiconductors — 0.1%** | **Semiconductors — 0.1%** | **Semiconductors — 0.1%** |
| Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903345 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/36 | &nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050602 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953947 |
| **Software — 0.2%** | **Software — 0.2%** | **Software — 0.2%** | **Software — 0.2%** |
| Fidelity National Information Services, Inc., | Fidelity National Information Services, Inc., | Fidelity National Information Services, Inc., | Fidelity National Information Services, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/10/31 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195133 |
| Oracle Corp., | Oracle Corp., | Oracle Corp., | Oracle Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/46 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261417 |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/56 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750271 |
| &nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/66 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325922 |
| Salesforce, Inc., | Salesforce, Inc., | Salesforce, Inc., | Salesforce, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360869 |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/66 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258916 |
| Workday, Inc., | Workday, Inc., | Workday, Inc., | Workday, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712595 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865123 |
| **Telecommunications — 0.8%** | **Telecommunications — 0.8%** | **Telecommunications — 0.8%** | **Telecommunications — 0.8%** |
| AT&T, Inc., | AT&T, Inc., | AT&T, Inc., | AT&T, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481566 |
| &nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292722 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/53 | &nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895413 |
| &nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037589 |
| Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249485 |

---

A20

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** |
| Motorola Solutions, Inc., | Motorola Solutions, Inc., | Motorola Solutions, Inc., | Motorola Solutions, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4360727 |
| Rogers Communications, Inc. (Canada), | Rogers Communications, Inc. (Canada), | Rogers Communications, Inc. (Canada), | Rogers Communications, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308668 |
| SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549988 |
| T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876897 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198790 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5354409 |
| Verizon Communications, Inc., | Verizon Communications, Inc., | Verizon Communications, Inc., | Verizon Communications, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.355% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711432 |
| &nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/21/31 | &nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923315 |
| &nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526618 |
| &nbsp;&nbsp;&nbsp;5.401% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/02/37 | &nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422401 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21192605 |
| **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** |
| Burlington Northern Santa Fe LLC, | Burlington Northern Santa Fe LLC, | Burlington Northern Santa Fe LLC, | Burlington Northern Santa Fe LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616697 |
| CSX Corp., | CSX Corp., | CSX Corp., | CSX Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745521 |
| XPO, Inc., | XPO, Inc., | XPO, Inc., | XPO, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103049 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465267 |
| **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** |
| Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666727 |
| **Total Corporate Bonds<br>(cost $318,733,728)<br>** | **Total Corporate Bonds<br>(cost $318,733,728)<br>** | **Total Corporate Bonds<br>(cost $318,733,728)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309122305 |
| **Municipal Bonds — 0.3%** | **Municipal Bonds — 0.3%** | **Municipal Bonds — 0.3%** | **Municipal Bonds — 0.3%** |
| **Alabama — 0.0%** | **Alabama — 0.0%** | **Alabama — 0.0%** | **Alabama — 0.0%** |
| Alabama Economic Settlement Authority, | Alabama Economic Settlement Authority, | Alabama Economic Settlement Authority, | Alabama Economic Settlement Authority, |
| &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series B | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series B | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series B | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series B |
| &nbsp;&nbsp;&nbsp;4.263% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178628 |
| **California — 0.1%** | **California — 0.1%** | **California — 0.1%** | **California — 0.1%** |
| Bay Area Toll Authority, | Bay Area Toll Authority, | Bay Area Toll Authority, | Bay Area Toll Authority, |
| &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series F2 | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series F2 | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series F2 | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series F2 |
| &nbsp;&nbsp;&nbsp;6.263% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/49 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363490 |
| State of California, | State of California, | State of California, | State of California, |
| &nbsp;&nbsp;&nbsp;General Obligation Unlimited, BABs | &nbsp;&nbsp;&nbsp;General Obligation Unlimited, BABs | &nbsp;&nbsp;&nbsp;General Obligation Unlimited, BABs | &nbsp;&nbsp;&nbsp;General Obligation Unlimited, BABs |
| &nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442403 |
| &nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs | &nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs | &nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs | &nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402312 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **California (cont'd.)** | **California (cont'd.)** | **California (cont'd.)** | **California (cont'd.)** |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$244811 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3453016 |
| **Colorado — 0.0%** | **Colorado — 0.0%** | **Colorado — 0.0%** | **Colorado — 0.0%** |
| Regional Transportation District Sales Tax Revenue, | Regional Transportation District Sales Tax Revenue, | Regional Transportation District Sales Tax Revenue, | Regional Transportation District Sales Tax Revenue, |
| &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B |
| &nbsp;&nbsp;&nbsp;5.844% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571244 |
| **Illinois — 0.1%** | **Illinois — 0.1%** | **Illinois — 0.1%** | **Illinois — 0.1%** |
| Chicago O'Hare International Airport, | Chicago O'Hare International Airport, | Chicago O'Hare International Airport, | Chicago O'Hare International Airport, |
| &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B |
| &nbsp;&nbsp;&nbsp;6.395% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062212 |
| **New Jersey — 0.1%** | **New Jersey — 0.1%** | **New Jersey — 0.1%** | **New Jersey — 0.1%** |
| New Jersey Turnpike Authority, | New Jersey Turnpike Authority, | New Jersey Turnpike Authority, | New Jersey Turnpike Authority, |
| &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series F | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series F | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series F | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series F |
| &nbsp;&nbsp;&nbsp;7.414% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/01/40 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181012 |
| **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** |
| Pennsylvania Turnpike Commission, | Pennsylvania Turnpike Commission, | Pennsylvania Turnpike Commission, | Pennsylvania Turnpike Commission, |
| &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | &nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B |
| &nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/45 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501521 |
| **Virginia — 0.0%** | **Virginia — 0.0%** | **Virginia — 0.0%** | **Virginia — 0.0%** |
| University of Virginia, | University of Virginia, | University of Virginia, | University of Virginia, |
| &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series C | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series C | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series C | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series C |
| &nbsp;&nbsp;&nbsp;4.179% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/2117 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257882 |
| **Total Municipal Bonds<br>(cost $6,783,427)<br>** | **Total Municipal Bonds<br>(cost $6,783,427)<br>** | **Total Municipal Bonds<br>(cost $6,783,427)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7205515 |
| **Residential Mortgage-Backed Securities — 1.0%** | **Residential Mortgage-Backed Securities — 1.0%** | **Residential Mortgage-Backed Securities — 1.0%** | **Residential Mortgage-Backed Securities — 1.0%** |
| ATLX Trust, | ATLX Trust, | ATLX Trust, | ATLX Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;3.850%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/63 | &nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237402 |
| Banc of America Mortgage Trust, | Banc of America Mortgage Trust, | Banc of America Mortgage Trust, | Banc of America Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2005-A, Class 2A1 | &nbsp;&nbsp;&nbsp;Series 2005-A, Class 2A1 | &nbsp;&nbsp;&nbsp;Series 2005-A, Class 2A1 | &nbsp;&nbsp;&nbsp;Series 2005-A, Class 2A1 |
| &nbsp;&nbsp;&nbsp;4.758%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22715 |
| BRAVO Residential Funding Trust, | BRAVO Residential Funding Trust, | BRAVO Residential Funding Trust, | BRAVO Residential Funding Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-RPL01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-RPL01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-RPL01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-RPL01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.000%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/63 | &nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169221 |
| Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-RPL03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL03, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;3.250%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386950 |
| Chase Mortgage Finance Trust, | Chase Mortgage Finance Trust, | Chase Mortgage Finance Trust, | Chase Mortgage Finance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 1A5 | &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 1A5 | &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 1A5 | &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 1A5 |
| &nbsp;&nbsp;&nbsp;6.447%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19111 |
| CIM Trust, | CIM Trust, | CIM Trust, | CIM Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.750%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/64 | &nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048874 |
| Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1A1, 144A, 30 Day Average SOFR + 1.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1A1, 144A, 30 Day Average SOFR + 1.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1A1, 144A, 30 Day Average SOFR + 1.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1A1, 144A, 30 Day Average SOFR + 1.000% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.662%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724560 |
| &nbsp;&nbsp;&nbsp;Series 2026-R01, Class 2A1, 144A, 30 Day Average SOFR + 0.850% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-R01, Class 2A1, 144A, 30 Day Average SOFR + 0.850% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-R01, Class 2A1, 144A, 30 Day Average SOFR + 0.850% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-R01, Class 2A1, 144A, 30 Day Average SOFR + 0.850% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.512%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/46 | &nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201229 |
| Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-RPL09, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2018-RPL09, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2018-RPL09, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2018-RPL09, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.850%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/57 | &nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332489 |

---

A21

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** |
| Cross Mortgage Trust, | Cross Mortgage Trust, | Cross Mortgage Trust, | Cross Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-H05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-H05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-H05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-H05, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.509%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$786949 |
| Fannie Mae REMIC, | Fannie Mae REMIC, | Fannie Mae REMIC, | Fannie Mae REMIC, |
| &nbsp;&nbsp;&nbsp;Series 2020-024, Class SP, IO, 30 Day Average SOFR x (1) + 5.936% (Cap 6.050%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2020-024, Class SP, IO, 30 Day Average SOFR x (1) + 5.936% (Cap 6.050%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2020-024, Class SP, IO, 30 Day Average SOFR x (1) + 5.936% (Cap 6.050%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2020-024, Class SP, IO, 30 Day Average SOFR x (1) + 5.936% (Cap 6.050%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;2.274%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72841 |
| &nbsp;&nbsp;&nbsp;Series 2020-101, Class AI, IO | &nbsp;&nbsp;&nbsp;Series 2020-101, Class AI, IO | &nbsp;&nbsp;&nbsp;Series 2020-101, Class AI, IO | &nbsp;&nbsp;&nbsp;Series 2020-101, Class AI, IO |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/51 | &nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455581 |
| &nbsp;&nbsp;&nbsp;Series 2026-08, Class BS, IO, 30 Day Average SOFR x (1) + 4.300% (Cap 4.300%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-08, Class BS, IO, 30 Day Average SOFR x (1) + 4.300% (Cap 4.300%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-08, Class BS, IO, 30 Day Average SOFR x (1) + 4.300% (Cap 4.300%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-08, Class BS, IO, 30 Day Average SOFR x (1) + 4.300% (Cap 4.300%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.638%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/56 | &nbsp;&nbsp;10272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207682 |
| &nbsp;&nbsp;&nbsp;Series 2026-18, Class SB, IO, 30 Day Average SOFR x (1) + 4.150% (Cap 4.150%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-18, Class SB, IO, 30 Day Average SOFR x (1) + 4.150% (Cap 4.150%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-18, Class SB, IO, 30 Day Average SOFR x (1) + 4.150% (Cap 4.150%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2026-18, Class SB, IO, 30 Day Average SOFR x (1) + 4.150% (Cap 4.150%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.478%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/56 | &nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89089 |
| FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.312%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40290 |
| Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, |
| &nbsp;&nbsp;&nbsp;Series 4535, Class PA | &nbsp;&nbsp;&nbsp;Series 4535, Class PA | &nbsp;&nbsp;&nbsp;Series 4535, Class PA | &nbsp;&nbsp;&nbsp;Series 4535, Class PA |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181008 |
| &nbsp;&nbsp;&nbsp;Series 4978, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4978, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4978, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4978, Class MI, IO |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112912 |
| &nbsp;&nbsp;&nbsp;Series 5021, Class SB, IO, 30 Day Average SOFR x (1) + 3.550% (Cap 3.550%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 5021, Class SB, IO, 30 Day Average SOFR x (1) + 3.550% (Cap 3.550%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 5021, Class SB, IO, 30 Day Average SOFR x (1) + 3.550% (Cap 3.550%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 5021, Class SB, IO, 30 Day Average SOFR x (1) + 3.550% (Cap 3.550%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/50 | &nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48413 |
| &nbsp;&nbsp;&nbsp;Series 5222, Class SA, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 5222, Class SA, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 5222, Class SA, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 5222, Class SA, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967 |
| &nbsp;&nbsp;&nbsp;Series 5269, Class AD | &nbsp;&nbsp;&nbsp;Series 5269, Class AD | &nbsp;&nbsp;&nbsp;Series 5269, Class AD | &nbsp;&nbsp;&nbsp;Series 5269, Class AD |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/55 | &nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678191 |
| Freddie Mac Strips, | Freddie Mac Strips, | Freddie Mac Strips, | Freddie Mac Strips, |
| &nbsp;&nbsp;&nbsp;Series 405, Class C20, IO | &nbsp;&nbsp;&nbsp;Series 405, Class C20, IO | &nbsp;&nbsp;&nbsp;Series 405, Class C20, IO | &nbsp;&nbsp;&nbsp;Series 405, Class C20, IO |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/53 | &nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520302 |
| Government National Mortgage Assoc., | Government National Mortgage Assoc., | Government National Mortgage Assoc., | Government National Mortgage Assoc., |
| &nbsp;&nbsp;&nbsp;Series 2018-121, Class KS, IO, 1 Month SOFR x (1) + 3.746% (Cap 3.860%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-121, Class KS, IO, 1 Month SOFR x (1) + 3.746% (Cap 3.860%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-121, Class KS, IO, 1 Month SOFR x (1) + 3.746% (Cap 3.860%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-121, Class KS, IO, 1 Month SOFR x (1) + 3.746% (Cap 3.860%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.070%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16017 |
| &nbsp;&nbsp;&nbsp;Series 2018-148, Class DS, IO, 1 Month SOFR x (1) + 3.726% (Cap 3.840%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-148, Class DS, IO, 1 Month SOFR x (1) + 3.726% (Cap 3.840%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-148, Class DS, IO, 1 Month SOFR x (1) + 3.726% (Cap 3.840%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-148, Class DS, IO, 1 Month SOFR x (1) + 3.726% (Cap 3.840%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.050%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19727 |
| &nbsp;&nbsp;&nbsp;Series 2018-151, Class SL, IO, 1 Month SOFR x (1) + 3.686% (Cap 3.800%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-151, Class SL, IO, 1 Month SOFR x (1) + 3.686% (Cap 3.800%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-151, Class SL, IO, 1 Month SOFR x (1) + 3.686% (Cap 3.800%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-151, Class SL, IO, 1 Month SOFR x (1) + 3.686% (Cap 3.800%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.010%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/48 | &nbsp;&nbsp;&nbsp;2873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77971 |
| &nbsp;&nbsp;&nbsp;Series 2019-092, Class S, IO, 1 Month SOFR x (1) + 2.696% (Cap 2.810%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2019-092, Class S, IO, 1 Month SOFR x (1) + 2.696% (Cap 2.810%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2019-092, Class S, IO, 1 Month SOFR x (1) + 2.696% (Cap 2.810%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2019-092, Class S, IO, 1 Month SOFR x (1) + 2.696% (Cap 2.810%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/49 | &nbsp;&nbsp;&nbsp;2783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50810 |
| &nbsp;&nbsp;&nbsp;Series 2019-099, Class SA, IO, 1 Month SOFR x (1) + 3.236% (Cap 3.350%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2019-099, Class SA, IO, 1 Month SOFR x (1) + 3.236% (Cap 3.350%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2019-099, Class SA, IO, 1 Month SOFR x (1) + 3.236% (Cap 3.350%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2019-099, Class SA, IO, 1 Month SOFR x (1) + 3.236% (Cap 3.350%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/20/49 | &nbsp;&nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22539 |
| &nbsp;&nbsp;&nbsp;Series 2020-126, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 2020-126, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 2020-126, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 2020-126, Class BI, IO |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/20/50 | &nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206446 |
| &nbsp;&nbsp;&nbsp;Series 2021-114, Class TI, IO | &nbsp;&nbsp;&nbsp;Series 2021-114, Class TI, IO | &nbsp;&nbsp;&nbsp;Series 2021-114, Class TI, IO | &nbsp;&nbsp;&nbsp;Series 2021-114, Class TI, IO |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/51 | &nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214371 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** |
| &nbsp;&nbsp;&nbsp;Series 2021-165, Class ST, IO, 1 Month SOFR x (1) + 3.246% (Cap 0.020%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-165, Class ST, IO, 1 Month SOFR x (1) + 3.246% (Cap 0.020%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-165, Class ST, IO, 1 Month SOFR x (1) + 3.246% (Cap 0.020%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-165, Class ST, IO, 1 Month SOFR x (1) + 3.246% (Cap 0.020%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$129 |
| &nbsp;&nbsp;&nbsp;Series 2022-046, Class S, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-046, Class S, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-046, Class S, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-046, Class S, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11765 |
| &nbsp;&nbsp;&nbsp;Series 2022-051, Class SC, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-051, Class SC, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-051, Class SC, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-051, Class SC, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/52 | &nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51920 |
| &nbsp;&nbsp;&nbsp;Series 2022-066, Class SB, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-066, Class SB, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-066, Class SB, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-066, Class SB, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.177%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26782 |
| &nbsp;&nbsp;&nbsp;Series 2022-068, Class SP, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-068, Class SP, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-068, Class SP, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-068, Class SP, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.177%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21816 |
| &nbsp;&nbsp;&nbsp;Series 2022-093, Class GS, IO, 30 Day Average SOFR x (1) + 3.650% (Cap 3.650%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-093, Class GS, IO, 30 Day Average SOFR x (1) + 3.650% (Cap 3.650%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-093, Class GS, IO, 30 Day Average SOFR x (1) + 3.650% (Cap 3.650%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-093, Class GS, IO, 30 Day Average SOFR x (1) + 3.650% (Cap 3.650%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10351 |
| &nbsp;&nbsp;&nbsp;Series 2022-093, Class IO, IO | &nbsp;&nbsp;&nbsp;Series 2022-093, Class IO, IO | &nbsp;&nbsp;&nbsp;Series 2022-093, Class IO, IO | &nbsp;&nbsp;&nbsp;Series 2022-093, Class IO, IO |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/20/51 | &nbsp;&nbsp;5191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540300 |
| &nbsp;&nbsp;&nbsp;Series 2022-125, Class CS, IO, 30 Day Average SOFR x (1) + 5.990% (Cap 5.990%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-125, Class CS, IO, 30 Day Average SOFR x (1) + 5.990% (Cap 5.990%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-125, Class CS, IO, 30 Day Average SOFR x (1) + 5.990% (Cap 5.990%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-125, Class CS, IO, 30 Day Average SOFR x (1) + 5.990% (Cap 5.990%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;2.317%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/52 | &nbsp;&nbsp;2533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208496 |
| &nbsp;&nbsp;&nbsp;Series 2022-126, Class CS, IO, 30 Day Average SOFR x (1) + 3.760% (Cap 3.760%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-126, Class CS, IO, 30 Day Average SOFR x (1) + 3.760% (Cap 3.760%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-126, Class CS, IO, 30 Day Average SOFR x (1) + 3.760% (Cap 3.760%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-126, Class CS, IO, 30 Day Average SOFR x (1) + 3.760% (Cap 3.760%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.087%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/52 | &nbsp;&nbsp;3143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60400 |
| &nbsp;&nbsp;&nbsp;Series 2022-129, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-129, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-129, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-129, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.277%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/52 | &nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152786 |
| &nbsp;&nbsp;&nbsp;Series 2022-133, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-133, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-133, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-133, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.277%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/52 | &nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26311 |
| &nbsp;&nbsp;&nbsp;Series 2022-148, Class DS, IO, 30 Day Average SOFR x (1) + 3.600% (Cap 3.600%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-148, Class DS, IO, 30 Day Average SOFR x (1) + 3.600% (Cap 3.600%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-148, Class DS, IO, 30 Day Average SOFR x (1) + 3.600% (Cap 3.600%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-148, Class DS, IO, 30 Day Average SOFR x (1) + 3.600% (Cap 3.600%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/20/52 | &nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21218 |
| &nbsp;&nbsp;&nbsp;Series 2022-178, Class SA, IO, 30 Day Average SOFR x (1) + 4.900% (Cap 4.900%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-178, Class SA, IO, 30 Day Average SOFR x (1) + 4.900% (Cap 4.900%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-178, Class SA, IO, 30 Day Average SOFR x (1) + 4.900% (Cap 4.900%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-178, Class SA, IO, 30 Day Average SOFR x (1) + 4.900% (Cap 4.900%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;1.227%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/52 | &nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63415 |
| HOMES Trust, | HOMES Trust, | HOMES Trust, | HOMES Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.800%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/70 | &nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951060 |
| JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 4A1 | &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 4A1 | &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 4A1 | &nbsp;&nbsp;&nbsp;Series 2007-A01, Class 4A1 |
| &nbsp;&nbsp;&nbsp;6.178%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6121 |
| Kinbane DAC (Ireland), | Kinbane DAC (Ireland), | Kinbane DAC (Ireland), | Kinbane DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2024-RPL02A, Class A, 144A, 1 Month EURIBOR + 1.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-RPL02A, Class A, 144A, 1 Month EURIBOR + 1.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-RPL02A, Class A, 144A, 1 Month EURIBOR + 1.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-RPL02A, Class A, 144A, 1 Month EURIBOR + 1.100% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;3.019%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/63 | &nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733509 |
| Legacy Mortgage Asset Trust, | Legacy Mortgage Asset Trust, | Legacy Mortgage Asset Trust, | Legacy Mortgage Asset Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-GS01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GS01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GS01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GS01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.892%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177047 |
| MFA Trust, | MFA Trust, | MFA Trust, | MFA Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-RPL01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2021-RPL01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2021-RPL01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2021-RPL01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;1.131%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/60 | &nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928389 |

---

A22

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | &nbsp;&nbsp;&nbsp;Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | &nbsp;&nbsp;&nbsp;Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | &nbsp;&nbsp;&nbsp;Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) |
| &nbsp;&nbsp;&nbsp;4.543%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$75838 |
| OBX Trust, | OBX Trust, | OBX Trust, | OBX Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.846%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/65 | &nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163636 |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM03, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.652%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/66 | &nbsp;&nbsp;1532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517208 |
| PRET Trust, | PRET Trust, | PRET Trust, | PRET Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.075%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800368 |
| PRPM LLC, | PRPM LLC, | PRPM LLC, | PRPM LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.000%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/54 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688196 |
| Santander Mortgage Asset Receivable Trust, | Santander Mortgage Asset Receivable Trust, | Santander Mortgage Asset Receivable Trust, | Santander Mortgage Asset Receivable Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.704%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/66 | &nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553369 |
| Structured Adjustable Rate Mortgage Loan Trust, | Structured Adjustable Rate Mortgage Loan Trust, | Structured Adjustable Rate Mortgage Loan Trust, | Structured Adjustable Rate Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-01, Class 4A3 | &nbsp;&nbsp;&nbsp;Series 2004-01, Class 4A3 | &nbsp;&nbsp;&nbsp;Series 2004-01, Class 4A3 | &nbsp;&nbsp;&nbsp;Series 2004-01, Class 4A3 |
| &nbsp;&nbsp;&nbsp;5.939%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28933 |
| Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-04, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/60 | &nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328679 |
| Verus Securitization Trust, | Verus Securitization Trust, | Verus Securitization Trust, | Verus Securitization Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.863%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/71 | &nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081129 |
| **Total Residential Mortgage-Backed Securities<br>(cost $26,272,841)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $26,272,841)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $26,272,841)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26177828 |
| **Sovereign Bonds — 0.6%** | **Sovereign Bonds — 0.6%** | **Sovereign Bonds — 0.6%** | **Sovereign Bonds — 0.6%** |
| Bermuda Government International Bond (Bermuda), | Bermuda Government International Bond (Bermuda), | Bermuda Government International Bond (Bermuda), | Bermuda Government International Bond (Bermuda), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420389 |
| Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/30 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013788 |
| Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/30 | &nbsp;&nbsp;2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064510 |
| Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713125 |
| Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/13/37(a) | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690097 |
| Oman Government International Bond (Oman), | Oman Government International Bond (Oman), | Oman Government International Bond (Oman), | Oman Government International Bond (Oman), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496250 |
| Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258307 |
| Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.783% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469269 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Republic of Poland Government International Bond (Poland), | Republic of Poland Government International Bond (Poland), | Republic of Poland Government International Bond (Poland), | Republic of Poland Government International Bond (Poland), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 10Y | &nbsp;&nbsp;&nbsp;Bonds, Series 10Y | &nbsp;&nbsp;&nbsp;Bonds, Series 10Y | &nbsp;&nbsp;&nbsp;Bonds, Series 10Y |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/35 | &nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1600988 |
| Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/16/30 | &nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694232 |
| Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/28 | &nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701830 |
| **Total Sovereign Bonds<br>(cost $15,200,673)<br>** | **Total Sovereign Bonds<br>(cost $15,200,673)<br>** | **Total Sovereign Bonds<br>(cost $15,200,673)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15122785 |
| **U.S. Government Agency Obligations — 10.9%** | **U.S. Government Agency Obligations — 10.9%** | **U.S. Government Agency Obligations — 10.9%** | **U.S. Government Agency Obligations — 10.9%** |
| Federal Home Loan Bank | Federal Home Loan Bank | Federal Home Loan Bank | Federal Home Loan Bank |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922949 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847396 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798697 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420866 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178477 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491376 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827613 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/50 | &nbsp;&nbsp;2303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876304 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473930 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754418 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47148 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385337 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316541 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67598 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059627 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432537 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;2084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755606 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324775 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840462 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011093 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;2237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902825 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32345 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86252 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52683 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90384 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225685 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214450 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575108 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/46 | &nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226073 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/46 | &nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593852 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770425 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/50 | &nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985714 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199035 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752439 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;2697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374732 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96438 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166468 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265124 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933714 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;4297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944364 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |

---

A23

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$99649 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163752 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211114 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106321 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84014 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35624 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608655 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157959 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/53 | &nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841741 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34982 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313787 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33880 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64854 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134743 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249831 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459549 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7371 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81757 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121428 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17522 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773340 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/53 | &nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571829 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/53 | &nbsp;&nbsp;1286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274771 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/53 | &nbsp;&nbsp;2492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467471 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/53 | &nbsp;&nbsp;1553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535841 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/54 | &nbsp;&nbsp;7855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7753209 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10468 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14739 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18933 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54324 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16359 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127258 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13970 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38229 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367645 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/53 | &nbsp;&nbsp;7049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7109452 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61572 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16466 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16231 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8185 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16911 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468171 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561456 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7660 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63370 |
| Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330805 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097752 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/50 | &nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221195 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662178 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535253 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445085 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173879 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$930992 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/41 | &nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034877 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/41(k) | &nbsp;&nbsp;&nbsp;2644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313915 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4463202 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038455 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;&nbsp;4166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391098 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41609 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;&nbsp;5718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648907 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784337 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;12101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825341 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260410 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429648 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483459 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449515 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/35 | &nbsp;&nbsp;&nbsp;3114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944821 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/35 | &nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501098 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359323 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223594 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477886 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475542 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/50 | &nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334278 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/50 | &nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653462 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929878 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123394 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078890 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890704 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637447 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672683 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570162 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320038 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/52 | &nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938082 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43588 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186160 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/35 | &nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833393 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/36 | &nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110562 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388299 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364169 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76697 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283439 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423103 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452771 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236712 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9515 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884711 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335213 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/50 | &nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825620 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185772 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175473 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644242 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118830 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410145 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156235 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/42 | &nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041103 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505477 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300960 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108769 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253495 |

---

A24

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$162616 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572067 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78859 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796584 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168978 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221088 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452116 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274478 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345633 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187183 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/48 | &nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604609 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320768 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321808 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190151 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/49 | &nbsp;&nbsp;4028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3761108 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266648 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157674 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/49 | &nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511911 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872792 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656842 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;3658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357498 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786738 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845337 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/52 | &nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569481 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706076 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/44 | &nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473669 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150754 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83488 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294712 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204061 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423988 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/49 | &nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899480 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330157 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;6627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6280639 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10630 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10057 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26523 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30174 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247407 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339659 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116549 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713947 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322112 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342942 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284345 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101471 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655319 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762051 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/52 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065685 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/52 | &nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303314 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/52 | &nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386017 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/52 | &nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256420 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/53 | &nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160051 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 | &nbsp;&nbsp;3486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369268 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2465317 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60516 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22675 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33188 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33467 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28945 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29870 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14826 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374632 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354908 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362872 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/52 | &nbsp;&nbsp;10829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10737635 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/53 | &nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809124 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/55 | &nbsp;&nbsp;&nbsp;5398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327714 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36813 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29769 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15280 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54761 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71381 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36955 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73640 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27345 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/53 | &nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4076814 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779195 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/53 | &nbsp;&nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140606 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/53 | &nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064870 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986407 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77801 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30936 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141282 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18043 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12219 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73765 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5637 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36149 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45868 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60517 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11148 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24802 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16551 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21561 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/53 | &nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555300 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549068 |

---

A25

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/53 | &nbsp;&nbsp;1283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1311464 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18007 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9123 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24810 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27390 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24629 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14406 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6401 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25257 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30647 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6418 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30600 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32679 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105564 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4509 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4143 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10272 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;3195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552815 |
| Government National Mortgage Assoc. | Government National Mortgage Assoc. | Government National Mortgage Assoc. | Government National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/50 | &nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242346 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/51 | &nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868474 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487347 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681527 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84884 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151905 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337378 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/50 | &nbsp;&nbsp;1788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540329 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/50 | &nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177153 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57531 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167409 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181327 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361469 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/20/46 | &nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926986 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248408 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304870 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102583 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606426 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745386 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366078 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112267 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320752 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/20/46 | &nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151643 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395266 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876007 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288960 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/49 | &nbsp;&nbsp;4577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282834 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/52 | &nbsp;&nbsp;4857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497191 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806724 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20351 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18101 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211167 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75987 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145122 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402281 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/20/47 | &nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1078631 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375389 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383081 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/20/49 | &nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285358 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404212 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372826 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564685 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744801 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407531 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926243 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124086 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143439 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228652 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112648 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170602 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127846 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180295 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96284 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153752 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271474 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/52 | &nbsp;&nbsp;1988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937214 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/53 | &nbsp;&nbsp;3916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805029 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960807 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39942 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182254 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/53 | &nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200062 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39542 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79069 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49223 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92430 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18863 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;04/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17359 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/52 | &nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532983 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/53 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293677 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38013 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13992 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22079 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34498 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26024 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/54 | &nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758275 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9561 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8980 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11459 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55413 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14399 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8251 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13965 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/54 | &nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618821 |

---

A26

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$834518 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943717 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267835 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11324 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902016 |
| Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126409 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867857 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486020 |
| Tennessee Valley Authority Generic Strips, Bonds | Tennessee Valley Authority Generic Strips, Bonds | Tennessee Valley Authority Generic Strips, Bonds | Tennessee Valley Authority Generic Strips, Bonds |
| &nbsp;&nbsp;&nbsp;4.724%(s) | &nbsp;&nbsp;&nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47218 |
| **Total U.S. Government Agency Obligations<br>(cost $307,939,353)<br>** | **Total U.S. Government Agency Obligations<br>(cost $307,939,353)<br>** | **Total U.S. Government Agency Obligations<br>(cost $307,939,353)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296265748 |
| **U.S. Treasury Obligations — 4.1%** | **U.S. Treasury Obligations — 4.1%** | **U.S. Treasury Obligations — 4.1%** | **U.S. Treasury Obligations — 4.1%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/42(k) | &nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5421900 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216591 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/53 | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370500 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620050 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/52(h) | &nbsp;&nbsp;42975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36924926 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13628145 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;15530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15061673 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;13395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12959662 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57309 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/55 | &nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153023 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63375 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745569 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908594 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/31/33 | &nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329838 |
| U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon |
| &nbsp;&nbsp;&nbsp;2.679%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887410 |
| &nbsp;&nbsp;&nbsp;3.029%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430690 |
| &nbsp;&nbsp;&nbsp;4.349%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8532 |
| &nbsp;&nbsp;&nbsp;4.568%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134178 |
| &nbsp;&nbsp;&nbsp;4.608%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50138 |
| &nbsp;&nbsp;&nbsp;4.734%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/43 | &nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564788 |
| &nbsp;&nbsp;&nbsp;4.924%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143815 |
| &nbsp;&nbsp;&nbsp;4.928%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52903 |
| **Total U.S. Treasury Obligations<br>(cost $116,003,518)<br>** | **Total U.S. Treasury Obligations<br>(cost $116,003,518)<br>** | **Total U.S. Treasury Obligations<br>(cost $116,003,518)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111733609 |
| **Total Long-Term Investments—89.6%<br>(cost $1,356,165,826)<br>** | **Total Long-Term Investments—89.6%<br>(cost $1,356,165,826)<br>** | **Total Long-Term Investments—89.6%<br>(cost $1,356,165,826)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;2441238385 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Short-Term Investments — 12.4%** | **Short-Term Investments — 12.4%** | **Short-Term Investments — 12.4%** |
| **Affiliated Mutual Funds — 12.4%** | **Affiliated Mutual Funds — 12.4%** | **Affiliated Mutual Funds — 12.4%** |
| &nbsp;&nbsp;&nbsp;PGIM Core Government Money Market Fund (7-day effective yield 3.781%)(wb) | 292320713 | &nbsp;&nbsp;&nbsp;&nbsp;$292320713 |
| &nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund (7-day effective yield 3.829%)<br>(cost $45,129,460; includes $44,972,891 of cash collateral for securities on loan)(b)(wb) | &nbsp;&nbsp;&nbsp;45213827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45182177 |
| **Total Affiliated Mutual Funds<br>(cost $337,450,173)<br>** | **Total Affiliated Mutual Funds<br>(cost $337,450,173)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337502890 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |
| **U.S. Treasury Obligation(k)(n) — 0.0%** | **U.S. Treasury Obligation(k)(n) — 0.0%** | **U.S. Treasury Obligation(k)(n) — 0.0%** | **U.S. Treasury Obligation(k)(n) — 0.0%** |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;06/16/26 | &nbsp;&nbsp;790 | 783991 |
| &nbsp;&nbsp;&nbsp;(cost $784,046) | &nbsp;&nbsp;&nbsp;(cost $784,046) |  |  |

---

---

| | |
|:---|:---|
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $20,787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38270 |
| **Total Short-Term Investments<br>(cost $338,255,006)<br>** | &nbsp;&nbsp;&nbsp;338325151 |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN—102.0%<br>(cost $1,694,420,832)<br>** | 2779563536 |

---

---

| | |
|:---|:---|
| **Options Written\*~ — (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(premiums received $19,031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43222) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN—102.0%<br>(cost $1,694,401,801)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;2779520314 |
| **Liabilities in excess of other assets(z) — (2.0)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53637942) |
| **Net Assets — 100.0%<br>** | &nbsp;&nbsp;&nbsp;$2725882372 |

---

Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: <br> EUR Euro <br> GBP British Pound

---

| | |
|:---|:---|
| 144A | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. |
| A | Annual payment frequency for swaps |
| ADR | American Depositary Receipt |
| BABs | Build America Bonds |
| BARC | Barclays Bank PLC |
| BNP | BNP Paribas S.A. |
| BOA | Bank of America, N.A. |

---

A27

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | |
|:---|:---|
| CDX | Credit Derivative Index |
| CITI | Citibank, N.A. |
| CLO | Collateralized Loan Obligation |
| CMS | Constant Maturity Swap |
| DAC | Designated Activity Company |
| EAFE | Europe, Australasia, Far East |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| FHLMC | Federal Home Loan Mortgage Corporation |
| GMTN | Global Medium Term Note |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| IO | Interest Only (Principal amount represents notional) |
| JPM | JPMorgan Chase Bank N.A. |
| LP | Limited Partnership |
| MSCI | Morgan Stanley Capital International |
| MSI | Morgan Stanley & Co. International PLC |
| MTN | Medium Term Note |
| N/A | Not Applicable |
| OTC | Over-the-counter |
| PJSC | Public Joint-Stock Company |
| PRFC | Preference Shares |
| Q | Quarterly payment frequency for swaps |
| REITs | Real Estate Investment Trust |
| REMIC | Real Estate Mortgage Investment Conduit |
| S&P | Standard & Poor's |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| SSB | State Street Bank & Trust Company |
| STRIPs | Separate Trading of Registered Interest and Principal of Securities |
| T | Swap payment upon termination |
| TBA | To Be Announced |

---

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |

---

---

| | |
|:---|:---|
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $354,883 and 0.0% of net assets. |
| (a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $44,723,184; cash collateral of $44,972,891 (included in liabilities) was received with which the Portfolio purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Portfolio may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at March 31, 2026. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of March 31, 2026. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (n) | Rate shown reflects yield to maturity at purchased date. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| (z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |

---

#### Options Purchased:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;$— |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total OTC Traded (cost $1,797)** | **Total OTC Traded (cost $1,797)** |  |  |  |  |  |  | &nbsp;&nbsp;$— |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;$1986 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;2.80%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;10.29% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;10.29%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |

---

A28

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Options Purchased (continued):<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;3.82% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;3.82%(T) | &nbsp;&nbsp;2255 | &nbsp;&nbsp;$6258 |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;11.07% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;11.07%(T) | &nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) | &nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;22964 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) | &nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.89% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.89%(A) | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 |
| **Total OTC Swaptions (cost $18,990)** | **Total OTC Swaptions (cost $18,990)** | **Total OTC Swaptions (cost $18,990)** | **Total OTC Swaptions (cost $18,990)** | **Total OTC Swaptions (cost $18,990)** | **Total OTC Swaptions (cost $18,990)** | **Total OTC Swaptions (cost $18,990)** |  | $38270 |
| **Total Options Purchased (cost $20,787)** | **Total Options Purchased (cost $20,787)** | **Total Options Purchased (cost $20,787)** | **Total Options Purchased (cost $20,787)** | **Total Options Purchased (cost $20,787)** | **Total Options Purchased (cost $20,787)** | **Total Options Purchased (cost $20,787)** |  | $38270 |

---

#### Options Written:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;3.09% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.09%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;$(1216) |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;3.24% | &nbsp;&nbsp;3.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4641) |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;4.27% | &nbsp;&nbsp;4.27%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6758) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;(15473) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;(11372) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3762) |
| **Total Options Written (premiums received $19,031)** | **Total Options Written (premiums received $19,031)** | **Total Options Written (premiums received $19,031)** | **Total Options Written (premiums received $19,031)** | **Total Options Written (premiums received $19,031)** | **Total Options Written (premiums received $19,031)** | **Total Options Written (premiums received $19,031)** |  |  | $(43222) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** |
| 156 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;$32361469 | &nbsp;&nbsp;&nbsp;$(231889) |
| 321 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;34725680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(461715) |
| 329 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;36534424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141770) |
| 11 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29733) |
| 2 | &nbsp;&nbsp;Mini MSCI EAFE Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4360) |
| 24 | &nbsp;&nbsp;S&P 500 E-Mini Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7884900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221851) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(1091318) |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 5 | &nbsp;&nbsp;5 Year Euro-Bobl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14351 |
| 54 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6149250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99277 |

---

A29

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Short Positions (cont'd):** | **Short Positions (cont'd):** | **Short Positions (cont'd):** | **Short Positions (cont'd):** | **Short Positions (cont'd):** |
| 13 | &nbsp;&nbsp;30 Year U.S. Ultra Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;$1515313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40605 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154233 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;$(937085) |

---

#### Bond forward contracts outstanding at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase Bond<br> Forwards** | **Counterparty** | **Settlement<br> Date** | **Notional<br> Amount<br> (000)#** | **Strike<br> Price** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** |  |  |
| U.S. Treasury Bond | U.S. Treasury Bond |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;1.875%, 11/15/51 | JPM | 07/27/26 | 12445 | $56.21 | &nbsp;&nbsp;$6994724 | &nbsp;&nbsp;$6850276 | $— | $(144448) |
| &nbsp;&nbsp;&nbsp;2.000%, 02/15/50 | JPM | 07/16/26 | 13235 | $59.64 | &nbsp;&nbsp;&nbsp;&nbsp;7893796 | &nbsp;&nbsp;&nbsp;&nbsp;7717395 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(176401) |
| &nbsp;&nbsp;&nbsp;2.000%, 02/15/50 | GSI | 07/27/26 | 12240 | $59.19 | &nbsp;&nbsp;&nbsp;&nbsp;7244939 | &nbsp;&nbsp;&nbsp;&nbsp;7137364 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(107575) |
| &nbsp;&nbsp;&nbsp;2.000%, 02/15/50 | JPM | 08/04/26 | 10220 | $58.49 | &nbsp;&nbsp;&nbsp;&nbsp;5978056 | &nbsp;&nbsp;&nbsp;&nbsp;5959016 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(19040) |
|  |  |  |  |  | $28111515 | $27664051 | $— | $(447464) |

---

#### Forward foreign currency exchange contracts outstanding at March 31, 2026:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;$6034659 | &nbsp;&nbsp;$5957217 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(77442) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11217) |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839292 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;33153 | &nbsp;&nbsp;&nbsp;&nbsp;38411468 | &nbsp;&nbsp;&nbsp;&nbsp;38323867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87601) |
|  |  |  |  | &nbsp;&nbsp;$47042816 | &nbsp;&nbsp;$46872171 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;(176260) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;$6083148 | &nbsp;&nbsp;$5957217 | &nbsp;&nbsp;&nbsp;$125931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 05/12/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;35395 | &nbsp;&nbsp;&nbsp;&nbsp;41829320 | &nbsp;&nbsp;&nbsp;&nbsp;40914954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/12/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;33153 | &nbsp;&nbsp;&nbsp;&nbsp;38485433 | &nbsp;&nbsp;&nbsp;&nbsp;38398094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$92432132 | &nbsp;&nbsp;$91227050 | &nbsp;&nbsp;&nbsp;&nbsp;1205082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;$1210697 | &nbsp;&nbsp;$(176260) |

---

A30

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Credit default swap agreements outstanding at March 31, 2026:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** |
| Republic of France | 12/20/30 | 0.250%(Q) | 925 | $(4163) | $(2606) | $(1557) | BARC |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** |
| Alphabet, Inc. | 06/20/30 | 1.000%(Q) |  | 1315 | 0.415% | $30562 | $30546 | &nbsp;&nbsp;&nbsp;&nbsp;$16 | GSI |
| Bank of Nova Scotia | 12/20/26 | 1.000%(Q) |  | 588 | 0.184% | &nbsp;&nbsp;&nbsp;&nbsp;3649 | &nbsp;&nbsp;&nbsp;&nbsp;3017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | CITI |
| Citigroup, Inc. | 12/20/26 | 1.000%(Q) |  | 2255 | 0.320% | &nbsp;&nbsp;&nbsp;11778 | &nbsp;&nbsp;&nbsp;11114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | GSI |
| Hellenic Republic | 12/20/26 | 1.000%(Q) |  | 1057 | 0.066% | &nbsp;&nbsp;&nbsp;&nbsp;7461 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | BARC |
| Hellenic Republic | 06/20/27 | 1.000%(Q) |  | 270 | 0.089% | &nbsp;&nbsp;&nbsp;&nbsp;3054 | &nbsp;&nbsp;&nbsp;&nbsp;2298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | BARC |
| Hellenic Republic | 12/20/27 | 1.000%(Q) |  | 200 | 0.137% | &nbsp;&nbsp;&nbsp;&nbsp;2972 | &nbsp;&nbsp;&nbsp;&nbsp;2177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | BARC |
| HSBC Bank PLC | 12/20/26 | 1.000%(Q) |  | 890 | 0.203% | &nbsp;&nbsp;&nbsp;&nbsp;5398 | &nbsp;&nbsp;&nbsp;&nbsp;5343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | MSI |
| Kingdom of Norway | 12/20/26 | —%(Q) |  | 2700 | 0.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(705) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(961) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | BARC |
| Kingdom of Saudi Arabia | 06/20/26 | 1.000%(Q) |  | 50 | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | CITI |
| Kingdom of Spain | 06/20/26 | 1.000%(Q) | EUR | 742 | 0.034% | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;1783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | BARC |
| National Bank of Canada | 12/20/26 | 1.000%(Q) |  | 335 | 0.311% | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | CITI |
| Republic of Chile | 06/20/28 | 1.000%(Q) |  | 230 | 0.349% | &nbsp;&nbsp;&nbsp;&nbsp;3292 | &nbsp;&nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | BARC |
| Republic of France | 06/20/27 | 0.250%(Q) |  | 505 | 0.102% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | BARC |
| Republic of France | 12/20/30 | 0.250%(Q) |  | 925 | 0.310% | &nbsp;&nbsp;&nbsp;&nbsp;(2333) | &nbsp;&nbsp;&nbsp;&nbsp;(5366) | &nbsp;&nbsp;&nbsp;3033 | BARC |
| Republic of Italy | 06/20/26 | —%(Q) |  | 1324 | 0.073% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | BARC |
| Republic of Italy | 09/20/26 | 1.000%(Q) |  | 904 | 0.075% | &nbsp;&nbsp;&nbsp;&nbsp;4264 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | BARC |
| Republic of Panama | 06/20/26 | 1.000%(Q) |  | 342 | 0.516% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | CITI |
| Republic of Panama | 06/20/27 | 1.000%(Q) |  | 299 | 0.623% | &nbsp;&nbsp;&nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;2048 | &nbsp;&nbsp;&nbsp;&nbsp;(596) | BARC |
| Republic of Peru | 06/20/28 | 1.000%(Q) |  | 224 | 0.458% | &nbsp;&nbsp;&nbsp;&nbsp;2679 | &nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | BARC |
| Skandinaviska Enskilda Banken AB | 12/20/26 | 1.000%(Q) |  | 784 | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp;5338 | &nbsp;&nbsp;&nbsp;&nbsp;4931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | MSI |
| Slovak Republic | 12/20/27 | 1.000%(Q) |  | 365 | 0.183% | &nbsp;&nbsp;&nbsp;&nbsp;5141 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | BARC |
| Standard Chartered PLC | 12/20/26 | 1.000%(Q) |  | 493 | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | MSI |
| State of Qatar | 12/20/26 | 1.000%(Q) |  | 520 | 0.244% | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3236 | &nbsp;&nbsp;&nbsp;&nbsp;(236) | BARC |
| U.S. Treasury Notes | 06/20/26 | 0.250%(Q) | EUR | 1140 | 0.174% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50) | BARC |
| UnitedHealth Group, Inc. | 06/20/26 | 1.000%(Q) |  | 520 | 0.163% | &nbsp;&nbsp;&nbsp;&nbsp;1142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | GSI |
|  |  |  |  |  |  | $96688 | $88585 | $8103 |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Value at<br> Trade Date** | **Value at<br> March 31,<br> 2026** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** |
| CDX.NA.IG.46.V1 | 06/20/31 | 1.000%(Q) | 29995 | 0.631% | $475422 | $527740 | $52318 |

---

The Portfolio entered into credit default swaps ("CDS") to provide a measure of protection against defaults or to take an active long or short position with respect to the likelihood of a particular issuer's default or the reference entity's credit soundness. CDS contracts generally trade based on a spread which represents the cost a protection buyer has to pay the protection seller. The protection buyer is said to be short the credit as the value of the contract rises the more the credit deteriorates. The value of the CDS contract increases for the protection buyer if the spread increases.

(1) If the Portfolio is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of
protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form
of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

A31

------

PSF PGIM 50/50 BALANCED PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

(2) If the Portfolio is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of
protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of
cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3) Notional amount represents the maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.

(4) Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Portfolio is the seller of protection as of
the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular
referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced
entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

#### Interest rate swap agreements outstanding at March 31, 2026:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** |
| 10550 | &nbsp;&nbsp;05/17/26 | &nbsp;&nbsp;4.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(48311) | &nbsp;&nbsp;$(48311) |
| 1410 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11180) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11441) |
| 14315 | &nbsp;&nbsp;05/13/27 | &nbsp;&nbsp;4.497%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;150092 | &nbsp;&nbsp;&nbsp;&nbsp;148106 |
| 8910 | &nbsp;&nbsp;05/13/29 | &nbsp;&nbsp;4.253%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9474) | &nbsp;&nbsp;&nbsp;&nbsp;(174051) | &nbsp;&nbsp;&nbsp;&nbsp;(164577) |
| 1655 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;755453 | &nbsp;&nbsp;&nbsp;&nbsp;810605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55152 |
| 1880 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38646 |
|  |  |  |  | &nbsp;&nbsp;$775720 | &nbsp;&nbsp;$793295 | &nbsp;&nbsp;&nbsp;$17575 |

---

(1) The Portfolio pays the fixed rate and receives the floating rate.

(2) The Portfolio pays the floating rate and receives the fixed rate.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreement outstanding at March 31, 2026:** | **Total return swap agreement outstanding at March 31, 2026:** | **Total return swap agreement outstanding at March 31, 2026:** | **Total return swap agreement outstanding at March 31, 2026:** | **Total return swap agreement outstanding at March 31, 2026:** | **Total return swap agreement outstanding at March 31, 2026:** | **Total return swap agreement outstanding at March 31, 2026:** | **Total return swap agreement outstanding at March 31, 2026:** |
| **Reference Entity** | &nbsp;&nbsp;**Financing<br> Rate** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Long (Short)<br> Notional<br> Amount<br> (000)#(1)** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)(2)** |
| **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** |
| Total Return Benchmark Bond Index(T) | &nbsp;&nbsp;1 Day SOFR -54bps(T)/ 3.140% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;09/17/26 | &nbsp;&nbsp;(4652) | &nbsp;&nbsp;$(15300) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(15300) |

---

(1) On
a long total return swap, the Portfolio receives payments for any positive return on the reference entity (makes payments for any negative return) and pays the financing rate. On a short total return swap, the
Portfolio makes payments for any positive return on the reference entity (receives payments for any negative return) and receives the financing rate.

(2) Upfront/recurring fees or commissions, as applicable, are included in the net unrealized appreciation (depreciation).

*Other information regarding the Portfolio is available in the Portfolio's most recent Report to Shareholders. This information is available on the Securities and Exchange Commission's website (www.sec.gov).*

A32

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Series Fund

- **b. Investment Company Act file number:** 811-03623

- **c. CIK number of Registrant:** 0000711175

- **d. LEI of Registrant:** 5493007AGJZME68YC130

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** PSF PGIM 50/50 Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000002226

- **c. LEI of Series:** 896KMYUYTUBKV7S4AA52

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2835639255.72

**Total Liabilities:** $109532986.74

**Net Assets:** $2726106268.98

**Delayed Delivery Securities:** $14452962.22

**Stand-by Commitments:** $31965101.61

**Cash Not Reported:** $1372260.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1656.93593000 | **1-Year:** 50981.86786000 | **5-Year:** 262129.87715000 | **10-Year:** 104771.80389000 | **30-Year:** 5791.75111000

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

- **3-Month:** 0.70051000 | **1-Year:** 1810.16975000 | **5-Year:** 3618.26331000 | **10-Year:** 492.46930000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005724 | 0.91%                | 0.30%                | -3.33%               |
| Class ID C000226565 | 0.90%                | 0.26%                | -3.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5413599.50              | $16981410.24                               |
| Month 2  | $30889402.21             | $-31259567.55                              |
| Month 3  | $10671549.80             | $-107947689.03                             |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Linde PLC                                                                                        | Linde PLC COM EUR0.001                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     11100 | NS      | $5502936.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH Smw Finance DAC                                                                              | CRHID 5.125 01/09/30                                                                                                                                   | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1305000 | PA      | $1327378.66   | 0.05%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 7.125 01/15/30                                                                                                                                    | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3195000 | PA      | $3552814.62   | 0.13%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4306                                                                                                                                              | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2230079 | PA      | $1890704.25   | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 2.783 01/23/31                                                                                                                                    | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    514000 | PA      | $469269.15    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc.                                                                            | Align Technology Inc. COM                                                                                                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1440 | NS      | $246859.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                                           | RWE AG NPV                                                                                                                                             | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       942 | NS      | $63376.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8128                                                                                                                                              | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1812072 | PA      | $1473930.51   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | Honeywell International Inc. COM                                                                                                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     15012 | NS      | $3393162.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 603192                                                                                                                                              | CUSIP: 36200KC54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13850 | PA      | $13992.46     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.193 02/05/37                                                                                                                                    | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    309000 | PA      | $303389.52    | 0.01%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.875 02/15/32 144A                                                                                                                                | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114697.34    | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | Block Inc CL A                                                                                                                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     13100 | NS      | $788358.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR QA7234                                                                                                                                              | CUSIP: 3133A2BB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1108458 | PA      | $985714.50    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH                                                                           | NJ NJSTRN 7.41 01/01/2040                                                                                                                              | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1181011.51   | 0.04%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.242 04/19/29                                                                                                                                   | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1740000 | PA      | $1763923.61   | 0.06%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   2255000 | OU      | $22963.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | Crown Castle Inc. COM                                                                                                                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     10400 | NS      | $845624.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                                    | SDART 2025-3 C                                                                                                                                         | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1802566.26   | 0.07%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                                                                     | IBESM 6.75 09/15/33                                                                                                                                    | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $154000.70    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8346                                                                                                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    977756 | PA      | $926242.79    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6865                                                                                                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391468 | PA      | $337378.48    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3873                                                                                                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274017 | PA      | $248407.87    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6476                                                                                                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392282 | PA      | $372826.36    | 0.01%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 880294                                                                                                                                              | CUSIP: 31409V7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35649 | PA      | $36955.19     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOF-VII AL FUNDING TRUST I                                                                       | BVABS 2023-CAR3 A2                                                                                                                                     | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503605 | PA      | $511157.14    | 0.02%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | Centerpoint Energy Inc COM                                                                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     15600 | NS      | $673296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-174050.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros. Discovery Inc.                                                                      | Warner Bros. Discovery Inc. COM SER A                                                                                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     59476 | NS      | $1633210.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.125 07/20/45                                                                                                                                     | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    985000 | PA      | $866523.70    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tikehau Clo XIII Designated Activity Co.                                                         | TIKEH 13A A                                                                                                                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-O            | CORP              | IE        |   5500000 | PA      | $6324719.08   | 0.23%             | 2038-10-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | Oneok Inc. COM                                                                                                                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     15100 | NS      | $1364889.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN 695170                                                                                                                                              | CUSIP: 31400RJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1748 | PA      | $1818.79      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                                 | News Corporation CL B                                                                                                                                  | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3800 | NS      | $108338.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                                               | Banco Santander SA EUR0.50(REGD)                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     17439 | NS      | $195503.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX Corporation COM                                                                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     44700 | NS      | $1834935.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd.                                                                                 | Helia Group Ltd. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |      2940 | NS      | $10782.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                                                              | MFRA 2021-RPL1 A1                                                                                                                                      | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014036 | PA      | $928388.65    | 0.03%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 653805                                                                                                                                              | CUSIP: 36292NKS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16870 | PA      | $17358.77     | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 5 01/24/29                                                                                                                                         | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    750000 | PA      | $767025.00    | 0.03%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8230                                                                                                                                              | CUSIP: 3132DWEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2320942 | PA      | $2249830.55   | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594822                                                                                                                                              | CUSIP: 36201VYT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8771 | PA      | $8980.31      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0858                                                                                                                                              | CUSIP: 3140QK5U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1574466 | PA      | $1384116.23   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAMBLES LTD                                                                                     | Brambles Ltd. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2651 | NS      | $41605.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovs S.P.A                                                                                        | Ovs S.P.A NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |      2075 | NS      | $10774.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                      | KPERM 4.15 05/01/47                                                                                                                                    | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    670000 | PA      | $545846.31    | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                                                            | Evolution Mining Ltd. NPV                                                                                                                              | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     10152 | NS      | $91415.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.5 08/15/30                                                                                                                                       | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    695000 | PA      | $693652.47    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB8504                                                                                                                                              | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1120830 | PA      | $1059627.47   | 0.04%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                                  | EXC 2.8 06/15/50                                                                                                                                       | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    785000 | PA      | $483929.11    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                                     | GE Aerospace COM NEW                                                                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     24878 | NS      | $7059630.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM2                                              | SAN 2026-NQM2 A1                                                                                                                                       | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-O            | CORP              | US        |   1570605 | PA      | $1553368.84   | 0.06%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                                                               | Suncorp Group Ltd. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      1080 | NS      | $12120.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-125 CS                                                                                                                                        | CUSIP: 38383TWK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2533213 | PA      | $208496.37    | 0.01%             | 2052-07-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 844496                                                                                                                                              | CUSIP: 31407YGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28673 | PA      | $28945.08     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6409                                                                                                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    676527 | PA      | $606426.51    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                                           | Lumentum Holdings Inc. COM                                                                                                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1680 | NS      | $1180636.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Baker Hughes Company                                                                             | Baker Hughes Company CL A                                                                                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23598 | NS      | $1440657.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 6.15 05/01/37                                                                                                                                      | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    690000 | PA      | $745520.65    | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                     | British American Tobacco PLC ORD GBP0.25                                                                                                               | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      2191 | NS      | $127206.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                       | Hasbro Inc COM                                                                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      3200 | NS      | $299520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                                                              | Valero Energy Corp. COM                                                                                                                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      7300 | NS      | $1803684.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMARAN CAVU 2025-2 LTD                                                                         | CAVU 2025-2A A                                                                                                                                         | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750860.48   | 0.06%             | 2038-03-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | McDonald's Corp. COM                                                                                                                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     16900 | NS      | $5252351.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.407 11/01/29                                                                                                                                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3359203.09   | 0.12%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 5.75 04/01/33                                                                                                                                      | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    635000 | PA      | $654574.64    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11216.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                                      | AET 6.625 06/15/36                                                                                                                                     | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    480000 | PA      | $517697.18    | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                          | CRH PLC ORD EUR 0.32                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     16000 | NS      | $1681920.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.299 07/24/29                                                                                                                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4980713.37   | 0.18%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.58 04/22/32                                                                                                                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1433290.37   | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                                               | Equity Residential SH BEN INT                                                                                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      8500 | NS      | $502775.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                                                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130000.16    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Company                                                                         | Vulcan Materials Company COM                                                                                                                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      3100 | NS      | $844130.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                                                                          | SLB Ltd. COM STK                                                                                                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     35824 | NS      | $1840995.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| SBI Holdings Inc                                                                                 | SBI Holdings Inc NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       700 | NS      | $12961.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | Netflix, Inc. COM                                                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    100400 | NS      | $9653460.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5021 SB                                                                                                                                            | CUSIP: 3137FWN22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1579641 | PA      | $48413.15     | 0.00%             | 2050-10-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                                        | Rockwell Automation, Inc. COM                                                                                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2700 | NS      | $968976.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 605619                                                                                                                                              | CUSIP: 36200NYQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25049 | PA      | $26023.85     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.484 10/23/45                                                                                                                                    | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    635000 | PA      | $584905.93    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-66 SB                                                                                                                                         | CUSIP: 38383RFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    848757 | PA      | $26781.69     | 0.00%             | 2052-04-20      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                                        | DHL GROUP                                                                                                                                              | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      1001 | NS      | $52759.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                        | APA Corp. COM                                                                                                                                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      8414 | NS      | $357090.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 826305                                                                                                                                              | CUSIP: 31407CAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32906 | PA      | $33188.03     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                     | Ameren Corp. COM                                                                                                                                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      6500 | NS      | $714480.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 491596                                                                                                                                              | CUSIP: 36210GC93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10106 | PA      | $10299.75     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMC Corp.                                                                                        | SMC Corp. NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $39329.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel S.p.A.                                                                                      | Enel S.p.A. EUR1                                                                                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     19388 | NS      | $211965.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                          | Eni SpA NPV                                                                                                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      3519 | NS      | $100058.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                                                         | Paramount Skydance Corp. COM CL B                                                                                                                      | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      6890 | NS      | $62147.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CARNIVAL CORP                                                                                    | Carnival Corporation COMMON STOCK                                                                                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     27300 | NS      | $706524.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 796243                                                                                                                                              | CUSIP: 31405QS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1729 | PA      | $1767.69      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR9215                                                                                                                                              | CUSIP: 3138W7GZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83778 | PA      | $76697.30     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    808000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | Conagra Brands Inc COM                                                                                                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     12300 | NS      | $193356.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd.                                                                                         | ABB Ltd. CHF0.12 (REGD)                                                                                                                                | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      3083 | NS      | $250672.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08794                                                                                                                                              | CUSIP: 3128MJ3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65841 | PA      | $64853.77     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM8325                                                                                                                                              | CUSIP: 3140XCHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573468 | PA      | $1501097.89   | 0.06%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                                     | WMB 4.9 01/15/45                                                                                                                                       | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $963762.88    | 0.04%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corp.                                                                       | Mitsubishi Materials Corp. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |       400 | NS      | $12605.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AP4539                                                                                                                                              | CUSIP: 3138M8BH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172830 | PA      | $162616.07    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2022-1A A                                                                                                                                        | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2784590.48   | 0.10%             | 2028-08-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4761                                                                                                                                              | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366076 | PA      | $362871.81    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Co. COM                                                                                                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     64045 | NS      | $18839477.20  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY LEWIS CLO 8 LTD                                                                          | KLLM 8A A1R2                                                                                                                                           | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3251076.08   | 0.12%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                   | Air Products & Chemicals, Inc. COM                                                                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5200 | NS      | $1510548.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 799835                                                                                                                                              | CUSIP: 31405USY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5504 | PA      | $5636.75      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                             | Cognizant Technology Solutions Corp. CL A                                                                                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     11500 | NS      | $705525.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | Paypal Holdings Inc. COM                                                                                                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     22400 | NS      | $1013152.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5077                                                                                                                                              | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    936549 | PA      | $827612.86    | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | Gilead Sciences Inc. COM                                                                                                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     29700 | NS      | $4139289.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                                                        | Essity AB SER'B'NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       421 | NS      | $10850.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4539                                                                                                                                              | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387691 | PA      | $330804.67    | 0.01%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $335.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 620621                                                                                                                                              | CUSIP: 36290XPE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39447 | PA      | $39542.39     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | Tyson Foods, Inc. CL A                                                                                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      7000 | NS      | $448490.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9104                                                                                                                                              | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3916125 | PA      | $3805028.65   | 0.14%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -3050000 | OU      | $-4641.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 3.6 02/01/45 C                                                                                                                                     | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    690000 | PA      | $489917.80    | 0.02%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                                               | HCA Healthcare Inc COM                                                                                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3800 | NS      | $1798312.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QC0039                                                                                                                                              | CUSIP: 3133AJBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506905 | PA      | $432537.40    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                                                | Sumitomo Electric Industries Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |       700 | NS      | $39774.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 3.875 06/01/30                                                                                                                                      | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    415000 | PA      | $401730.02    | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 3.557 08/15/27                                                                                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356072.09    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | Las Vegas Sands Corp COM                                                                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      7150 | NS      | $385242.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 553169                                                                                                                                              | CUSIP: 36213FQW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2847 | PA      | $2895.93      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.95 07/01/50                                                                                                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1383007.20   | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                                                    | Volkswagen AG NON VTG PRF NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       298 | NS      | $30483.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                                     | DoorDash Inc CL A                                                                                                                                      | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      8900 | NS      | $1336335.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHS 405 C20                                                                                                                                            | CUSIP: 3142G5QF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2417211 | PA      | $520301.95    | 0.02%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 2.375 09/25/26 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    416000 | PA      | $477232.16    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                                                             | Hubbell Incorporated COM                                                                                                                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1200 | NS      | $588888.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1                                                           | FORDR 2024-1 A                                                                                                                                         | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2231842.80   | 0.08%             | 2036-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                              | Vertex Pharmaceuticals Incorporated COM                                                                                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6000 | NS      | $2679240.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                                                      | Cencora Inc COM                                                                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4500 | NS      | $1413630.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                                                            | DD 4.725 11/15/28 144A                                                                                                                                 | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    686000 | PA      | $688334.73    | 0.03%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 788266                                                                                                                                              | CUSIP: 31405FW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72276 | PA      | $73765.42     | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                              | TPMT 2024-CES5 A1                                                                                                                                      | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1464295 | PA      | $1461438.44   | 0.05%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | 3M Company COM                                                                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     12680 | NS      | $1841516.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                                                                  | Emcor Group Inc COM                                                                                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1060 | NS      | $782608.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3124                                                                                                                                              | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468021 | PA      | $449514.77    | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                        | Airbus SE EUR1                                                                                                                                         | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       274 | NS      | $51805.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | Biogen Inc COM                                                                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3460 | NS      | $634321.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                                                                         | Asahi Group Holdings Ltd NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |       900 | NS      | $8986.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                            | TIAAGL 6.85 12/16/39 144A                                                                                                                              | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    122000 | PA      | $137198.83    | 0.01%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.005 04/23/29                                                                                                                                    | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1348455.14   | 0.05%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ORD NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       568 | NS      | $96834.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Companies Inc.                                                                          | CSL 5.25 09/15/35                                                                                                                                      | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    920000 | PA      | $920254.78    | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.375 09/26/30 144A                                                                                                                             | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1010000 | PA      | $1013787.50   | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G03589                                                                                                                                              | CUSIP: 3128M5KA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15833 | PA      | $16359.02     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                | DOC 5.25 12/15/32                                                                                                                                      | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2516016.15   | 0.09%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                                                                                                | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70178.67     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc.                                                                                | EPAM Systems Inc. COM                                                                                                                                  | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1340 | NS      | $181436.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QBE Insurance Group Ltd.                                                                         | QBE Insurance Group Ltd. NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      5746 | NS      | $84792.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                                                          | Idemitsu Kosan Co.,Ltd. NPV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      1900 | NS      | $18653.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.125 01/13/28 144A                                                                                                                                | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1690000 | PA      | $1701830.00   | 0.06%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2007-A1 4A1                                                                                                                                      | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6083 | PA      | $6121.10      | 0.00%             | 2035-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                  | BHP 5.3 02/21/35                                                                                                                                       | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $208697.73    | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces9                                                                    | RCKT 2024-CES9 A1A                                                                                                                                     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860379 | PA      | $863788.13    | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.625 05/15/42                                                                                                                                     | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $289032.04    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                                                          | SITC International Holdings Co Ltd. HKD0.10                                                                                                            | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     17000 | NS      | $74434.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Incorporated                                                        | West Pharmaceutical Services Incorporated COM                                                                                                          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1600 | NS      | $401024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                                    | Veralto Corp. COM SHS                                                                                                                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      5933 | NS      | $524595.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2                                                           | FORDR 2023-2 A                                                                                                                                         | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1840163.40   | 0.07%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V5.538 03/14/30                                                                                                                                 | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $613096.74    | 0.02%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7561                                                                                                                                              | CUSIP: 3132DVMJ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   1929254 | PA      | $1841741.39   | 0.07%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS ALPHABET INC                                                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $30561.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 3.6 03/15/51                                                                                                                                       | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    885000 | PA      | $613991.36    | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                                                         | Industrivarden AB (publ) SER'C'NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      1133 | NS      | $56161.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 5.05 03/30/29                                                                                                                                     | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1376860.75   | 0.05%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.3 04/01/36                                                                                                                                      | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3352414.13   | 0.12%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                               | Kubota Corporation NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      5600 | NS      | $89741.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                                                  | BANK 2021-BN37 A4                                                                                                                                      | CUSIP: 06540LBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3422692.65   | 0.13%             | 2064-11-18      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc.                                                              | Broadridge Financial Solutions Inc. COM                                                                                                                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2800 | NS      | $454944.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS NATIONAL BANK OF CANADA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1769.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                                | Siemens Energy AG NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      1059 | NS      | $182624.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3243                                                                                                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199864 | PA      | $181326.92    | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | Ball Corporation COM                                                                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      6500 | NS      | $384215.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                                                | Sysco Corporation COM                                                                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     11500 | NS      | $820295.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas Inc                                                                                    | AEP 3.95 06/01/28                                                                                                                                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2084061.76   | 0.08%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                                   | VARNO 5.875 05/22/30 144A                                                                                                                              | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2700000 | PA      | $2784199.23   | 0.10%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 832949                                                                                                                                              | CUSIP: 31407KL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33156 | PA      | $33467.30     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                                                      | Advanced Micro Devices Inc. COM                                                                                                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     38799 | NS      | $7892880.57   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                                               | NextEra Energy Inc COM                                                                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     49500 | NS      | $4597560.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-B TRUST                                                      | SOFI 2019-B A2FX                                                                                                                                       | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164364 | PA      | $161897.92    | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.541 01/21/47                                                                                                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1242935.82   | 0.05%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                                        | Palantir Technologies Inc CL A                                                                                                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     54400 | NS      | $7957632.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                                                              | Global Payments Inc COM                                                                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      5777 | NS      | $388792.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | Stanley Black & Decker, Inc. COM                                                                                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      3847 | NS      | $273367.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms Inc CL A                                                                                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     52010 | NS      | $29756481.30  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                                  | Gen Digital Inc COM                                                                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     13378 | NS      | $251907.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canyon 2017-1 Clo Ltd                                                                            | CANYC 2017-1A AR                                                                                                                                       | CUSIP: 13876GAJ7<br>LEI: 549300ZCQ7Q4BFIA1797 | Long             | ABS-CBDO         | CORP              | KY        |    798685 | PA      | $798709.69    | 0.03%             | 2030-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | Waste Management, Inc. COM                                                                                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      8842 | NS      | $2031803.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1012                                                                                                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118465 | PA      | $112267.30    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2020-24 SP                                                                                                                                         | CUSIP: 3136B9GC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    611762 | PA      | $72841.38     | 0.00%             | 2050-04-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08537                                                                                                                                              | CUSIP: 3128MJS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627755 | PA      | $575108.07    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q45863                                                                                                                                              | CUSIP: 3132WKQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283307 | PA      | $265123.90    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                                                                                                 | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296671.61    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | Becton, Dickinson and Company COM                                                                                                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      6810 | NS      | $1070736.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                                                         | Darden Restaurants, Inc. COM                                                                                                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2750 | NS      | $539110.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG Resources Inc. COM                                                                                                                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     13000 | NS      | $1879410.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372707.19    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS CITIGROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $11777.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | Barclays PLC ORD GBP0.25                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     26559 | NS      | $138996.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 7.5 06/01/30                                                                                                                                       | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27218.05     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.5 05/15/35                                                                                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1037588.94   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.6 03/15/35                                                                                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1488037.62   | 0.05%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                     | PEMEX 6.625 06/15/38                                                                                                                                   | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     40000 | PA      | $36000.00     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                                      | Datadog Inc CL A COM                                                                                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      7800 | NS      | $920790.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-2A A                                                                                                                                        | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1103494.81   | 0.04%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.05 11/21/39                                                                                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122865.62    | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7590                                                                                                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    834230 | PA      | $745385.99    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc.                                                                          | IDEXX Laboratories Inc. COM                                                                                                                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1900 | NS      | $1067591.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.125 02/15/30                                                                                                                                      | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3256392.95   | 0.12%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | Nomura Holdings Inc. NPV                                                                                                                               | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      7000 | NS      | $55118.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6.25 04/15/32 144A                                                                                                                              | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314363.80    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 789628                                                                                                                                              | CUSIP: 31405HHD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24430 | PA      | $25256.98     | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Penta CLO 3 Designated Activity Company                                                          | PENTA 2017-3A A1RR                                                                                                                                     | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-O            | CORP              | IE        |   4250000 | PA      | $4890253.92   | 0.18%             | 2038-10-17      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ares Commercial Mortgage Trust 2026-GCP                                                          | ARES1 2026-AZURE A                                                                                                                                     | CUSIP: 03990QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3799998.86   | 0.14%             | 2038-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                                                        | Amcor PLC COM NEW                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     10950 | NS      | $435262.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd.                                                                     | Murata Manufacturing Co Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      1500 | NS      | $33655.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G01256                                                                                                                                              | CUSIP: 31283HMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1835 | PA      | $1929.14      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201620.87    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)                                                           | Telefonaktiebolaget LM Ericsson (publ) SER'B'NPV                                                                                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     13143 | NS      | $149833.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | Micron Technology Inc. COM                                                                                                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     26700 | NS      | $9020328.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                                             | Amphenol Corporation CL A                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     29300 | NS      | $3702055.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4281                                                                                                                                              | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5718353 | PA      | $4648906.57   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | Standard Chartered PLC ORD USD0.50                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      5114 | NS      | $106575.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL3518                                                                                                                                              | CUSIP: 3138EK4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179000 | PA      | $168977.93    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 607371                                                                                                                                              | CUSIP: 36201YW85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78868 | PA      | $79068.82     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | Verizon Communications Inc. COM                                                                                                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    100476 | NS      | $5043895.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL 4.8 09/15/41                                                                                                                                       | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $428358.56    | 0.02%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                         | COXENT 2.6 06/15/31 144A                                                                                                                               | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3274651.77   | 0.12%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                             | RPLDCI 6.581 05/30/49 144A                                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3317000 | PA      | $3416089.85   | 0.13%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                                       | Ameriprise Financial, Inc. COM                                                                                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2220 | NS      | $986568.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.431 01/23/30 GMTN                                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452617.57    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2863                                                                                                                                              | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469489 | PA      | $423102.75    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2021-2A A                                                                                                                                        | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2552565.34   | 0.09%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                                | Hormel Foods Corp COM                                                                                                                                  | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      7400 | NS      | $167610.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 02/15/44                                                                                                                                       | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $216590.63    | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2018-RPL9                                                                             | CSMC 2018-RPL9 A                                                                                                                                       | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346076 | PA      | $332489.05    | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                        | Prosus NV EUR0.05 (N SHARES)                                                                                                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      1470 | NS      | $68054.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBM) Bobl Futures                                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $14350.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp.                                                                                     | Taisei Corp. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       200 | NS      | $20720.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 7.3 10/01/2039                                                                                                                                  | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1442402.84   | 0.05%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                                          | CSAIL 2017-C8 A3                                                                                                                                       | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3432091 | PA      | $3381436.17   | 0.12%             | 2050-06-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-RPL3                                                      | CHASE 2024-RPL3 A1A                                                                                                                                    | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436036 | PA      | $386949.75    | 0.01%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | Yum! Brands Inc. COM                                                                                                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      6600 | NS      | $1026168.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.35 04/15/31                                                                                                                                     | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    595000 | PA      | $582569.31    | 0.02%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BC2521                                                                                                                                              | CUSIP: 3140EWYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482016 | PA      | $452116.51    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1228                                                                                                                                              | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724633 | PA      | $644242.51    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 647492                                                                                                                                              | CUSIP: 31390JKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17417 | PA      | $18006.81     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | Credit Agricole S.A. EUR3                                                                                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      3496 | NS      | $65250.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                                    | SDART 2023-1 C                                                                                                                                         | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447780 | PA      | $449973.22    | 0.02%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 5.75 03/15/31 144A                                                                                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295647.58    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd.                                                                         | Recruit Holdings Co Ltd. NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       200 | NS      | $8713.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                                        | Sanofi SA EUR2                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1592 | NS      | $153739.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Codan Ltd.                                                                                       | Codan Ltd. NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |       810 | NS      | $17828.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8277                                                                                                                                              | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364029 | PA      | $367644.89    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G14239                                                                                                                                              | CUSIP: 3128MC4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       454 | PA      | $452.88       | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                       | DCP 5.125 05/15/29                                                                                                                                     | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2641207.89   | 0.10%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                                        | Teledyne Technologies Inc COM                                                                                                                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1120 | NS      | $677611.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                                                   | The Kroger Co. COM                                                                                                                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     13792 | NS      | $997989.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                                                              | General Mills, Inc. COM                                                                                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     12700 | NS      | $472694.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                                       | Eiffage SA EUR4                                                                                                                                        | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       225 | NS      | $34507.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1260410.16   | 0.05%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V7.161 10/30/29 MTN                                                                                                                                | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    745000 | PA      | $791516.55    | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8474                                                                                                                                              | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7855019 | PA      | $7753209.04   | 0.28%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                                       | Sandvik AB NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      4222 | NS      | $162301.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES4                                                              | TPMT 2024-CES4 A1                                                                                                                                      | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948552 | PA      | $946214.56    | 0.03%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                                   | Globe Life Inc COM                                                                                                                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1825 | NS      | $253985.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 2.45 12/02/27 144A                                                                                                                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332331.05    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A21839                                                                                                                                              | CUSIP: 31296YBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80757 | PA      | $81756.53     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                          | UDR Inc COM                                                                                                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      7100 | NS      | $239838.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4037                                                                                                                                                | CUSIP: 36202EPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39227 | PA      | $39942.44     | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6930                                                                                                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3920404 | PA      | $3242346.22   | 0.12%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9809                                                                                                                                              | CUSIP: 3138ER3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120221 | PA      | $118830.16    | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS BANK OF NOVA SCOTIA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $3648.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2023-4 C                                                                                                                                         | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1633469.92   | 0.06%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.55 10/15/32                                                                                                                                      | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3550922.90   | 0.13%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.875 04/30/29 144A                                                                                                                               | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $417475.44    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5 03/15/36                                                                                                                                        | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    665000 | PA      | $642852.05    | 0.02%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Clorox Company                                                                               | The Clorox Company COM                                                                                                                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      3000 | NS      | $310890.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                                                      | Pentair PLC COM USD0.01                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      3877 | NS      | $337725.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                                           | Diamondback Energy Inc COM                                                                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      4400 | NS      | $870276.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.591 07/22/28                                                                                                                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1017784.45   | 0.04%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.814 04/23/29                                                                                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433934.13    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.75 09/21/47                                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     26000 | PA      | $20759.70     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-4                                                                 | TPMT 2020-4 A1                                                                                                                                         | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360633 | PA      | $328678.81    | 0.01%             | 2060-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | Dominion Energy Inc COM                                                                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     20415 | NS      | $1262055.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                                           | Roper Technologies Inc COM                                                                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2560 | NS      | $905881.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 5 10/15/27                                                                                                                                         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256237.08    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                                                                      | TFS_18-3-A1                                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |    409375 | PA      | $354881.90    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale S.A.                                                                            | Societe Generale S.A. EUR1.25                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      1259 | NS      | $91928.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                                          | Lululemon Athletica Inc. COM                                                                                                                           | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      2500 | NS      | $382750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | The Bank of New York Mellon Corp. COM                                                                                                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     16358 | NS      | $1940549.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-93 IO                                                                                                                                         | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5190700 | PA      | $540299.49    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                                      | WDAY 3.8 04/01/32                                                                                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1712594.87   | 0.06%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 4.9 04/15/29                                                                                                                                       | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353939.08    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 3.2 03/15/40                                                                                                                                        | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1203300.58   | 0.04%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AJ2441                                                                                                                                              | CUSIP: 3138ATWB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1099474 | PA      | $1041102.59   | 0.04%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $125931.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                                       | Corpay Inc COM SHS                                                                                                                                     | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1700 | NS      | $494683.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | Hewlett Packard Enterprise Co. COM                                                                                                                     | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     31648 | NS      | $753538.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                                                       | Copart Inc COM                                                                                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     21300 | NS      | $707160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.7 02/04/56                                                                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    810000 | PA      | $750271.01    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5614.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                                                        | Halma PLC ORD GBP0.10                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      2066 | NS      | $105429.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                                        | Lennox International Inc. COM                                                                                                                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       640 | NS      | $297043.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                                                                    | Regions Financial Corporation COM                                                                                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     21003 | NS      | $548598.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                                                                          | The J M Smucker Company COM NEW                                                                                                                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2600 | NS      | $250744.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A89152                                                                                                                                              | CUSIP: 312936EZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168975 | PA      | $163752.21    | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                           | Southwest Airlines Co. COM                                                                                                                             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     11600 | NS      | $435812.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |  12445000 | NC      | $-144447.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                                       | Airbnb Inc COM CL A                                                                                                                                    | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     10200 | NS      | $1288056.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | Builders Firstsource, Inc. COM                                                                                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      2700 | NS      | $222291.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2021-B24 MORTGAGE TRUST                                                                | BMARK 2021-B24 A3                                                                                                                                      | CUSIP: 08163CBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1830475.40   | 0.07%             | 2054-03-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G03926                                                                                                                                              | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1185 | PA      | $1244.18      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                               | Toyota Motor Corp. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      8700 | NS      | $180849.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.8 05/01/37 MTN                                                                                                                                   | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    515000 | PA      | $542688.42    | 0.02%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Godaddy Inc                                                                                      | Godaddy Inc CL A                                                                                                                                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3400 | NS      | $281078.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd.                                                                           | Fast Retailing Co Ltd. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       100 | NS      | $39510.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                                                  | Bunge Global SA COM SHS                                                                                                                                | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |      3400 | NS      | $432480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | The Charles Schwab Corporation COM                                                                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     39650 | NS      | $3726307.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 955887                                                                                                                                              | CUSIP: 31413UNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       168 | PA      | $173.93       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                                           | ON Semiconductor Corp. COM                                                                                                                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      9300 | NS      | $575856.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A56599                                                                                                                                              | CUSIP: 3128KKKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7815 | PA      | $8185.00      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-178 SA                                                                                                                                        | CUSIP: 38383UT59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1430672 | PA      | $63415.39     | 0.00%             | 2052-10-20      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR9203                                                                                                                                              | CUSIP: 3138W7GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845313 | PA      | $796583.99    | 0.03%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                                          | Mid-America Apartment Communities, Inc. COM                                                                                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3000 | NS      | $366360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    392000 | OU      | $2412.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd.                                                                          | Japan Post Bank Co Ltd. NPV                                                                                                                            | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      1000 | NS      | $16310.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                                     | Fortinet Inc COM                                                                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     15100 | NS      | $1233972.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN AJ4640                                                                                                                                              | CUSIP: 3138AWEN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731059 | PA      | $706075.86    | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-93 GS                                                                                                                                         | CUSIP: 38383R3S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    545031 | PA      | $10350.62     | 0.00%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Co. COM                                                                                                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     73464 | NS      | $5848469.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7491                                                                                                                                              | CUSIP: 3138WHKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293406 | PA      | $274478.04    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5271                                                                                                                                              | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980512 | PA      | $986406.98    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 3570                                                                                                                                                | CUSIP: 36202D6F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33156 | PA      | $34498.02     | 0.00%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | Eversource Energy COM                                                                                                                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      9300 | NS      | $644304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                                                          | Arch Capital Group Ltd. COM USD0.01                                                                                                                    | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      8500 | NS      | $815915.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Buysell Technologies Co Ltd.                                                                     | Buysell Technologies Co Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 353800QCRDO2G02AM851 | Long             | EC               | CORP              | JP        |      1600 | NS      | $31479.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 6.045 01/28/34 144A                                                                                                                             | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1770000 | PA      | $1715307.00   | 0.06%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu 2019-1 Ltd / LLC                                                                   | CAVU 2019-1A A1R                                                                                                                                       | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7239057.58   | 0.27%             | 2037-01-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735503                                                                                                                                              | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $248.75       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | Expand Energy Corp. COM                                                                                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      5700 | NS      | $625746.00    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Qatar Energy                                                                                     | QPETRO 1.375 09/12/26 144A                                                                                                                             | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    500000 | PA      | $492355.00    | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Shizuoka Gas Co Ltd                                                                              | Shizuoka Gas Co Ltd NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |      1100 | NS      | $10548.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                                            | PEAC 2026-1A A2                                                                                                                                        | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1299352.08   | 0.05%             | 2028-10-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                              | GFORT 2024-4A A1                                                                                                                                       | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2216203.66   | 0.08%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 745125                                                                                                                                              | CUSIP: 3620C0YW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21316 | PA      | $20351.27     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 4.5 04/16/50                                                                                                                                    | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    340000 | PA      | $258306.77    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                                                                         | TFS_18-3                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |         1 | PA      | $1.16         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 609568                                                                                                                                              | CUSIP: 36202UFH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49044 | PA      | $49223.11     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 734830                                                                                                                                              | CUSIP: 31402QLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10035 | PA      | $10057.06     | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                                            | Kirin Holdings Co Ltd NPV                                                                                                                              | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      5300 | NS      | $84302.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Const(New)                                                                                 | Tokyu Const(New) NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |      1100 | NS      | $9899.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                                                                      | Workday Inc CL A                                                                                                                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      5000 | NS      | $649600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 897129                                                                                                                                              | CUSIP: 31410TVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28959 | PA      | $30646.96     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                                        | Orkla ASA NOK1.25                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       952 | NS      | $11980.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                                 | Roche Holding AG CHF0.001                                                                                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |       979 | NS      | $390709.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS STANDARD CHARTERED BANK                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $3000.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2026-NQM1 TRUST                                                                              | OBX 2026-NQM1 A1                                                                                                                                       | CUSIP: 67123HAA1<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |   1172011 | PA      | $1163636.25   | 0.04%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-1A A                                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2917565.30   | 0.11%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                                                        | Agilent Technologies Inc. COM                                                                                                                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      6914 | NS      | $788057.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4305                                                                                                                                              | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2196073 | PA      | $1784337.04   | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9963                                                                                                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    993250 | PA      | $960806.56    | 0.04%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 871277                                                                                                                                              | CUSIP: 31409G6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71801 | PA      | $73640.49     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                                                                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141901.50    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                                          | NVR Inc COM                                                                                                                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        70 | NS      | $461288.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8134                                                                                                                                              | CUSIP: 3132DWBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927969 | PA      | $754418.49    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5139                                                                                                                                              | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1283387 | PA      | $1311464.24   | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-216.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6851                                                                                                                                              | CUSIP: 3138EPTH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252106 | PA      | $223594.12    | 0.01%             | 2043-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing Designated Activity Co.                                               | SW 5.418 01/15/35                                                                                                                                      | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $602382.00    | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank, National Association                                                        | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |  13235000 | NC      | $-176400.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc.                                                                                    | Prologis Inc. COM                                                                                                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     22284 | NS      | $2945499.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7883                                                                                                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4856790 | PA      | $4497191.03   | 0.16%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                           | Mercedes-Benz Group AG ORD NPV(REGD)                                                                                                                   | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      2701 | NS      | $166011.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4268                                                                                                                                              | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179693 | PA      | $1034877.15   | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | Philip Morris International Inc. COM                                                                                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     37100 | NS      | $6134114.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 6.625 11/15/30                                                                                                                                    | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    995000 | PA      | $1105563.88   | 0.04%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.6 11/15/32                                                                                                                                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425535.58    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2020-A A2FX                                                                                                                                       | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452311 | PA      | $437062.46    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.542 09/10/27                                                                                                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2314384.84   | 0.08%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                                            | BAC 6 10/15/36 BKNT                                                                                                                                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    805000 | PA      | $848573.09    | 0.03%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V6.208 08/21/29                                                                                                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $409551.06    | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.4 12/01/30                                                                                                                                        | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64119.89     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | Occidental Petroleum Corp. COM                                                                                                                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     17204 | NS      | $1118260.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $5337.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pheaa Student Loan Trust 2021-1                                                                  | PHEAA 2021-1A A                                                                                                                                        | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628379 | PA      | $617210.11    | 0.02%             | 2070-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                                       | WWW 4 08/15/29 144A                                                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    550000 | PA      | $509174.07    | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 4.25 10/31/26 144A                                                                                                                              | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    415000 | PA      | $413692.75    | 0.02%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4580                                                                                                                                              | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3657763 | PA      | $3357498.16   | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | Kenvue Inc. COM                                                                                                                                        | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     45900 | NS      | $791316.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                                                                     | Allegion PLC COM USD0.01                                                                                                                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2033 | NS      | $295374.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies Inc COM                                                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     48900 | NS      | $3517377.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                          | CHTR 4.5 09/15/42                                                                                                                                      | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    560000 | PA      | $420001.39    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                                       | Dollar General Corporation COM                                                                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      5200 | NS      | $617396.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust CORE S&P500 ETF                                                                                                                          | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     22300 | NS      | $14566583.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8100                                                                                                                                              | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    787686 | PA      | $744800.91    | 0.03%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accelleron Industries AG.                                                                        | Accelleron Industries AG. CHF0.01                                                                                                                      | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |       176 | NS      | $15907.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                                        | Repsol SA EUR1                                                                                                                                         | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       630 | NS      | $17733.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                                               | AerCap Holdings N.V. EUR0.01                                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       800 | NS      | $109744.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2                                                                     | BBCMS 2018-C2 A4                                                                                                                                       | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3806063.80   | 0.14%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.389 04/24/34                                                                                                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1658451.44   | 0.06%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | Iron Mountain Inc. COM                                                                                                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      7102 | NS      | $725398.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4381                                                                                                                                              | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336533 | PA      | $304870.05    | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 255672                                                                                                                                              | CUSIP: 31371L6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       493 | PA      | $514.91       | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                                                                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65081.03     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 3.6 02/15/51                                                                                                                                       | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1085646.21   | 0.04%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J15717                                                                                                                                              | CUSIP: 3128PVK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1515 | PA      | $1512.09      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 800903                                                                                                                                              | CUSIP: 31405VX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1513 | PA      | $1565.10      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.65 07/23/48                                                                                                                                        | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    420000 | PA      | $355614.08    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | TRS TRSBENCH23 INDEX                                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-15300.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | Aker BP ASA NOK1                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       231 | NS      | $8539.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                                                  | Advantest Corp. NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1400 | NS      | $193209.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07032                                                                                                                                              | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98521 | PA      | $90383.72     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5985                                                                                                                                              | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4577056 | PA      | $4282834.49   | 0.16%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G04776                                                                                                                                              | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37153 | PA      | $38228.53     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.194 04/01/31 144A                                                                                                                               | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $488487.00    | 0.02%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Smurfit WestRock plc                                                                             | Smurfit WestRock plc COM USD0.001                                                                                                                      | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     13044 | NS      | $519803.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2026-REV1                                                           | FORDR 2026-1 A                                                                                                                                         | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3175647.68   | 0.12%             | 2038-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | American Electric Power Co, Inc. COM                                                                                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     12760 | NS      | $1672580.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                                      | Hologic Inc COM                                                                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      5600 | NS      | $423304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 900853                                                                                                                                              | CUSIP: 31410XZS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31184 | PA      | $32678.78     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2020-126 BI                                                                                                                                        | CUSIP: 38382HVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1247062 | PA      | $206446.41    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                                                               | Norwegian Cruise Line Holdings Ltd COM USD0.001                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12000 | NS      | $224400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/45                                                                                                                                           | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $52902.63     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                              | Imperial Brands PLC GBP0.10                                                                                                                            | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      3258 | NS      | $132104.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8044                                                                                                                                              | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    872248 | PA      | $806723.92    | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                | McCormick & Company, Incorporated COM NON VTG                                                                                                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      6040 | NS      | $304657.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7135                                                                                                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1050695 | PA      | $868474.28    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                                | LEG Immobilien SE NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       878 | NS      | $57352.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/48                                                                                                                                           | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $50138.16     | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                                   | DIRCHA 7.75 11/15/29 144A                                                                                                                              | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176819.41    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A24436                                                                                                                                              | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53878 | PA      | $54324.09     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                                          | Cboe Global Markets Inc COM                                                                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2500 | NS      | $702675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                                                    | Coherent Corp COM                                                                                                                                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      4400 | NS      | $1048124.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                                                        | Tesco PLC ORD GBP0.0633333                                                                                                                             | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      3122 | NS      | $19621.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A16847                                                                                                                                              | CUSIP: 31296RTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16136 | PA      | $16466.00     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gm Financial Revolving Receivables Trust 2021-1                                                  | GMREV 2021-1 B                                                                                                                                         | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197468.68    | 0.01%             | 2034-06-12      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 02/15/53                                                                                                                                       | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3370500.00   | 0.12%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                       | Nasdaq Inc COM                                                                                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     10600 | NS      | $899834.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                                              | TPMT 2024-CES2 A1A                                                                                                                                     | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98185 | PA      | $98582.94     | 0.00%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TotalEnergies SE EUR2.5                                                                                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1755 | NS      | $161063.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.375 01/15/30                                                                                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $411473.22    | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 6.7 08/01/28                                                                                                                                      | CUSIP: 12189TAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $616697.54    | 0.02%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                   | Charles River Laboratories International, Inc. COM                                                                                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1160 | NS      | $200100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/44                                                                                                                                       | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15530000 | PA      | $15061673.44  | 0.55%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                                          | PTC Inc COM                                                                                                                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      2800 | NS      | $398972.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 5 12/15/29                                                                                                                                       | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $973188.29    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Price T Rowe Group Inc.                                                                          | Price T Rowe Group Inc. COM                                                                                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      5200 | NS      | $468728.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FNR 2020-101 AI                                                                                                                                        | CUSIP: 3136BDJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2417144 | PA      | $455581.35    | 0.02%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verisign, Inc.                                                                                   | Verisign, Inc. COM                                                                                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1880 | NS      | $466916.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9728                                                                                                                                              | CUSIP: 36179YYZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1557880 | PA      | $1618821.51   | 0.06%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | Intuit Inc COM                                                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6680 | NS      | $2888298.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | United Airlines Holdings Inc COM                                                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      7700 | NS      | $708939.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 5.25 01/15/30                                                                                                                                      | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164272.33    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QC5189                                                                                                                                              | CUSIP: 3133APXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2170437 | PA      | $1840461.63   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                            | Schneider Electric SE EUR4.00                                                                                                                          | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       167 | NS      | $45487.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 4.875 01/15/28                                                                                                                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657291.35    | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08832                                                                                                                                              | CUSIP: 3128MJ4S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136879 | PA      | $134743.27    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                                                                         | Illinois Tool Works Inc. COM                                                                                                                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6400 | NS      | $1665856.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594814                                                                                                                                              | CUSIP: 36201VYK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11134 | PA      | $11459.36     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08742                                                                                                                                              | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177824 | PA      | $166467.54    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $7461.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 2.25 08/01/31                                                                                                                                      | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    780000 | PA      | $687950.09    | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                                        | VTRS 5.4 11/29/43                                                                                                                                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    590000 | PA      | $499169.62    | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                                                 | Mitsubishi Heavy Industries Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      3900 | NS      | $107158.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.75 04/15/27                                                                                                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198790.24    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.898 07/23/31 MTN                                                                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1608555.83   | 0.06%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.9 09/15/30                                                                                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1881503.68   | 0.07%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 546481                                                                                                                                              | CUSIP: 36212XCS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1723 | PA      | $1766.56      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 3.75 03/01/31 144A                                                                                                                                 | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    875000 | PA      | $834366.04    | 0.03%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA ECONOMIC SETTLEMENT AUTHORITY (AL)                                                       | AL ABMGEN 4.26 09/15/2032                                                                                                                              | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $178628.10    | 0.01%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                                     | CHASE 2007-A1 1A5                                                                                                                                      | CUSIP: 161630AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19035 | PA      | $19110.99     | 0.00%             | 2037-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                       | Boliden AB NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1842 | NS      | $96561.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                                                               | Swedbank AB (publ) SER'A'NPV                                                                                                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2952 | NS      | $100614.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                                                                                              | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $391000.00    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2807                                                                                                                                              | CUSIP: 31418CDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369552 | PA      | $345633.41    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                                | ASML Holding N.V. EUR0.09                                                                                                                              | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       471 | NS      | $626315.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Trust 2017-1                                                     | ODART 2025-1A A                                                                                                                                        | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4089223.20   | 0.15%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 256308                                                                                                                                              | CUSIP: 31371MU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10784 | PA      | $11147.67     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                                   | Sumitomo Corp. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       700 | NS      | $26193.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8146                                                                                                                                              | CUSIP: 3132DWBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474138 | PA      | $385336.62    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7693                                                                                                                                              | CUSIP: 3138WHRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182249 | PA      | $173878.60    | 0.01%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                                      | Pandora A/S DKK1                                                                                                                                       | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       273 | NS      | $19512.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                                                     | ODART 2023-1A A                                                                                                                                        | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973310 | PA      | $2994303.19   | 0.11%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                  | WHR 6.125 06/15/30                                                                                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82956.51     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 10 02/07/33                                                                                                                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $113925.00    | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                                  | GMREV 2024-1 A                                                                                                                                         | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509284.85    | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | Deutsche Bank AG ORD NPV(REGD)                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      3176 | NS      | $94518.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                                   | Albemarle Corp COM                                                                                                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2700 | NS      | $484731.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                                                      | The Progressive Corporation COM                                                                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     14000 | NS      | $2775360.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 6 03/15/34 144A                                                                                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62810.63     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A17026                                                                                                                                              | CUSIP: 31296RYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10251 | PA      | $10468.11     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4733                                                                                                                                              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2376119 | PA      | $2303313.76   | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 4.35 09/08/26 GMTN                                                                                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3049543.09   | 0.11%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725205                                                                                                                                              | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60071 | PA      | $60516.36     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                      | Equinor ASA NOK2.50                                                                                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       333 | NS      | $14187.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL4 LLC                                                                               | PRPM 2024-RPL4 A1                                                                                                                                      | CUSIP: 74448MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730437 | PA      | $1688195.79   | 0.06%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 4 01/15/31 144A                                                                                                                                 | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2045000 | PA      | $1961657.87   | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                                        | CK Hutchison Holdings Ltd. HKD1                                                                                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     11000 | NS      | $84436.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ2175                                                                                                                                              | CUSIP: 3138YTMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190159 | PA      | $186159.72    | 0.01%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT3487                                                                                                                                              | CUSIP: 3138WQ2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235025 | PA      | $221087.62    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP                                                                                      | Cintas Corporation COM                                                                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8120 | NS      | $1373416.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                                                                 | Genuine Parts Co COM                                                                                                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      3400 | NS      | $359550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $4264.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                       | Nike, Inc. CL B                                                                                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     28500 | NS      | $1505370.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                                                     | General Dynamics Corporation COM                                                                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      6000 | NS      | $2059320.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                                    | RCKT 2024-CES1 A1A                                                                                                                                     | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464785 | PA      | $466705.69    | 0.02%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                            | Kioxia Holdings Corp. NPV                                                                                                                              | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |       800 | NS      | $104480.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 741738                                                                                                                                              | CUSIP: 31402YBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       442 | PA      | $450.19       | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                             | Corning Incorporated COM                                                                                                                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     18700 | NS      | $2542639.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom Inc COM                                                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    112700 | NS      | $34881777.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                                 | Duke Energy Corp COM NEW                                                                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     19161 | NS      | $2508941.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Caterpillar Inc                                                                                  | Caterpillar Inc COM                                                                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     11060 | NS      | $7835567.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                                       | Essex Property Trust, Inc. COM                                                                                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1450 | NS      | $350900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4600                                                                                                                                              | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857145 | PA      | $786737.64    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                       | Chipotle Mexican Grill Inc COM                                                                                                                         | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     31700 | NS      | $1014717.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                                                                     | Henry Jack & Associates Inc. COM                                                                                                                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1700 | NS      | $268668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta Xii Funding Ltd/Llc 2019-12                                                              | REG12 2019-1A ARR                                                                                                                                      | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6503758.30   | 0.24%             | 2037-10-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Furukawa Electric Co Ltd.                                                                        | Furukawa Electric Co Ltd. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |       200 | NS      | $38396.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                                | CIM 2024-R1 A1                                                                                                                                         | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1066781 | PA      | $1048873.57   | 0.04%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                      | Trimble Inc COM                                                                                                                                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      5900 | NS      | $384857.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                                                     | Porsche Automobil Holding SE NON VTG PRF NPV                                                                                                           | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       225 | NS      | $8238.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8195                                                                                                                                              | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2696716 | PA      | $2374731.73   | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | Takeda Pharmaceutical Co Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       600 | NS      | $22096.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVIDIA Corp. COM                                                                                                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    577900 | NS      | $100785760.00 | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                                                          | Intuitive Surgical Inc. COM NEW                                                                                                                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      8440 | NS      | $3890755.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | Otis Worldwide Corp. COM                                                                                                                               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      9201 | NS      | $709213.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mckesson Corp.                                                                                   | Mckesson Corp. COM                                                                                                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2930 | NS      | $2535504.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | L3 Harris Technologies Inc COM                                                                                                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      4470 | NS      | $1542820.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRUST                                             | CFPTCN 2.5 10/15/31 144A                                                                                                                               | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $950477.59    | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.55 03/13/33                                                                                                                                     | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1005183.13   | 0.04%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.5 05/15/64                                                                                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    985000 | PA      | $870949.13    | 0.03%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                      | NetApp Inc. COM                                                                                                                                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4700 | NS      | $481233.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       325 | NC      | $-490626.09   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                                                              | Halliburton Company COM                                                                                                                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     19900 | NS      | $775901.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8140                                                                                                                                              | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58028 | PA      | $47148.35     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.IG.46.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $527739.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4158                                                                                                                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5480095 | PA      | $4463201.84   | 0.16%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | Home Depot Inc. COM                                                                                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     23650 | NS      | $7778248.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.892 10/22/36 I                                                                                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    790000 | PA      | $763455.58    | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA0625                                                                                                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386243 | PA      | $366078.27    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'B'NPV                                                                                                                               | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      1156 | NS      | $18070.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                               | AEP 4 06/01/49                                                                                                                                         | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $346706.76    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8821                                                                                                                                              | CUSIP: 3138WJYT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87107 | PA      | $83487.58     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                                                      | Moderna Inc COM                                                                                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      8150 | NS      | $414020.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-2332.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd.                                                                                 | Shiseido Co Ltd. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      3400 | NS      | $69462.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                                          | Singapore Technologies Engineering Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     12700 | NS      | $107787.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage COM                                                                                                                                     | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3620 | NS      | $980585.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF                                                                         | CA BAYTRN 6.26 04/01/2049                                                                                                                              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1363489.53   | 0.05%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594831                                                                                                                                              | CUSIP: 36201VY48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2252 | PA      | $2317.50      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 747385                                                                                                                                              | CUSIP: 31403FJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12495 | PA      | $12375.14     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                              | CATMED 5.318 12/01/34                                                                                                                                  | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2656974.65   | 0.10%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V3.132 01/20/33 144A                                                                                                                               | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1335000 | PA      | $1201648.19   | 0.04%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                                                                       | Friedrich Vorwerk Group SE NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |       132 | NS      | $10921.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | Caixabank S.A. EUR1                                                                                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     13803 | NS      | $165465.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                              | LVMH Moet Hennessy Louis Vuitton SE EUR0.30                                                                                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       131 | NS      | $71611.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0208                                                                                                                                              | CUSIP: 3618N5GS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10906 | PA      | $11324.04     | 0.00%             | 2055-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.5 04/15/64                                                                                                                                       | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1264160.40   | 0.05%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 256749                                                                                                                                              | CUSIP: 31371NEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       166 | PA      | $172.11       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.55 03/15/56                                                                                                                                      | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360869.29    | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                                  | Federal Realty Investment Trust SH BEN INT NEW                                                                                                         | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      1800 | NS      | $191178.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4325                                                                                                                                              | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12101109 | PA      | $9825340.65   | 0.36%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                                                 | Osaka Gas Co Ltd NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      2600 | NS      | $105311.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 5.5 02/15/36                                                                                                                                       | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1165256.98   | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60565                                                                                                                                              | CUSIP: 3132KETW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87461 | PA      | $86252.07     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8222                                                                                                                                              | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281430 | PA      | $2157958.59   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bbcms Mortgage Trust 2023-C19                                                                    | BBCMS 2023-C19 A2A                                                                                                                                     | CUSIP: 05553RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1569213 | PA      | $1586519.61   | 0.06%             | 2056-04-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7471                                                                                                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    824523 | PA      | $681526.89    | 0.03%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                                                     | Charter Communications, Inc. CL A                                                                                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2060 | NS      | $444712.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Iberdrola, S.A.                                                                                  | Iberdrola, S.A. EUR0.75                                                                                                                                | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       500 | NS      | $11447.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G06931                                                                                                                                              | CUSIP: 3128M9A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16148 | PA      | $16910.53     | 0.00%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                                    | RCKT 2024-CES3 A1A                                                                                                                                     | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544503 | PA      | $549698.88    | 0.02%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MasterCard Incorporated CL A                                                                                                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     19330 | NS      | $9658427.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5763                                                                                                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402689 | PA      | $383080.57    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd.                                                                    | Chugai Pharmaceutical Co Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       400 | NS      | $22059.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-51 SC                                                                                                                                         | CUSIP: 38383PNA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2609283 | PA      | $51920.03     | 0.00%             | 2052-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                               | DUK 3.5 06/01/29                                                                                                                                       | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2030296.20   | 0.07%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                                    | Martin Marietta Materials Inc COM                                                                                                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1420 | NS      | $835925.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2023-B38 MORTGAGE TRUST                                                                | BMARK 2023-B38 A2                                                                                                                                      | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3032830.20   | 0.11%             | 2056-04-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                                                                             | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $549988.42    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins - S.G.P.S., S.A.                                                                | Jeronimo Martins - S.G.P.S., S.A. EUR1                                                                                                                 | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      1156 | NS      | $27641.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd.                                                         | NEM 5.35 03/15/34                                                                                                                                      | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    760000 | PA      | $781812.57    | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                            | Colgate-Palmolive Co. COM                                                                                                                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     19300 | NS      | $1644939.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| JBS NV                                                                                           | JBS 5.625 03/10/37 144A                                                                                                                                | CUSIP: 46590XBA3<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    885000 | PA      | $886436.00    | 0.03%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745275                                                                                                                                              | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29593 | PA      | $29870.38     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 6.1 04/30/30 144A                                                                                                                                | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    660000 | PA      | $670725.00    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6931                                                                                                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1787915 | PA      | $1540329.27   | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   1615000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q04113                                                                                                                                              | CUSIP: 3132GKGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86852 | PA      | $84013.58     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4282                                                                                                                                              | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269598 | PA      | $1078890.36   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                                 | Packaging Corporation of America COM                                                                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2100 | NS      | $445662.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.017 10/31/38                                                                                                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    840000 | PA      | $732804.12    | 0.03%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AA9346                                                                                                                                              | CUSIP: 31416TL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343206 | PA      | $339659.35    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW Corp                                                                                         | CDW Corp COM                                                                                                                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      3250 | NS      | $393315.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axa SA                                                                                           | Axa SA EUR2.29                                                                                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      4289 | NS      | $197086.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0536                                                                                                                                              | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2070692 | PA      | $1933713.90   | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0262                                                                                                                                              | CUSIP: 3618N5JG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    869929 | PA      | $902015.67    | 0.03%             | 2055-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | Walt Disney Company COM                                                                                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     42482 | NS      | $4094415.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 11/30/27                                                                                                                                       | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4595000 | PA      | $4561434.96   | 0.17%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Trust 2025-1                                                           | TALNT 2025-1A A                                                                                                                                        | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2519764.50   | 0.09%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd.                                                                               | Shionogi & Co Ltd. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      1200 | NS      | $26545.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOF-VII AL FUNDING TRUST I                                                                       | BVABS 2023-CAR3 B                                                                                                                                      | CUSIP: 097093AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183131 | PA      | $185728.84    | 0.01%             | 2032-07-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V11 MORTGAGE TRUST                                                                | BMARK 2024-V11 A3                                                                                                                                      | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5140000 | PA      | $5338650.72   | 0.20%             | 2057-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 08/15/29 144A                                                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76059.61     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-REV2                                                           | FORDR 2021-2 B                                                                                                                                         | CUSIP: 345285AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $393928.12    | 0.01%             | 2034-05-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | American International Group Inc. COM NEW                                                                                                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     12839 | NS      | $966134.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 2024-5YR12                                                                                 | BANK5 2024-5YR12 A3                                                                                                                                    | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4035000 | PA      | $4190011.38   | 0.15%             | 2057-12-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3537                                                                                                                                              | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290087 | PA      | $284344.75    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | M&T Bank Corporation COM                                                                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3605 | NS      | $745225.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4285                                                                                                                                              | CUSIP: 31418DXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464349 | PA      | $445085.08    | 0.02%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                              | KIM 2.7 10/01/30                                                                                                                                       | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2249265.72   | 0.08%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2026-3 LTD                                                                          | ELD 2026-3A A                                                                                                                                          | CUSIP: 28473CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5299406.40   | 0.19%             | 2038-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 3.85 01/26/27                                                                                                                                       | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2616300.98   | 0.10%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5269 AD                                                                                                                                            | CUSIP: 3137H96B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4501278 | PA      | $3678190.51   | 0.13%             | 2055-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust MSCI EAFE ETF                                                                                                                            | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       500 | NS      | $48565.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                                         | Engie SA EUR1                                                                                                                                          | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      6358 | NS      | $204902.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                                      | Pinnacle West Capital Corp. COM                                                                                                                        | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      2800 | NS      | $282100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.625 03/31/32 144A                                                                                                                                | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314877.17    | 0.01%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3120                                                                                                                                              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200537 | PA      | $187183.10    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC                                                                 | NDFT 2024-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   3400000 | PA      | $4513785.72   | 0.17%             | 2032-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889579                                                                                                                                              | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20554 | PA      | $21560.92     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-REV1                                                           | FORDR 2025-1 A                                                                                                                                         | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5596162.55   | 0.21%             | 2037-08-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                                             | CANTOR 4.5 04/14/27 144A                                                                                                                               | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3475923.94   | 0.13%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | Amgen Inc. COM                                                                                                                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     12837 | NS      | $4516698.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                                                                | Hershey Co. (The) COM                                                                                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3400 | NS      | $706826.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                                                   | Blackstone Inc COM                                                                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     17700 | NS      | $2035323.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORP                                                                                     | Sandisk Corporation COM                                                                                                                                | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $2223690.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.55 02/15/31                                                                                                                                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    965000 | PA      | $876896.79    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co.                                                                             | EE 6 05/15/35                                                                                                                                          | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    845000 | PA      | $860354.18    | 0.03%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                                          | Naturgy Energy Group SA EUR1                                                                                                                           | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      2820 | NS      | $84657.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | Allianz SE NPV(REGD)(VINKULIERT)                                                                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       295 | NS      | $124583.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKO GROUP HOLDINGS INC                                                                           | TKO Group Holdings Inc. CL A                                                                                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $302475.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9854                                                                                                                                              | CUSIP: 36179Y5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    905353 | PA      | $943717.34    | 0.03%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                                                         | Willis Towers Watson Public Limited Company COM USD0.000304635                                                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      2140 | NS      | $622098.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3803                                                                                                                                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1231680 | PA      | $1151643.49   | 0.04%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | U.S. Bancorp. COM NEW                                                                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     37285 | NS      | $1939192.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                                                             | Elevance Health Inc. COM                                                                                                                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5320 | NS      | $1557430.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA0626                                                                                                                                              | CUSIP: 36179MVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219620 | PA      | $211167.10    | 0.01%             | 2042-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 6 12/07/33                                                                                                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   2375000 | PA      | $2479411.18   | 0.09%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4323                                                                                                                                              | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97427 | PA      | $96284.43     | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   2255000 | OU      | $5.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $86.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc.                                                                          | Franklin Resources Inc. COM                                                                                                                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      7300 | NS      | $172426.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Co.                                                                              | The Kraft Heinz Co. COM                                                                                                                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     21467 | NS      | $482792.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3871                                                                                                                                              | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994168 | PA      | $884710.73    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4914                                                                                                                                              | CUSIP: 3140XLN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378853 | PA      | $359322.51    | 0.01%             | 2037-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.7 04/15/48                                                                                                                                      | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    770000 | PA      | $627063.06    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.2 03/01/47                                                                                                                                      | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22092.41     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A23166                                                                                                                                              | CUSIP: 31297AQT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18802 | PA      | $18932.86     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 4.8 03/10/31                                                                                                                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1195132.42   | 0.04%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                                          | International Paper Co. COM                                                                                                                            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     12673 | NS      | $452426.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.207 01/28/31 -                                                                                                                                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2190231.53   | 0.08%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                                        | Tesla Inc COM                                                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     66920 | NS      | $24877510.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4399                                                                                                                                              | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751601 | PA      | $637447.22    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                                                                    | KKR & Co Inc. COM                                                                                                                                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     16400 | NS      | $1517000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                                                     | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'                                                                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      6100 | NS      | $491416.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.496 02/13/31 MTN                                                                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $4774179.58   | 0.18%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.355 03/15/32                                                                                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    815000 | PA      | $711431.96    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                                   | Kingfisher PLC ORD GBP0.157142857                                                                                                                      | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     29312 | NS      | $111454.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3238                                                                                                                                              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725830 | PA      | $1604608.69   | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                                                    | Teradyne Inc. COM                                                                                                                                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      3600 | NS      | $1067256.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9782                                                                                                                                              | CUSIP: 36179Y2P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    802436 | PA      | $834517.69    | 0.03%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 817665                                                                                                                                              | CUSIP: 31406RMN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69950 | PA      | $71381.09     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE Energy Co. COM                                                                                                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      5000 | NS      | $731100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN EDISON CO                                                                           | FE 5.2 04/01/28 144A                                                                                                                                   | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $537356.32    | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                                                            | EFF 2025-3 A2                                                                                                                                          | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002363.90   | 0.04%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2920                                                                                                                                              | CUSIP: 3140XJG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156572 | PA      | $1110562.15   | 0.04%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686083.41    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS3293                                                                                                                                              | CUSIP: 3138WCUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491312 | PA      | $473668.65    | 0.02%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $66140.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Food & Life Companies Ltd.                                                                       | Food & Life Companies Ltd. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |       400 | NS      | $23863.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | Keurig Dr Pepper Inc COM                                                                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     32600 | NS      | $858358.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TRANSDIGM GROUP INC                                                                              | Transdigm Group Inc. COM                                                                                                                               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $1564596.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1451.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                                       | Constellation Energy Corp. COM                                                                                                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      7404 | NS      | $2067567.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                         | Rolls-Royce Holdings PLC ORD GBP0.20                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     15517 | NS      | $235740.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FirstEnergy Corp. COM                                                                                                                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     12856 | NS      | $651284.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie Inc.                                                                                      | ABBV 4.55 03/15/35                                                                                                                                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1325171.29   | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                                       | Tokio Marine Holdings Inc. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       200 | NS      | $9388.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V3.091 05/14/32 144A                                                                                                                               | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    560000 | PA      | $513225.89    | 0.02%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| HP Inc                                                                                           | HP Inc COM                                                                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     22348 | NS      | $429305.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G06506                                                                                                                                              | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109946 | PA      | $106320.68    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2149                                                                                                                                              | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79114 | PA      | $75986.61     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL A                                                                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    138400 | NS      | $39798304.00  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                                                     | Target Corp. COM                                                                                                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     10860 | NS      | $1316232.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3520                                                                                                                                              | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398525 | PA      | $361468.95    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                                  | Automatic Data Processing, Inc. COM                                                                                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      9500 | NS      | $1930210.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc.                                                                                    | GOOGL 4.4 02/15/33                                                                                                                                     | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241861.79    | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC Financial Services Group Inc. COM                                                                                                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      9533 | NS      | $1983721.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp.                                                                                        | AES Corp. COM                                                                                                                                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     17300 | NS      | $243757.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-4162.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                                       | ORIX Corp. NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      3800 | NS      | $112751.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | Applovin Corp. COM CL A                                                                                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      6480 | NS      | $2579040.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FHLB 5.5 07/15/36                                                                                                                                      | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    850000 | PA      | $922949.29    | 0.03%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                                                              | Qantas Airways Ltd. NPV                                                                                                                                | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      4407 | NS      | $25887.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4840                                                                                                                                              | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1296545 | PA      | $1256419.71   | 0.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc.                                                                          | Church & Dwight Co Inc. COM                                                                                                                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      5700 | NS      | $531924.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                                                      | Invesco Ltd COM STK USD0.20                                                                                                                            | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     11000 | NS      | $267190.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                           | SEE 6.125 02/01/28 144A                                                                                                                                | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76148.48     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 1.7 02/15/31                                                                                                                                        | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234778.73    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                       | Evergy Inc COM                                                                                                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      5500 | NS      | $450560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                                                                        | Akamai Technologies, Inc. COM                                                                                                                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3400 | NS      | $390490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                                    | Hilton Worldwide Holdings Inc COM                                                                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      5400 | NS      | $1642032.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD6056                                                                                                                                              | CUSIP: 3133B3WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1968480 | PA      | $1752438.84   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 06/01/31 144A                                                                                                                                | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103049.21    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A A1                                                                                                                                       | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3448145.36   | 0.13%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc.                                                                   | Old Dominion Freight Line Inc. COM                                                                                                                     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4230 | NS      | $826542.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.375 02/12/35 10Y                                                                                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1575000 | PA      | $1600987.50   | 0.06%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                                                                          | Singapore Exchange Ltd. NPV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      5900 | NS      | $90005.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                          | SASOL 6.5 09/27/28                                                                                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408673.35    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | Parker-Hannifin Corp. COM                                                                                                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2985 | NS      | $2672291.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C14                                                           | UBSCM 2018-C14 A3                                                                                                                                      | CUSIP: 90278KAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1806513 | PA      | $1794142.82   | 0.07%             | 2051-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2025-CES6 A1A                                                                                                                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |   1851542 | PA      | $1857666.24   | 0.07%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                                     | Autodesk Inc COM                                                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      5000 | NS      | $1197000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3939                                                                                                                                              | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129321 | PA      | $127845.76    | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                     | Moodys Corp. COM                                                                                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3670 | NS      | $1601037.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 4.15 05/15/48                                                                                                                                      | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $790666.83    | 0.03%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB5179                                                                                                                                              | CUSIP: 31417BXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543269 | PA      | $505477.05    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                                           | Palo Alto Networks Inc COM                                                                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     19200 | NS      | $3078144.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                                 | Novo Nordisk A/S SER'B'DKK0.1                                                                                                                          | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1025 | NS      | $37509.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                                            | Deckers Outdoor Corp. COM                                                                                                                              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3320 | NS      | $332298.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                                                                       | DexCom Inc COM                                                                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      9560 | NS      | $600368.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A21459                                                                                                                                              | CUSIP: 31296XTQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7347 | PA      | $7371.17      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 750692                                                                                                                                              | CUSIP: 31403J7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13935 | PA      | $14406.44     | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                                    | XEL 3.6 09/15/47                                                                                                                                       | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $765309.87    | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1484723.17   | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | General Motors Company COM                                                                                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     21500 | NS      | $1601750.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5.401 07/02/37                                                                                                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    424000 | PA      | $422400.52    | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 898344                                                                                                                                              | CUSIP: 31410VBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29275 | PA      | $30599.65     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 2.5 07/12/31 144A                                                                                                                               | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1330093.35   | 0.05%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Snap-On Incorporated                                                                             | Snap-On Incorporated COM                                                                                                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1100 | NS      | $399542.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | Unibail-Rodamco-Westfield SE NPV (1 ORD UNIBAIL-R & 1CLASS A WFD)                                                                                      | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               | CORP              | FR        |       285 | NS      | $31442.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -4510000 | OU      | $-6757.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                                              | GFLCN 5.5 02/01/34 144A                                                                                                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $367631.25    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                                           | The TJX Companies Inc. COM                                                                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     26500 | NS      | $4232050.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini S&P 500 Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        24 | NC      | $-221850.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                                            | UBSCM 2017-C5 A4                                                                                                                                       | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3164225 | PA      | $3111416.28   | 0.11%             | 2050-11-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | Intesa Sanpaolo S.p.A. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      1587 | NS      | $9597.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2757                                                                                                                                              | CUSIP: 36179RB24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179936 | PA      | $182254.07    | 0.01%             | 2045-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AJ9982                                                                                                                                              | CUSIP: 3138E3CU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268530 | PA      | $253495.26    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hochtief AG                                                                                      | Hochtief AG NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       312 | NS      | $141919.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont Sa                                                                | Compagnie Financiere Richemont Sa CHF1 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       616 | NS      | $108764.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Limited                                                                             | Wynn Resorts Limited COM                                                                                                                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      2100 | NS      | $213255.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                                       | Siemens AG NPV(REGD)                                                                                                                                   | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       396 | NS      | $96479.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5307531.19   | 0.19%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4181                                                                                                                                              | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2708938 | PA      | $2097752.17   | 0.08%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                                                                | Airtel Africa PLC ORD USD0.5                                                                                                                           | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     19185 | NS      | $88468.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 7.5 04/01/2034                                                                                                                                  | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $402312.49    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | Union Pacific Corporation COM                                                                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     14160 | NS      | $3435499.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc                                                                     | Kansai Electric Power Co Inc NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      2000 | NS      | $33252.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G05741                                                                                                                                              | CUSIP: 3128M7WA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34191 | PA      | $33879.67     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB2468                                                                                                                                              | CUSIP: 31416XW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117766 | PA      | $116548.63    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.824 01/20/28 MTN                                                                                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    615000 | PA      | $611891.45    | 0.02%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                            | WEC Energy Group Inc. COM                                                                                                                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      8213 | NS      | $950819.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2972.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | Softbank Group Corp. NPV                                                                                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      1900 | NS      | $46264.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc                                                                                           | F5 Inc COM                                                                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1400 | NS      | $405062.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AA9393                                                                                                                                              | CUSIP: 31416TNK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249990 | PA      | $247407.24    | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7254                                                                                                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589601 | PA      | $487347.08    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6768                                                                                                                                              | CUSIP: 36179VQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    595683 | PA      | $564684.73    | 0.02%             | 2050-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP TRUST 2007-9                                                    | SARM 2004-1 4A3                                                                                                                                        | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29809 | PA      | $28932.63     | 0.00%             | 2034-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                                | OKE 6.65 10/01/36                                                                                                                                      | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139918.41    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-46 S                                                                                                                                          | CUSIP: 38383PRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    581524 | PA      | $11764.82     | 0.00%             | 2052-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                               | Teleperformance SE EUR2.50                                                                                                                             | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       406 | NS      | $23857.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                               | NGGLN 5.843 01/10/35 144A                                                                                                                              | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    920000 | PA      | $963798.03    | 0.04%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51153.33     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                              | JPMCC 2017-JP6 A3                                                                                                                                      | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1961688 | PA      | $1939373.71   | 0.07%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                                            | NXP Semiconductors NV EUR0.20                                                                                                                          | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      5900 | NS      | $1161474.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | The Sherwin-Williams Company COM                                                                                                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5450 | NS      | $1746997.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                                  | Danske Bank A/S DKK10                                                                                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       976 | NS      | $48099.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Group COM USD0.01                                                                                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      6000 | NS      | $1651080.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8290                                                                                                                                              | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456080 | PA      | $468171.06    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4978                                                                                                                                                | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113624 | PA      | $112648.22    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                                        | Thales SA EUR3                                                                                                                                         | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        80 | NS      | $23459.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                                      | Phillips 66 COM                                                                                                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      9638 | NS      | $1755850.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB (publ)                                                                                  | Tele2 AB (publ) SER'B'NPV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       420 | NS      | $8692.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | Kinder Morgan, Inc. COM                                                                                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     46898 | NS      | $1572489.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V2.552 01/07/28                                                                                                                                     | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $491822.65    | 0.02%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.875 03/13/36                                                                                                                                    | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1436490.57   | 0.05%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4 12/01/46                                                                                                                                         | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $1907283.96   | 0.07%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                              | OBX 2026-NQM3 A1                                                                                                                                       | CUSIP: 67449MAF6<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |   1532256 | PA      | $1517208.44   | 0.06%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | ING Groep N.V. EUR0.01                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      3839 | NS      | $99647.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corporation                                                                                | Loews Corporation COM                                                                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      4175 | NS      | $445639.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.                                                                | Oversea-Chinese Banking Corp Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      6600 | NS      | $113043.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CORE CLO                                                                                     | AGL 2021-15A A1R                                                                                                                                       | CUSIP: 00121GAJ7<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2996914.80   | 0.11%             | 2039-01-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | The Cigna Group COM                                                                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6300 | NS      | $1680525.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Inbev SA/NV                                                                       | Anheuser-Busch Inbev SA/NV NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      1250 | NS      | $86482.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.491 10/23/34                                                                                                                                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2762968.79   | 0.10%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc.                                                                            | Generac Holdings Inc. COM                                                                                                                              | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1400 | NS      | $273462.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                          | CHTR 5.5 09/01/41                                                                                                                                      | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    270000 | PA      | $232349.93    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4382                                                                                                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420383 | PA      | $395265.90    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                                              | Fortive Corporation COM                                                                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      7850 | NS      | $433948.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8570                                                                                                                                              | CUSIP: 3138WJQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551929 | PA      | $477885.77    | 0.02%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM2309                                                                                                                                              | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4028380 | PA      | $3761108.38   | 0.14%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                                    | Rio Tinto PLC ORD GBP0.10                                                                                                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2076 | NS      | $192598.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                                                     | International Consolidated Airlines Group S.A. ORD EUR0.10 (CDI)                                                                                       | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |     16468 | NS      | $78162.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 657537                                                                                                                                              | CUSIP: 31390VPW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26494 | PA      | $27390.01     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | Humana Inc. COM                                                                                                                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2810 | NS      | $487225.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                                               | Ford Motor Company COM                                                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     93885 | NS      | $1083432.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp.                                                                                    | Shimizu Corp. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |       600 | NS      | $10764.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC ORD GBP0.035                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       322 | NS      | $17677.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594846                                                                                                                                              | CUSIP: 36201VZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53974 | PA      | $55412.61     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KYOCERA CORP                                                                                     | KYOCERA Corp. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $82801.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08737                                                                                                                                              | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3984077 | PA      | $3593851.94   | 0.13%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                                        | Mitsubishi Electric Corp. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      4100 | NS      | $134099.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                          | E.ON SE NPV                                                                                                                                            | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      2088 | NS      | $45730.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4894                                                                                                                                              | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2495185 | PA      | $2555300.39   | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08721                                                                                                                                              | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1357645 | PA      | $1226072.60   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                                | D.R. Horton, Inc. COM                                                                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      6500 | NS      | $891930.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae (Ze)                                                                                  | GNR 2019-92 S                                                                                                                                          | CUSIP: 38381WV62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2782710 | PA      | $50810.34     | 0.00%             | 2049-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd.                                                                                 | Mitsui & Co Ltd. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      2100 | NS      | $81170.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-87601.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V2.572 02/11/31 MTN                                                                                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2678731.12   | 0.10%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                              | STOAU 6.875 09/19/33 144A                                                                                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    635000 | PA      | $688863.43    | 0.03%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        12 | NC      | $-32328.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB Group PLC ORD EUR0.625                                                                                                                             | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      7360 | NS      | $78568.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1997                                                                                                                                              | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172572 | PA      | $170601.68    | 0.01%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                            | Jacobs Solutions Inc. COM                                                                                                                              | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      2800 | NS      | $356384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | Bristol-Myers Squibb Company COM                                                                                                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     48770 | NS      | $2957900.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                                                              | J. B. Hunt Transport Services, Inc. COM                                                                                                                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1700 | NS      | $360230.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                                                      | AvalonBay Communities, Inc. COM                                                                                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      3375 | NS      | $551306.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                                                  | Ross Stores Inc COM                                                                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      7600 | NS      | $1646388.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                                                  | Ulta Beauty Inc COM                                                                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1060 | NS      | $554072.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.7 05/14/45                                                                                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $378763.74    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                                           | MSCI EAFE Index Futures - ICUS, Jun26                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         2 | NC      | $-4360.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.                                                      | Expeditors International Of Washington Inc. COM                                                                                                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      3200 | NS      | $458336.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 600710                                                                                                                                              | CUSIP: 36200GKX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37469 | PA      | $38012.70     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                                     | Lennar Corp. CL A                                                                                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      5300 | NS      | $460252.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                                                | FedEx Corporation COM                                                                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      5080 | NS      | $1809394.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5876                                                                                                                                              | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2404682 | PA      | $2285358.01   | 0.08%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | The Estee Lauder Companies Inc. CL A                                                                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      5900 | NS      | $423443.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd. Switzerland                                                                           | Chubb Ltd. Switzerland ORD CHF24.15                                                                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      8686 | NS      | $2831027.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                                                                    | Molson Coors Beverage Company CL B                                                                                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      4400 | NS      | $189464.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                                                      | C.H. Robinson Worldwide Inc COM NEW                                                                                                                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2700 | NS      | $448389.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G16177                                                                                                                                              | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187214 | PA      | $178476.67    | 0.01%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.561 05/01/32                                                                                                                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1879224.80   | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                                               | Ralph Lauren Corp. CL A                                                                                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       800 | NS      | $275192.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                                                 | Bank Hapoalim BM ILS1                                                                                                                                  | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      4610 | NS      | $108265.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                                        | Metso Oyj NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      6956 | NS      | $120549.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2025-A                                                             | MMAF 2025-A A3                                                                                                                                         | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1825415.28   | 0.07%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Agl Clo 9 Ltd/ Llc                                                                               | AGL 2020-9A AR                                                                                                                                         | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6752603.48   | 0.25%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Sodexo S.A.                                                                                      | Sodexo S.A. EUR4                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       277 | NS      | $14218.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Co. COM                                                                                                                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     18550 | NS      | $3692006.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.25 02/01/32                                                                                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2481566.34   | 0.09%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                                                | Dover Corporation COM                                                                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3200 | NS      | $667040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8104                                                                                                                                              | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1029959 | PA      | $798697.05    | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                                                                      | OBIC Co Ltd. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $26698.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2026-18 SB                                                                                                                                         | CUSIP: 3136G5CD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4950000 | PA      | $89088.62     | 0.00%             | 2056-04-25      | Floating      | 0.48%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-3                                                  | AMCAR 2021-3 C                                                                                                                                         | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208857 | PA      | $208115.54    | 0.01%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 3.5 03/15/31                                                                                                                                       | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    625000 | PA      | $408551.31    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | Booking Holdings Inc COM                                                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       770 | NS      | $3241946.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                                            | GSMS 2016-GS4 A3                                                                                                                                       | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2606545 | PA      | $2595470.64   | 0.10%             | 2049-11-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc                                                                               | Eneos Holdings Inc NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     19000 | NS      | $171192.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 888222                                                                                                                                              | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23647 | PA      | $24802.34     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0896                                                                                                                                              | CUSIP: 3140XF7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3572234 | PA      | $3175473.05   | 0.12%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.3 01/08/30 144A                                                                                                                               | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3423938.93   | 0.13%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3114                                                                                                                                              | CUSIP: 31418CN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503105 | PA      | $483458.80    | 0.02%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | Citizens Financial Group Inc COM                                                                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     10600 | NS      | $635682.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.5 04/15/34 144A                                                                                                                                  | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103492.11    | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                                  | Live Nation Entertainment, Inc. COM                                                                                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      3700 | NS      | $564287.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8258                                                                                                                                              | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    779927 | PA      | $773340.45    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8200                                                                                                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    431178 | PA      | $407530.72    | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                                    | Carlsberg A/S SER'B'DKK20                                                                                                                              | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       104 | NS      | $12984.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2026-1A A                                                                                                                                        | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2788763.88   | 0.10%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 738596                                                                                                                                              | CUSIP: 31402URR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29308 | PA      | $29769.45     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AO9368                                                                                                                                              | CUSIP: 3138M1MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319020 | PA      | $300959.61    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                 | WFLF 2024-1A A1                                                                                                                                        | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    788220 | PA      | $795093.12    | 0.03%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                                          | Aristocrat Leisure Ltd. NPV                                                                                                                            | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       248 | NS      | $7882.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | Omnicom Group Inc COM                                                                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      7413 | NS      | $558273.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                                                                                                 | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    575000 | PA      | $535957.15    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | Berkshire Hathaway Inc. CL B NEW                                                                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     43595 | NS      | $20890724.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                                                             | Galp Energia SGPS SA EUR1                                                                                                                              | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      1615 | NS      | $38723.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.625 01/19/29                                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1315000 | PA      | $1387785.25   | 0.05%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA5931                                                                                                                                              | CUSIP: 3133KMSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386172 | PA      | $316540.81    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                         | Devon Energy Corporation COM                                                                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     15000 | NS      | $754800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                                              | TPMT 2024-CES3 A1                                                                                                                                      | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    832174 | PA      | $838881.72    | 0.03%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                          | Fresenius SE & Co. KGaA NPV                                                                                                                            | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      1368 | NS      | $70993.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd                                                                                          | NSK Ltd NPV                                                                                                                                            | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |      5500 | NS      | $38975.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | Equinix, Inc. COM                                                                                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2344 | NS      | $2297682.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                                                            | Dell Technologies Inc CL C                                                                                                                             | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      7000 | NS      | $1148910.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                                                  | Starbucks Corp. COM                                                                                                                                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     27200 | NS      | $2436848.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK V4.494 01/15/32                                                                                                                                 | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $211644.82    | 0.01%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | Carrier Global Corporation COM                                                                                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     19002 | NS      | $1070002.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co.                                                                                | WFC V3.068 04/30/41                                                                                                                                    | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1032407.64   | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CNP 6.95 03/15/33 K2                                                                                                                                   | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334912.69    | 0.01%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| The Cooper Companies, Inc.                                                                       | The Cooper Companies, Inc. COM                                                                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      4960 | NS      | $354640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                                                  | Seagate Technology Holdings PLC ORD SHS                                                                                                                | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      5100 | NS      | $1997976.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 755532                                                                                                                                              | CUSIP: 31403RLM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14959 | PA      | $15280.49     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | American Express Company COM                                                                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     12700 | NS      | $3841496.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                                                             | Labcorp Holdings Inc COM SHS                                                                                                                           | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $506939.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP Paribas SA EUR2                                                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2143 | NS      | $204149.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                                        | Fresenius Medical Care AG NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      1955 | NS      | $88595.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A93958                                                                                                                                              | CUSIP: 312942MF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218313 | PA      | $211113.62    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                                                                      | Unipol Assicurazioni S.p.A. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      1362 | NS      | $31639.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5222 SA                                                                                                                                            | CUSIP: 3137H7BF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    230259 | PA      | $4967.24      | 0.00%             | 2052-05-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 5.75 10/15/33 144A                                                                                                                                 | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255205.66    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                                      | Ares Management Corporation CL A COM STK                                                                                                               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      4900 | NS      | $534590.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                                            | Western Digital Corp. COM                                                                                                                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      8003 | NS      | $2164731.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                                                               | The Mosaic Company COM                                                                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      8200 | NS      | $209100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 2.375 07/16/40 144A                                                                                                                               | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    535000 | PA      | $377794.30    | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4523                                                                                                                                              | CUSIP: 31418EAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981497 | PA      | $930992.12    | 0.03%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-77441.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5399                                                                                                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275811 | PA      | $271474.30    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2023-RPL1 A1                                                                                                                                     | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1177981 | PA      | $1169220.48   | 0.04%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 781963                                                                                                                                              | CUSIP: 36241KFC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8023 | PA      | $8250.92      | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | Axon Enterprise Inc COM                                                                                                                                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1880 | NS      | $798417.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 7.62 03/01/2040                                                                                                                                 | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    205000 | PA      | $244811.37    | 0.01%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI Inc. COM                                                                                                                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1780 | NS      | $959437.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO Tinto Limited                                                                                | RIO Tinto Limited NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       365 | NS      | $41468.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steris PLC                                                                                       | Steris PLC ORD USD0.001                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2250 | NS      | $497542.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725162                                                                                                                                              | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17440 | PA      | $18043.34     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -392000 | OU      | $-3761.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4125                                                                                                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173136 | PA      | $151905.15    | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                                       | Scout24 SE NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       151 | NS      | $11650.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08364                                                                                                                                              | CUSIP: 3128MJMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35303 | PA      | $34982.02     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 256712                                                                                                                                              | CUSIP: 31371NDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8206 | PA      | $8608.95      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                                         | Crowdstrike Holdings Inc CL A                                                                                                                          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      6100 | NS      | $2381501.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SLOVAKIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $5140.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/GBP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $77445.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                                     | Klepierre SA EUR1.40                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      1364 | NS      | $51207.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | Qnity Electronics Inc. COMMON STOCK                                                                                                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      4973 | NS      | $573784.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 746283                                                                                                                                              | CUSIP: 31403ECU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1780 | PA      | $1768.70      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                                                                          | Dow Inc COM                                                                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     17047 | NS      | $710007.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Connecticut Light and Power Company                                                          | ES 2.05 07/01/31 A                                                                                                                                     | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2023329.96   | 0.07%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB6229                                                                                                                                              | CUSIP: 31417C4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607196 | PA      | $572067.39    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | Baxter International, Inc. COM                                                                                                                         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     12200 | NS      | $204960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-C TRUST                                                      | SOFI 2019-C A2FX                                                                                                                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303755 | PA      | $295656.93    | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                                    | Medtronic PLC USD0.0001                                                                                                                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     30790 | NS      | $2667953.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                                       | American Tower Corporation COM                                                                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     11160 | NS      | $1925992.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                                                              | Tokyo Electron Ltd. NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       100 | NS      | $24845.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM4216                                                                                                                                              | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169291 | PA      | $157674.00    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-68 SP                                                                                                                                         | CUSIP: 38383PB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    699641 | PA      | $21815.87     | 0.00%             | 2052-04-20      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                                               | Johnson Controls International PLC COM USD1.00                                                                                                         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     14622 | NS      | $1914750.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-3A A                                                                                                                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304967.13    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 2.4 10/15/28                                                                                                                                        | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1947670.10   | 0.07%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Grosvenor Place Clo 2022-1 Designated Activity Co.                                               | GROSV 2022-1A AR                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-O            | CORP              | IE        |   6500000 | PA      | $7529447.72   | 0.28%             | 2038-05-24      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                                         | MSC 2016-BNK2 A3                                                                                                                                       | CUSIP: 61690YBT8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1739465 | PA      | $1725939.07   | 0.06%             | 2049-11-18      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                                                     | Otsuka Corp. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      3900 | NS      | $74664.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8491                                                                                                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1510309 | PA      | $1532983.17   | 0.06%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60745                                                                                                                                              | CUSIP: 3132KEZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69396 | PA      | $67598.11     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                                 | Telia Company AB NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      4772 | NS      | $24448.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.125 01/31/30 144A                                                                                                                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191150.37    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3121                                                                                                                                              | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310025 | PA      | $294711.81    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL Corporation                                                                                  | PPL Corporation COM                                                                                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     17500 | NS      | $668500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 1.5 09/15/31                                                                                                                                       | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    145000 | PA      | $126409.36    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | Targa Resources Corp. COM                                                                                                                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5100 | NS      | $1278723.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |  12240000 | NC      | $-107574.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 6.75 05/02/34 144A                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    901000 | PA      | $938283.38    | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Co. COM                                                                                                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     18840 | NS      | $17328466.80  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas S.A.                                                                              | Indra Sistemas S.A. EUR0.20 SER 'A'                                                                                                                    | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |       150 | NS      | $8383.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 808027                                                                                                                                              | CUSIP: 31406EVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59367 | PA      | $60517.07     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 3.5 10/15/32 GG                                                                                                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1318642.40   | 0.05%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA5286                                                                                                                                              | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2083755 | PA      | $1755606.10   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                     | Capgemini SE EUR8                                                                                                                                      | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       468 | NS      | $55223.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                                                                | Elbit Systems Ltd ILS1                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        28 | NS      | $23607.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                                | Admiral Group PLC ORD GBP0.001                                                                                                                         | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       329 | NS      | $13760.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                                               | Brown-Forman Corp. CL B                                                                                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      4175 | NS      | $110387.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA3861                                                                                                                                              | CUSIP: 3140QBJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1626488 | PA      | $1511911.05   | 0.06%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | Marriott International, Inc. CL A                                                                                                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      5328 | NS      | $1742628.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley COM NEW                                                                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     28719 | NS      | $4726285.83   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C91983                                                                                                                                              | CUSIP: 3128P8FY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101633 | PA      | $99648.61     | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St. Pauls CLO IX Designated Activity Company                                                     | SPAUL 9A A1R                                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005PKRP7MRYF1M95 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2304172.18   | 0.08%             | 2035-07-20      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4255                                                                                                                                              | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51154 | PA      | $41608.63     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-A TRUST                                                      | SOFI 2019-A A2FX                                                                                                                                       | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107055 | PA      | $106542.33    | 0.00%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 734946                                                                                                                                              | CUSIP: 31402QP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36628 | PA      | $36812.91     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                               | Publicis Groupe SA EUR0.40                                                                                                                             | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       339 | NS      | $28058.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.75 02/25/41 144A                                                                                                                              | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    815000 | PA      | $713125.00    | 0.03%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                                                                    | Sonae SGPS SA EUR1                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |      5589 | NS      | $12413.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                                          | STACR 2021-DNA5 M2                                                                                                                                     | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |     40290 | PA      | $40289.95     | 0.00%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3414                                                                                                                                              | CUSIP: 31418CYL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203990 | PA      | $190150.91    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AE0967                                                                                                                                              | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166248 | PA      | $156235.46    | 0.01%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                                          | BERMUD 2.375 08/20/30 144A                                                                                                                             | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    465000 | PA      | $420389.06    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc.                                                                   | PFG 4.625 09/15/42                                                                                                                                     | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91560.46     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3937                                                                                                                                              | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052955 | PA      | $1825619.94   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd.                                                                           | Lynas Rare Earths Ltd. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |       812 | NS      | $11024.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                                      | Xylem, Inc. COM                                                                                                                                        | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      5800 | NS      | $693100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2021-BNK35                                                                                  | BANK 2021-BN35 A3                                                                                                                                      | CUSIP: 06540CAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3188980.90   | 0.12%             | 2064-06-17      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/42                                                                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210000 | PA      | $5620050.00   | 0.21%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                                     | WLAKE 2025-2A B                                                                                                                                        | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1104553.01   | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 29 LTD                                                                               | ELM29 2024-5A AR1                                                                                                                                      | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6001717.80   | 0.22%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BELIMO Holding AG                                                                                | BELIMO Holding AG CHF0.05 (REGD)                                                                                                                       | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        15 | NS      | $12182.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2920                                                                                                                                              | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262816 | PA      | $236711.59    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6411                                                                                                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426096 | PA      | $404211.88    | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.6 10/15/30 144A                                                                                                                                  | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491187.22    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | Truist Financial Corp. COM                                                                                                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     30001 | NS      | $1379145.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/43                                                                                                                                           | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1365000 | PA      | $564788.05    | 0.02%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 574454                                                                                                                                              | CUSIP: 36200WE31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9299 | PA      | $9561.16      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $810604.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                | The Campbells Co. COM                                                                                                                                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      5700 | NS      | $126939.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Galderma Group AG                                                                                | Galderma Group AG CHF0.01                                                                                                                              | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       196 | NS      | $38520.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6995                                                                                                                                              | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1365425 | PA      | $1177153.18   | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | Stryker Corporation COM                                                                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      8200 | NS      | $2694438.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7336                                                                                                                                              | CUSIP: 3140QTEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1131753 | PA      | $1140605.94   | 0.04%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc.                                                                             | Williams-Sonoma Inc. COM                                                                                                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2900 | NS      | $528757.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-121 KS                                                                                                                                        | CUSIP: 38380YH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    694935 | PA      | $16017.13     | 0.00%             | 2048-09-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 2.608 07/14/31                                                                                                                                  | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1490000 | PA      | $1326303.68   | 0.05%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics Incorporated                                                                   | Quest Diagnostics Incorporated COM                                                                                                                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2600 | NS      | $509548.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                                                    | Assurant Inc. COM                                                                                                                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1100 | NS      | $239591.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3564                                                                                                                                              | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103404 | PA      | $101470.56    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT 3.951 10/15/50 144A                                                                                                                             | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $814369.78    | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5190                                                                                                                                              | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2049729 | PA      | $2064870.11   | 0.08%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                                 | Sony Group Corp. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      2800 | NS      | $58359.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.875 01/30/30 144A                                                                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252199.23    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                             | Weyerhaeuser Company COM NEW                                                                                                                           | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     17818 | NS      | $435293.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 649441                                                                                                                                              | CUSIP: 31390LP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8824 | PA      | $9122.74      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                             | Delta Air Lines Inc. COM NEW                                                                                                                           | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     15500 | NS      | $1030440.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 09/16/30 144A                                                                                                                              | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3710000 | PA      | $3694232.50   | 0.14%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                             | ATLX 2024-RPL2 A1                                                                                                                                      | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2305088 | PA      | $2237401.77   | 0.08%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       232 | NC      | $-269972.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                                       | Apple Inc. COM                                                                                                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    349140 | NS      | $88608240.60  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8226                                                                                                                                              | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4297358 | PA      | $3944364.39   | 0.14%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB6859                                                                                                                                              | CUSIP: 31417DTR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83619 | PA      | $78859.26     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation PLC                                                                            | Eaton Corporation PLC COM USD0.01                                                                                                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      9237 | NS      | $3303797.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4731                                                                                                                                              | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4978994 | PA      | $4569480.76   | 0.17%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corporation                                                                 | Cincinnati Financial Corporation COM                                                                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      3737 | NS      | $588016.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5070                                                                                                                                              | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3486161 | PA      | $3369267.58   | 0.12%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                              | Coinbase Global Inc COM CL A                                                                                                                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      5300 | NS      | $925433.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   1525000 | OU      | $8.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BAE Systems PLC ORD GBP0.025                                                                                                                           | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      1053 | NS      | $30872.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 5.05 07/12/29                                                                                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    885000 | PA      | $903344.77    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS Health Corp COM                                                                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     30383 | NS      | $2182107.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                                                               | JFE Holdings, Inc. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |       700 | NS      | $8195.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                           | Verisk Analytics, Inc. COM                                                                                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      3200 | NS      | $607200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Oyj                                                                                        | Orion Oyj SER'B'NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       904 | NS      | $73067.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | AT&T Inc COM                                                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    166436 | NS      | $4824979.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                                                          | Saab AB NPV B                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      1273 | NS      | $83317.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLA Corp. COM NEW                                                                                                                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3130 | NS      | $4608643.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   2255000 | OU      | $6257.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                            | Monster Beverage Corp COM                                                                                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     17100 | NS      | $1239066.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVATION CLO 2021-12 LTD                                                                        | AWPT 2021-12A A1R                                                                                                                                      | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6751551.83   | 0.25%             | 2037-04-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                                                                  | Bio-Techne Corp COM                                                                                                                                    | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      3800 | NS      | $198588.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury Bonds                                                                     | T 4.625 11/15/55                                                                                                                                       | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $57309.38     | 0.00%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | Davita Inc COM                                                                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       700 | NS      | $107583.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 660060                                                                                                                                              | CUSIP: 31390YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23998 | PA      | $24810.24     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 743128                                                                                                                                              | CUSIP: 31403ASR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76323 | PA      | $77800.90     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                           | Yara International ASA NOK1.7                                                                                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      2784 | NS      | $162737.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                                 | Edwards Lifesciences Corporation COM                                                                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     13900 | NS      | $1113112.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                 | WFLF 2023-1A A                                                                                                                                         | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    622977 | PA      | $625766.97    | 0.02%             | 2038-04-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $914366.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.875 05/13/37                                                                                                                                     | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1615000 | PA      | $1690097.50   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR QC6357                                                                                                                                              | CUSIP: 3133ARB20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3523027 | PA      | $3011093.19   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                                                              | TE Connectivity PLC ORD SHS                                                                                                                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      7000 | NS      | $1463140.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                                                  | Dollar Tree Inc COM                                                                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      4365 | NS      | $478011.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                                          | BMCAUS 4.75 01/15/28 144A                                                                                                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    300000 | PA      | $296945.90    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                                         | CSL Ltd. ORD NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       920 | NS      | $90361.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UniCredit S.p.A. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      1864 | NS      | $133730.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | Ecolab Inc. COM                                                                                                                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      6000 | NS      | $1596120.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UnitedHealth Group Inc. COM                                                                                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     21520 | NS      | $5823096.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11180.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                                   | Autozone, Inc. COM                                                                                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       390 | NS      | $1317334.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvc Cordatus Loan Fund XIV Designated Activity Company                                           | CORDA 14A A2R                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-O            | CORP              | IE        |   1632301 | PA      | $1863184.27   | 0.07%             | 2032-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725221                                                                                                                                              | CUSIP: 31402CVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       313 | PA      | $319.11       | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | Visa Inc COM CL A                                                                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     39900 | NS      | $12059376.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'B'DKK1000                                                                                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         6 | NS      | $14987.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8249                                                                                                                                              | CUSIP: 3138WJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410247 | PA      | $388299.49    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nice Limited                                                                                     | Nice Limited ILS1                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       118 | NS      | $13028.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                                                                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15025000 | PA      | $13628144.53  | 0.50%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NON-VTG PRF NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1476 | NS      | $114019.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                                       | CDP 2.9 12/01/33                                                                                                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    945000 | PA      | $799382.07    | 0.03%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735591                                                                                                                                              | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22506 | PA      | $22675.28     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C09015                                                                                                                                              | CUSIP: 31292SAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246407 | PA      | $225685.02    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B3 COMMERCIAL MORTGAGE TRUST                                                      | BMARK 2018-B3 A4                                                                                                                                       | CUSIP: 08161BAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3363058 | PA      | $3313226.84   | 0.12%             | 2051-04-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                                 | CDW 2.67 12/01/26                                                                                                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1255093.28   | 0.05%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KeyCorp COM                                                                                                                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     22100 | NS      | $443105.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | Lockheed Martin Corporation COM                                                                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4800 | NS      | $2901072.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                                                        | Super Micro Computer Inc. COM NEW                                                                                                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     12000 | NS      | $273240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                                                  | Fox Corporation CL A COM                                                                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      5200 | NS      | $303680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                                                                   | Blackrock Inc. COM                                                                                                                                     | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3420 | NS      | $3289048.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB8106                                                                                                                                              | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    940362 | PA      | $847396.15    | 0.03%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | AbbVie Inc. COM                                                                                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     42101 | NS      | $9156546.49   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                                                               | Aflac Incorporated COM                                                                                                                                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     11300 | NS      | $1239723.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                                             | Emerson Electric Co. COM                                                                                                                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     13400 | NS      | $1755668.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QUALCOMM Inc. COM                                                                                                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     25300 | NS      | $3258134.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                                                             | Invitation Homes Inc. COM                                                                                                                              | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |     13500 | NS      | $335475.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA9090                                                                                                                                              | CUSIP: 3140QHC45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332756 | PA      | $1123394.16   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 661322                                                                                                                                              | CUSIP: 31391AVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       827 | PA      | $854.59       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                            | Deutsche Lufthansa AG ORD NPV (REGD)(VINK)                                                                                                             | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      4641 | NS      | $39521.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 3.7 05/01/28 MTN                                                                                                                                   | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $840638.20    | 0.03%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2255000 | OU      | $-11372.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                                                     | CAS 2026-R01 2A1                                                                                                                                       | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1208784 | PA      | $1201229.29   | 0.04%             | 2046-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.288 04/25/34                                                                                                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    905000 | PA      | $915672.42    | 0.03%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.75 07/15/64                                                                                                                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266570.69    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kinbane 2024-RPL 2 Designated Activity Co.                                                       | KINBN 2024-RPL2A A                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-O            | CORP              | IE        |    633545 | PA      | $733509.42    | 0.03%             | 2063-01-24      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 02/15/42                                                                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7440000 | PA      | $5421900.00   | 0.20%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2255000 | OU      | $-15472.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. COM                                                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    232300 | NS      | $48381121.00  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group Inc COM NEW                                                                                                                              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2750 | NS      | $634947.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                                                | Tractor Supply Co COM                                                                                                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     12600 | NS      | $570780.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PRET 2024-RPL2 TRUST                                                                             | PRET 2024-RPL2 A1                                                                                                                                      | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848124 | PA      | $800367.67    | 0.03%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Industria De Diseno Textil SA                                                                    | Industria De Diseno Textil SA EUR0.03 (POST SUBD)                                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1459 | NS      | $84926.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.065 01/21/37                                                                                                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $636435.20    | 0.02%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK V4.954 07/08/33                                                                                                                                 | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2950000 | PA      | $2935655.04   | 0.11%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                                                                | Everest Group Ltd COM USD0.01                                                                                                                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1040 | NS      | $339924.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-148 DS                                                                                                                                        | CUSIP: 38383YAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1207635 | PA      | $21217.90     | 0.00%             | 2052-08-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.449 07/20/29                                                                                                                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1889028.96   | 0.07%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4071                                                                                                                                              | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182405 | PA      | $180294.79    | 0.01%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | Intel Corporation COM                                                                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    111600 | NS      | $4924908.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD8062                                                                                                                                              | CUSIP: 3132DV5X9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    224733 | PA      | $199035.17    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 3.75 01/15/32                                                                                                                                      | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229306.58    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V5.207 02/24/37                                                                                                                                   | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1415000 | PA      | $1370926.29   | 0.05%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                              | Danaher Corporation COM                                                                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     15000 | NS      | $2844000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 4.6 03/16/33 144A                                                                                                                                 | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $489049.67    | 0.02%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO O'HARE INTERNATIONAL AIRPORT (IL)                                                        | IL CHITRN 6.39 01/01/2040                                                                                                                              | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $1062212.02   | 0.04%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Asics Corp                                                                                       | Asics Corp NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      2200 | NS      | $59147.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 445672                                                                                                                                              | CUSIP: 36207YCH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       731 | PA      | $752.01       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3685                                                                                                                                              | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10666 | PA      | $9514.95      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V5.543 01/17/31                                                                                                                                   | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468100.43    | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-151 SL                                                                                                                                        | CUSIP: 38381AE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2872825 | PA      | $77971.36     | 0.00%             | 2048-11-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | Zimmer Biomet Holdings Inc COM                                                                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      4700 | NS      | $424974.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 6.875 11/01/29 144A                                                                                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245000.65    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                                  | Sandoz Group AG CHF0.05                                                                                                                                | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       744 | NS      | $58293.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 4.75 02/01/32                                                                                                                                      | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316685.89    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 4.5 04/15/33                                                                                                                                       | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195337.31    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3076                                                                                                                                              | CUSIP: 31418CM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447947 | PA      | $429648.33    | 0.02%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                     | Cummins Inc. COM                                                                                                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3290 | NS      | $1770085.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4978 MI                                                                                                                                            | CUSIP: 3137FT6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    769313 | PA      | $112912.08    | 0.00%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 4.9 12/15/32 MTN                                                                                                                                   | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    820000 | PA      | $829667.90    | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | Marsh & McLennan Companies, Inc. COM                                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     11500 | NS      | $1994675.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | Huntington Bancshares Incorporated COM                                                                                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     48436 | NS      | $758023.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                                       | Vonovia SE NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      3068 | NS      | $76738.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4 04/01/47                                                                                                                                         | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $260384.24    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                                       | Kimberly-Clark Corporation COM                                                                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      7900 | NS      | $762113.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ARI FLEET LEASE TRUST 2024-A                                                                     | ARIFL 2024-A A2                                                                                                                                        | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311991 | PA      | $313457.47    | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58                                                   | WFCM 2020-C58 A3                                                                                                                                       | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4820579 | PA      | $4349605.28   | 0.16%             | 2053-07-17      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                              | Newmont Corporation COM                                                                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     26100 | NS      | $2825325.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0150                                                                                                                                              | CUSIP: 3618N5EY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258062 | PA      | $267834.94    | 0.01%             | 2055-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                                         | CIACN 7.875 07/15/32 144A                                                                                                                              | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    285000 | PA      | $296043.75    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.15 03/15/34                                                                                                                                      | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370723.42    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                      | VTRS 3.85 06/22/40                                                                                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    520000 | PA      | $394750.29    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4377                                                                                                                                              | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692057 | PA      | $535252.65    | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| D Amico International Shipping SA                                                                | D Amico International Shipping SA NPV (POST SPLIT)                                                                                                     | CUSIP: 000000000<br>LEI: 2221005IWV4R4EP4D553 | Long             | EC               | CORP              | LU        |      2705 | NS      | $23573.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4941                                                                                                                                              | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4042016 | PA      | $4076813.55   | 0.15%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.95 08/04/31                                                                                                                                      | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $787250.80    | 0.03%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2019-99 SA                                                                                                                                         | CUSIP: 38381XUA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1417535 | PA      | $22538.66     | 0.00%             | 2049-08-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.55 02/04/46                                                                                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261416.49    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                           | Trane Technologies PLC COM USD1                                                                                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      5200 | NS      | $2167048.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                                                    | Centene Corp. COM                                                                                                                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     11650 | NS      | $381421.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G03812                                                                                                                                              | CUSIP: 3128M5R93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123548 | PA      | $127258.30    | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | ArcelorMittal S.A. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       210 | NS      | $10890.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/16/26                                                                                                                                           | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $783990.79    | 0.03%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                                            | Heineken Holding N.V. EUR1.60                                                                                                                          | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      1010 | NS      | $71877.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  10220000 | NC      | $-19040.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                                                              | Leidos Holdings Inc COM                                                                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3000 | NS      | $466560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                                                     | Textron Inc. COM                                                                                                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4100 | NS      | $358996.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                                         | The Allstate Corporation COM                                                                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      6200 | NS      | $1285508.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.55 12/01/33                                                                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    346000 | PA      | $292721.81    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4946                                                                                                                                                | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230633 | PA      | $228652.24    | 0.01%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Future PLC                                                                                       | Future PLC ORD GBP0.15                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |      5583 | NS      | $21932.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. COM NEW                                                                                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     41535 | NS      | $4710484.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8347                                                                                                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1988382 | PA      | $1937214.34   | 0.07%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 4.25 12/15/41                                                                                                                                      | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206405.16    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                                     | Tapestry Inc COM                                                                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      4900 | NS      | $691439.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHLMC 6.75 03/15/31                                                                                                                                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $561455.97    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL TRANSPORTATION DISTRICT (CO)                                                            | CO REGTRN 5.84 11/01/2050                                                                                                                              | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $571244.26    | 0.02%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.928 04/28/32 MTN                                                                                                                                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    775000 | PA      | $671714.92    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd.                                                                     | Daiwa House Industry Co Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       200 | NS      | $6274.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G03050                                                                                                                                              | CUSIP: 3128M4WK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120002 | PA      | $121427.94    | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | Gallagher Aj &Co COM                                                                                                                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      6100 | NS      | $1321138.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                                                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66914.14     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Aker BP ASA                                                                                      | AKERBP 5.125 10/01/34 144A                                                                                                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    305000 | PA      | $297538.79    | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc.                                                              | MS&AD Insurance Group Holdings Inc. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      4600 | NS      | $120039.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 2.259 03/25/28                                                                                                                                  | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3060536.72   | 0.11%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | Cardinal Health, Inc. COM                                                                                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      5650 | NS      | $1193901.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                                                             | Astellas Pharma Inc. NPV                                                                                                                               | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      9900 | NS      | $161387.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                                                 | (PIPA070) PGIM Core Government Money Market Fund                                                                                                       | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        | 295607051 | NS      | $295607050.76 | 10.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.55 03/01/38                                                                                                                                       | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    960000 | PA      | $797160.21    | 0.03%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                                       | Avery Dennison Corporation COM                                                                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1700 | NS      | $293556.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                                        | Safran SA EUR0.20                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       523 | NS      | $171140.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $3054.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    392000 | OU      | $1986.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5 07/31/27 144A                                                                                                                                    | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    495000 | PA      | $493776.52    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3383                                                                                                                                              | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346299 | PA      | $321808.29    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V5.176 01/09/30 144A                                                                                                                               | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2229152.42   | 0.08%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3663                                                                                                                                              | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287503 | PA      | $266648.32    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                                              | UNVMIA 4.063 04/01/52 2022                                                                                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    815000 | PA      | $636751.99    | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | Norfolk Southern Corporation COM                                                                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      5300 | NS      | $1521100.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | Lowes Companies, Inc. COM                                                                                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     13400 | NS      | $3166152.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                                                      | Corteva Inc COM                                                                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     16147 | NS      | $1351665.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 5.927 08/15/30 144A                                                                                                                               | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $617637.66    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8371                                                                                                                                              | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1552779 | PA      | $1535841.20   | 0.06%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                                          | KBH 4 06/15/31                                                                                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369314.60    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                                       | Alliant Energy Corporation COM                                                                                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      6100 | NS      | $437736.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A A                                                                                                                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1124164.91   | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Incyte Corporation.                                                                              | Incyte Corporation. COM                                                                                                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      4040 | NS      | $380244.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C03735                                                                                                                                              | CUSIP: 31292LEG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36843 | PA      | $35623.99     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pool Corporation                                                                                 | Pool Corporation COM                                                                                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       780 | NS      | $157817.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                                                                                   | Pulte Group Inc COM                                                                                                                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4522 | NS      | $531832.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 586207                                                                                                                                              | CUSIP: 36201LGQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13999 | PA      | $14398.88     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc.                                                                                  | CBRE Group Inc. CL A                                                                                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      7100 | NS      | $961766.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                                     | Exelon Corp. COM                                                                                                                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     24213 | NS      | $1186921.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 4.95 03/16/36 144A                                                                                                                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411726.33    | 0.02%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4333                                                                                                                                              | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2644496 | PA      | $2313914.93   | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2806                                                                                                                                              | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314423 | PA      | $283438.56    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                                           | Citigroup Capital XIII FIXED/FLOAT TRUST PREFERRED SECURITIES                                                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20000 | NS      | $587000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       156 | NC      | $-231888.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                                                  | First Solar Inc COM                                                                                                                                    | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      2500 | NS      | $493150.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JX Advanced Metals Corp.                                                                         | JX Advanced Metals Corp. ORD SHS                                                                                                                       | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |      1300 | NS      | $28812.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594835                                                                                                                                              | CUSIP: 36201VY89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1279 | PA      | $1313.05      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'B'NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       384 | NS      | $8225.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112734.71    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                                | Microchip Technology Incorporated COM                                                                                                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     12900 | NS      | $833469.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanuc Corp.                                                                                      | Fanuc Corp. NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       300 | NS      | $10457.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                                   | ConocoPhillips COM                                                                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     29145 | NS      | $3847140.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                                                                     | Nordson Corp COM                                                                                                                                       | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1300 | NS      | $345878.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4684                                                                                                                                              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3770857 | PA      | $3655319.09   | 0.13%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-1                                                                | VERUS 2026-1 A1                                                                                                                                        | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-O            | CORP              | US        |   1086691 | PA      | $1081128.91   | 0.04%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2021-C12                                                                    | BBCMS 2021-C12 A4                                                                                                                                      | CUSIP: 05552XBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4024077.75   | 0.15%             | 2054-11-18      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | Fifth Third Bancorp COM                                                                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     21421 | NS      | $995219.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NESTLE' CAPITAL MARKETS SA                                                                       | Nestle SA CHF0.10 (REGD)                                                                                                                               | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |      2231 | NS      | $218841.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3126                                                                                                                                              | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707497 | PA      | $656842.30    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4923                                                                                                                                                | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144675 | PA      | $143439.16    | 0.01%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                                | Masco Corporation COM                                                                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      5300 | NS      | $319961.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 5.95 05/15/37                                                                                                                                   | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    335000 | PA      | $352138.40    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB6015                                                                                                                                              | CUSIP: 31417CVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115422 | PA      | $108768.97    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                                                                          | Aon PLC SHS CL A                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      5100 | NS      | $1646178.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $87339.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 6.75 10/01/37                                                                                                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242570.52    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A.                                                 | ACS Actividades De Construccion Y Servicios S.A. EUR0.5                                                                                                | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       781 | NS      | $95247.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS PACIFIC LAND CORP                                                                          | Texas Pacific Land Corporation COM                                                                                                                     | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $669129.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVERSITY VA                                                                                    | VA UNIHGR 4.18 09/01/2117                                                                                                                              | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |    355000 | PA      | $257881.59    | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ResMed Inc.                                                                                      | ResMed Inc. COM                                                                                                                                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      3400 | NS      | $763232.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Academedia Ab                                                                                    | Academedia Ab NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |       988 | NS      | $10498.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | Ingersoll Rand Inc COM                                                                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      8600 | NS      | $689032.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Duke Energy Carolinas LLC                                                                        | DUK 6.05 04/15/38                                                                                                                                      | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    530000 | PA      | $564271.53    | 0.02%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc.                                                                                 | Best Buy Co Inc. COM                                                                                                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4775 | NS      | $306555.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | Williams Companies Inc. (The) COM                                                                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     29300 | NS      | $2132454.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                           | Check Point Software Technologies Ltd. ORD ILS0.01                                                                                                     | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       600 | NS      | $85710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                                                      | Viatris Inc COM                                                                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     27386 | NS      | $369984.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Funding II Llc                                                                        | CFII 2024-1A A1                                                                                                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    449096 | PA      | $453576.97    | 0.02%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                                                | Ciena Corporation COM NEW                                                                                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      3200 | NS      | $1242336.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | Mitsubishi UFJ Financial Group Inc. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      6400 | NS      | $108377.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVAS 0 07/15/34                                                                                                                                        | CUSIP: 88059EPB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     70000 | PA      | $47218.24     | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.25 04/15/31 144A                                                                                                                                 | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89431.77     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4979                                                                                                                                              | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772700 | PA      | $779194.80    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                                        | Healthpeak Properties Inc COM                                                                                                                          | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     16600 | NS      | $272738.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G01940                                                                                                                                              | CUSIP: 3128LXEM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1989 | PA      | $2010.08      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GE Vernova Inc. COM                                                                                                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      6394 | NS      | $5581322.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.125 05/01/27 144A                                                                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21003.82     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C91908                                                                                                                                              | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55564 | PA      | $52683.13     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC (TAQA)                                                         | TAQAUH 2 04/29/28 144A                                                                                                                                 | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    370000 | PA      | $349505.70    | 0.01%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Makita Corp.                                                                                     | Makita Corp. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       300 | NS      | $9859.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.3 03/01/35                                                                                                                                        | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1645349.93   | 0.06%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo S.p.A.                                                                           | ALFACL 4.55 09/27/51 144A                                                                                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    431581 | PA      | $328864.49    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                                | ABIBB 4.7 02/01/36 *                                                                                                                                   | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $993937.57    | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc.                                                                         | Comfort Systems USA Inc. COM                                                                                                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       830 | NS      | $1144561.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour S.A.                                                                                   | Carrefour S.A. EUR2.50                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      2229 | NS      | $41271.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX Corp. COM                                                                                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     31955 | NS      | $6164119.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1                                                 | SFAST 2023-1A C                                                                                                                                        | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306050.85    | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | Fox Corporation CL B COM                                                                                                                               | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3633 | NS      | $192912.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 6 01/15/38                                                                                                                                         | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1292185.60   | 0.05%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   2255000 | OU      | $20.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-133 SA                                                                                                                                        | CUSIP: 38383TYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1152761 | PA      | $26311.43     | 0.00%             | 2052-07-20      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.942 09/10/30                                                                                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $843902.81    | 0.03%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | Oracle Corp. COM                                                                                                                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     40250 | NS      | $5921177.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                                    | NiSource Inc. COM                                                                                                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     11400 | NS      | $531924.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | Constellation Brands, Inc. CL A                                                                                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3340 | NS      | $501000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                                                                      | Italgas SpA NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |       885 | NS      | $10309.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4237                                                                                                                                              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4165857 | PA      | $3391097.54   | 0.12%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4414                                                                                                                                              | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793293 | PA      | $672683.49    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                                   | Zebra Technologies Corporation CL A                                                                                                                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1170 | NS      | $244623.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                                                           | Motorola Solutions Inc COM NEW                                                                                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3909 | NS      | $1696388.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                              | Comcast Corporation CL A                                                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     85280 | NS      | $2448388.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399394.68    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 604947                                                                                                                                              | CUSIP: 36200NBQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21324 | PA      | $22079.37     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4055                                                                                                                                              | CUSIP: 3140XKQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3114398 | PA      | $2944821.28   | 0.11%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                      | IMBLN 5.5 02/01/30 144A                                                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1147580.34   | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3284                                                                                                                                              | CUSIP: 31418CUJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416910 | PA      | $410144.82    | 0.02%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 6.07 07/12/28                                                                                                                                   | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1680000 | PA      | $1731846.98   | 0.06%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 645444                                                                                                                                              | CUSIP: 31390GBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4472 | PA      | $4695.78      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd.                                                                 | Daito Trust Construction Co Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      4600 | NS      | $107797.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                                        | Aegon Ltd. EUR0.12                                                                                                                                     | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     12486 | NS      | $91312.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4236                                                                                                                                              | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    854421 | PA      | $662177.57    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                             | ENTERP 7 10/15/37 144A                                                                                                                                 | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $444688.29    | 0.02%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | Lloyds Banking Group PLC ORD GBP0.1                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     37925 | NS      | $47005.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.837 09/10/28                                                                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $707251.28    | 0.03%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP LTD                                                                                | Scentre Group Ltd. NPV STAPLED UNIT                                                                                                                    | CUSIP: 000000000<br>LEI: 529900TUCASM3W86E831 | Long             | EC               | CORP              | AU        |      3778 | NS      | $8717.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 2.95 03/15/34                                                                                                                                      | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    420000 | PA      | $354617.05    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM4817                                                                                                                                              | CUSIP: 3140X8K71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373112 | PA      | $374632.30    | 0.01%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/44                                                                                                                                       | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13395000 | PA      | $12959662.50  | 0.48%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                                                    | Interactive Brokers Group Inc COM CL A                                                                                                                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     10600 | NS      | $710942.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | Banco Bilbao Vizcaya Argentaria SA EUR0.49                                                                                                             | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      8860 | NS      | $191372.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                                    | Fujikura Ltd. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      2400 | NS      | $66004.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594795                                                                                                                                              | CUSIP: 36201VXY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4500 | PA      | $4556.28      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                                  | Nordea Bank ABP NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      8195 | NS      | $141111.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2139.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | S&P Global Inc COM                                                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      7240 | NS      | $3079461.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-5                                                    | SDART 2023-3 C                                                                                                                                         | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $912991.41    | 0.03%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                            | Camden Property Trust SH BEN INT                                                                                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2600 | NS      | $253916.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AstraZeneca PLC ORD USD0.25                                                                                                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       956 | NS      | $186936.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2858                                                                                                                                              | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374156 | PA      | $320037.89    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 5.25 05/15/36                                                                                                                                      | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1848858.88   | 0.07%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                                      | Rollins Inc COM                                                                                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      7100 | NS      | $379211.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 752596                                                                                                                                              | CUSIP: 31403MC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3009 | PA      | $3067.34      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                               | Prudential Investment Portfolios 2 PGIM INSTL MONEY                                                                                                    | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | EC               | RF                | US        |  48481943 | NS      | $48448006.04  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                | RHP 5.75 03/15/34 144A                                                                                                                                 | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222062.84    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                                   | Commonwealth Bank of Australia ORD NPV                                                                                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      1394 | NS      | $163246.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 4.688 05/15/29 144A                                                                                                                             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $980225.00    | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 660623                                                                                                                                              | CUSIP: 36294U4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13197 | PA      | $13965.47     | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G04214                                                                                                                                              | CUSIP: 3128M6AP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13577 | PA      | $13970.10     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409089.61    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                                   | Fortescue Ltd. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      4748 | NS      | $67847.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 762000                                                                                                                                              | CUSIP: 31403YRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11987 | PA      | $12218.93     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                                                              | TOPPAN Holdings Inc NPV                                                                                                                                | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      2400 | NS      | $63299.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $150092.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | Sumitomo Mitsui Financial Group Inc. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      3200 | NS      | $105217.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                                   | CME Group Inc. COM                                                                                                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      8600 | NS      | $2540010.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea National Oil Corp.                                                                         | KOROIL 4.75 04/03/26 144A                                                                                                                              | CUSIP: 50065WAQ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    335000 | PA      | $335000.00    | 0.01%             | 2026-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3609                                                                                                                                              | CUSIP: 3140QPAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920875 | PA      | $845336.93    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | Exxon Mobil Corp. COM                                                                                                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     99314 | NS      | $16849613.24  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2024-2 C                                                                                                                                         | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508923.75    | 0.02%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8288                                                                                                                                              | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2594807 | PA      | $2571828.93   | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/43                                                                                                                                           | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $8531.99      | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 02/15/44                                                                                                                                         | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6555000 | PA      | $6267194.53   | 0.23%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                        | Adobe Inc COM                                                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      9840 | NS      | $2391907.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.782 02/01/28                                                                                                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268569.49    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.4 06/15/47                                                                                                                                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    506000 | PA      | $456396.82    | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | Salesforce Inc. COM                                                                                                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     22250 | NS      | $4153407.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Covivio SA                                                                                       | Covivio SA EUR3                                                                                                                                        | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |       715 | NS      | $42730.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1201                                                                                                                                              | CUSIP: 3140XGKP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380667 | PA      | $335213.22    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | Merck & Co., Inc COM                                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     59133 | NS      | $7113108.57   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                                                          | Yangzijiang Shipbuilding Holdings Ltd. NPV (SGD)                                                                                                       | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |      2600 | NS      | $7723.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V0 PERP II                                                                                                                                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230100.21    | 0.01%             | N/A             | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | Northern Trust Corporation COM                                                                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4600 | NS      | $642022.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                                                                         | Panasonic Holdings Corp. NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      4400 | NS      | $73793.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V6.401 03/06/35                                                                                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    475000 | PA      | $503752.41    | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.7 03/15/66                                                                                                                                       | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258916.39    | 0.01%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                                    | Nomura Research Institute Ltd NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       700 | NS      | $19157.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | Universal Health Services, Inc. CL B                                                                                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1300 | NS      | $232661.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 2.9 02/16/28                                                                                                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192016.77    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2026-8 BS                                                                                                                                          | CUSIP: 3136BYZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  10272091 | PA      | $207682.15    | 0.01%             | 2056-02-25      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V4.947 02/25/32                                                                                                                                    | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    715000 | PA      | $694195.14    | 0.03%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Smith(Ao)Corp                                                                                    | Smith(Ao)Corp COM                                                                                                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      2800 | NS      | $184632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -392000 | OU      | $-1216.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.05 09/01/33                                                                                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    764000 | PA      | $800665.23    | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | Brown & Brown Inc COM                                                                                                                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      7200 | NS      | $469512.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR RA7135                                                                                                                                              | CUSIP: 3133KN4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2236907 | PA      | $1902824.89   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                                                            | Regency Centers Corp. COM                                                                                                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3800 | NS      | $287508.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                                                        | Digital Realty Trust Inc. COM                                                                                                                          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      7700 | NS      | $1387617.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3496                                                                                                                                              | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328505 | PA      | $322112.14    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5054                                                                                                                                                | CUSIP: 36202FTK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18815 | PA      | $18101.18     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT Corporation COM                                                                                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     14800 | NS      | $941872.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES2 A1A                                                                                                                                    | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1705692 | PA      | $1710963.78   | 0.06%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | Republic Services, Inc. COM                                                                                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      4765 | NS      | $1043630.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                                            | Quanta Services, Inc. COM                                                                                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3540 | NS      | $1943530.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5064                                                                                                                                              | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554232 | PA      | $491376.26    | 0.02%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4626                                                                                                                                              | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6626695 | PA      | $6280639.12   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage System Inc                                                                     | WMS 5.375 03/01/34 144A                                                                                                                                | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131664.22    | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Idex Corporation                                                                                 | Idex Corporation COM                                                                                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1710 | NS      | $324130.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS Energy Corporation COM                                                                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      7900 | NS      | $612882.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -41 | NC      | $100376.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                                                               | Vertiv Holdings Co COM CL A                                                                                                                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      9100 | NS      | $2280278.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP TRUST 2021-601L                                                                              | BXP 2021-601L A                                                                                                                                        | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3990000 | PA      | $3470562.65   | 0.13%             | 2044-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | Carvana Co CL A                                                                                                                                        | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      3300 | NS      | $1037454.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| FISHER & PAYKEL HEALTHCARE CORP LTD                                                              | Fisher & Paykel Healthcare Corp Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      3009 | NS      | $65245.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | Alexandria Real Estate Equities, Inc. COM                                                                                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      3580 | NS      | $166183.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | PEG 1.6 08/15/30                                                                                                                                       | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1086966.97   | 0.04%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                             | United Rentals, Inc. COM                                                                                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1520 | NS      | $1107411.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                                                 | PG&E Corporation COM                                                                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     52700 | NS      | $925939.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNSYLVANIA ST TPK COMMN                                                                        | PA PASTRN 5.51 12/01/2045                                                                                                                              | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    505000 | PA      | $501520.80    | 0.02%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2014-4                                                                | NAVSL 2020-BA A2                                                                                                                                       | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248284 | PA      | $237740.61    | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF NORWAY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-705.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 781448                                                                                                                                              | CUSIP: 31404XEV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       388 | PA      | $395.92       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.045 02/06/37                                                                                                                                    | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2022536.78   | 0.07%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                                                                        | Logitech International SA CHF0.25 (REGD)                                                                                                               | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       651 | NS      | $60454.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                                    | Accenture PLC CLS'A'USD0.0000225                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     14600 | NS      | $2895034.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                                                            | Robinhood Markets Inc COM CL A                                                                                                                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     18800 | NS      | $1302840.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | Goldman Sachs Group, Inc. COM                                                                                                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      7140 | NS      | $6040368.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                              | Abbott Laboratories COM                                                                                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     41350 | NS      | $4245404.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                                                            | Dupont De Nemours Inc COM                                                                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      9647 | NS      | $441832.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp.                                                                                        | NEC Corp. NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      1800 | NS      | $44789.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 736520                                                                                                                                              | CUSIP: 3620AQG56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125108 | PA      | $124085.51    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                                        | Talanx AG NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       238 | NS      | $29532.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2895                                                                                                                                              | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504887 | PA      | $452771.15    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.964 11/15/48                                                                                                                                    | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1738574.76   | 0.06%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                                 | Coca-Cola HBC AG ORD CHF6.70(CDI)                                                                                                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       420 | NS      | $23658.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 3.1 03/15/30                                                                                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3296021.09   | 0.12%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM0021                                                                                                                                              | CUSIP: 3140X3AX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1983698 | PA      | $1899480.01   | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.952 05/07/31                                                                                                                                      | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    980000 | PA      | $986162.50    | 0.04%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                                   | GSKY 2024-1 A4                                                                                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363469 | PA      | $368668.85    | 0.01%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                     | Cadence Design Systems, Inc. COM                                                                                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6500 | NS      | $1806155.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE 2024-HE3                                                                      | JPMMT 2024-HE3 A1                                                                                                                                      | CUSIP: 46658JAA4<br>LEI: 529900WFSAT2OA83L954 | Long             | ABS-O            | CORP              | US        |    997416 | PA      | $997646.20    | 0.04%             | 2055-02-22      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 3.8 03/15/32                                                                                                                                     | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2480000 | PA      | $2308667.96   | 0.08%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST MANAGEMENT LTD                                                                   | Stockland Corp Ltd. NPV (STAPLED)                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |     25838 | NS      | $77561.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.9 02/28/28                                                                                                                                       | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2536529.84   | 0.09%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                         | AIA Group Ltd, Hong Kong NPV                                                                                                                           | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     11800 | NS      | $131113.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.875 10/01/31 144A                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    375000 | PA      | $340371.93    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GE Healthcare Technologies Inc. COMMON STOCK                                                                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     11092 | NS      | $789528.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Chemical Group Corp.                                                                  | Mitsubishi Chemical Group Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     14200 | NS      | $83015.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                                                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1375000 | PA      | $1345781.25   | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4805                                                                                                                                              | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1430282 | PA      | $1386017.04   | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.95 10/01/33                                                                                                                                      | CUSIP: 341081ER4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293226.02    | 0.01%             | 2033-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08345                                                                                                                                              | CUSIP: 3128MJL32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17316 | PA      | $17521.78     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-48311.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8725                                                                                                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1207234 | PA      | $1200062.20   | 0.04%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | Vistra Corp COM                                                                                                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      7600 | NS      | $1142508.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                                     | Chevron Corp. COM                                                                                                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44499 | NS      | $9206843.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                                                                          | BXP Inc COM                                                                                                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      3500 | NS      | $181650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1                                                   | WFCM 2024-5C1 A3                                                                                                                                       | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5377496.28   | 0.20%             | 2057-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                                        | Jabil Inc COM                                                                                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2500 | NS      | $664075.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                                                | Nucor Corporation COM                                                                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5400 | NS      | $913140.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                                                                    | Monolithic Power Systems Inc. COM                                                                                                                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1150 | NS      | $1257352.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72835.78     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                                                   | BE Semiconductor Industries NV EUR0.01                                                                                                                 | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       108 | NS      | $23132.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | Pfizer Inc. COM                                                                                                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    135170 | NS      | $3795573.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                                                                            | JD Sports Fashion PLC ORD GBP0.0005                                                                                                                    | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     23267 | NS      | $22067.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                              | Insulet Corporation COM                                                                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1600 | NS      | $335744.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4701                                                                                                                                              | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1099834 | PA      | $1065684.74   | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -13 | NC      | $40605.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                                           | Applied Materials Inc. COM                                                                                                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     18800 | NS      | $6425652.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL2950                                                                                                                                              | CUSIP: 3138EKH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397444 | PA      | $364168.63    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                          | Tyler Technologies Inc. COM                                                                                                                            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       910 | NS      | $311565.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                                                         | SBA Communications Corp. CL A                                                                                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2500 | NS      | $430275.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                                                                   | Welltower Inc. COM                                                                                                                                     | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     16600 | NS      | $3281986.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 605810                                                                                                                                              | CUSIP: 36201XAK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91213 | PA      | $92429.92     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                                                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459710.54    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                     | Equifax Inc. COM                                                                                                                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2800 | NS      | $504196.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS1                                                             | LMAT 2021-GS1 A1                                                                                                                                       | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176974 | PA      | $177046.93    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                                                   | Marubeni Corp. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      1500 | NS      | $54872.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2025-H5 MORTGAGE TRUST                                                                     | CROSS 2025-H5 A1                                                                                                                                       | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    784445 | PA      | $786948.96    | 0.03%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC Holdings PLC ORD USD0.50                                                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     22444 | NS      | $368588.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 759183                                                                                                                                              | CUSIP: 31403VM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138434 | PA      | $141282.42    | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.25 10/15/35                                                                                                                                      | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1670375.65   | 0.06%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | Coca-Cola Co (The) COM                                                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     92901 | NS      | $7065121.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                                | NatWest Group PLC ORD GBP1.0769                                                                                                                        | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     21628 | NS      | $160219.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                                        | Consolidated Edison, Inc. COM                                                                                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      8600 | NS      | $973348.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage Association                                                         | G2 MA0850                                                                                                                                              | CUSIP: 36179M5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95536 | PA      | $84883.96     | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                                  | T-Mobile US Inc COM                                                                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     11200 | NS      | $2352336.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                                                 | News Corporation CL A                                                                                                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      9675 | NS      | $241197.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                                     | Southern Co. COM                                                                                                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     26200 | NS      | $2528824.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 11/30/29                                                                                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6690000 | PA      | $6745401.56   | 0.25%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | National Australia Bank Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      1488 | NS      | $43041.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8299                                                                                                                                              | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1286294 | PA      | $1274771.05   | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 709787                                                                                                                                              | CUSIP: 31401JRG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1979 | PA      | $2017.61      | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-3 TRUST                                                            | HPA 2021-3 A                                                                                                                                           | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474014 | PA      | $445116.50    | 0.02%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 3.6 05/01/30                                                                                                                                        | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1542783.72   | 0.06%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                                         | Skyworks Solutions, Inc. COM                                                                                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      3700 | NS      | $198135.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG Euro Clo 2023-1 DAC                                                                          | ICGE 2023-1A AR                                                                                                                                        | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-O            | CORP              | IE        |   5250000 | PA      | $6053003.74   | 0.22%             | 2038-10-19      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                                           | LNC 6.3 10/09/37                                                                                                                                       | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    701000 | PA      | $721251.88    | 0.03%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission and Storage Inc                                                         | BRKHEC 4.6 12/15/44 *                                                                                                                                  | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38338.55     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 738611                                                                                                                                              | CUSIP: 31402UR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30245 | PA      | $30173.87     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.375 02/19/30 5Y                                                                                                                               | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2034000 | PA      | $2064510.00   | 0.08%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Paccar Inc                                                                                       | Paccar Inc COM                                                                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     12514 | NS      | $1445367.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | Marathon Petroleum Corp. COM                                                                                                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      7119 | NS      | $1738317.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                                           | GM 6.6 04/01/36                                                                                                                                        | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    585000 | PA      | $621894.35    | 0.02%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                                        | Host Hotels & Resorts Inc COM                                                                                                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     16082 | NS      | $308131.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.073 01/30/37                                                                                                                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2071499.55   | 0.08%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| W.R. Berkley Corporation                                                                         | W.R. Berkley Corporation COM                                                                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      7000 | NS      | $463960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.187 11/15/36 144A                                                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3050602.54   | 0.11%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2021-165 ST                                                                                                                                        | CUSIP: 38383ABJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    349609 | PA      | $129.22       | 0.00%             | 2050-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.239 07/21/32 GMTN                                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2425504.41   | 0.09%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G06214                                                                                                                                              | CUSIP: 3128M8GX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6039 | PA      | $6249.42      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                               | Atmos Energy Corp. COM                                                                                                                                 | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      3800 | NS      | $701936.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of America Mortgage Securities Inc.                                                         | BOAMS 2005-A 2A1                                                                                                                                       | CUSIP: 05949AH86<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |     23155 | PA      | $22715.21     | 0.00%             | 2035-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc.                                                                   | Principal Financial Group Inc. COM                                                                                                                     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      4700 | NS      | $423517.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                                  | Deere & Company COM                                                                                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      6020 | NS      | $3391066.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4209                                                                                                                                              | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2864889 | PA      | $2221194.53   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                                                               | Computershare Ltd. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      1135 | NS      | $22385.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BANK OF TOYAMA LTD (THE)                                                                   | The First Bank Of Toyama Ltd NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 98450054D3B87A37C666 | Long             | EC               | CORP              | JP        |      1300 | NS      | $19759.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.8 03/08/29                                                                                                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480569.85    | 0.02%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                              | Huntington Ingalls Industries, Inc. COM                                                                                                                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       800 | NS      | $303920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 5.5 12/01/39 09-C                                                                                                                                   | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145640.01    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL C                                                                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    111160 | NS      | $31887357.60  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                                               | Coterra Energy Inc COM                                                                                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     18200 | NS      | $639548.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C9                                                            | UBSCM 2018-C9 A3                                                                                                                                       | CUSIP: 90291JAV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1576201 | PA      | $1553150.74   | 0.06%             | 2051-03-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3356                                                                                                                                              | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345833 | PA      | $320767.87    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8139                                                                                                                                              | CUSIP: 3132DWBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543318 | PA      | $420866.34    | 0.02%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Monument CLO 1 Designated Activity Co.                                                           | MNMNT 1A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |   6750000 | PA      | $7820427.50   | 0.29%             | 2037-05-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/41                                                                                                                                           | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7460000 | PA      | $3430690.24   | 0.13%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                      | Bayerische Motoren Werke AG EUR1                                                                                                                       | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       495 | NS      | $45790.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A17805                                                                                                                                              | CUSIP: 31296SU61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14483 | PA      | $14739.18     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | Synopsys Inc COM                                                                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4487 | NS      | $1779005.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Synchrony Financial                                                                              | Synchrony Financial COM                                                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      8272 | NS      | $562661.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | GNR 2022-129 SA                                                                                                                                        | CUSIP: 38383UCS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGA              | US        |   7312338 | PA      | $152786.18    | 0.01%             | 2052-07-20      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE0375                                                                                                                                              | CUSIP: 3133B9MY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637046 | PA      | $608655.27    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waters Corporation                                                                               | Waters Corporation COM                                                                                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2321 | NS      | $691193.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 6 06/15/29                                                                                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    725000 | PA      | $736771.70    | 0.03%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 7 02/15/30 144A                                                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405217.52    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 6.51 02/23/42 144A                                                                                                                              | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $491411.25    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C64705                                                                                                                                              | CUSIP: 31287QGN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60337 | PA      | $61572.24     | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 4.39 08/15/37                                                                                                                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1886933.83   | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 804875                                                                                                                                              | CUSIP: 31406BFQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35440 | PA      | $36148.59     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 12/31/32                                                                                                                                       | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2615000 | PA      | $2577409.38   | 0.09%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 5.5 07/31/47 144A                                                                                                                               | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1350000 | PA      | $1121715.00   | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                                     | CF Industries Holdings, Inc. COM                                                                                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3800 | NS      | $493392.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                                                    | NN Group N.V. EUR0.12                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1303 | NS      | $101758.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1836                                                                                                                                              | CUSIP: 3140XHBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1094542 | PA      | $938081.83    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                              | Deutsche Telekom AG NPV(REGD)                                                                                                                          | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      7160 | NS      | $267234.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 966123                                                                                                                                              | CUSIP: 31414GYU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15776 | PA      | $16551.04     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4785                                                                                                                                              | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10829085 | PA      | $10737634.59  | 0.39%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | Honda Motor Co Ltd. NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     15000 | NS      | $121403.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5594                                                                                                                                              | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308610 | PA      | $288960.46    | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 4.375 10/01/30 144A                                                                                                                               | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $397116.00    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C56139                                                                                                                                              | CUSIP: 31298SZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60283 | PA      | $63369.81     | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. COM                                                                                                                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13250 | NS      | $937040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 11/30/32                                                                                                                                        | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4404375.00   | 0.16%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4720                                                                                                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1128833 | PA      | $1078631.16   | 0.04%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                                                             | Electronic Arts Inc. COM                                                                                                                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5600 | NS      | $1141672.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 08/15/33                                                                                                                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4908593.75   | 0.18%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                                     | Raymond James Financial Inc. COM                                                                                                                       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4150 | NS      | $600878.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 6.35 08/10/28 144a                                                                                                                               | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    349000 | PA      | $351726.56    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                        | eBay Inc. COM                                                                                                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     10700 | NS      | $973914.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                                                     | Apollo Global Management Inc COM                                                                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     11100 | NS      | $1236762.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                                                                    | BOC Hong Kong (Holdings) Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     17500 | NS      | $96547.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C53324                                                                                                                                              | CUSIP: 31298PVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7286 | PA      | $7659.51      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | The Hartford Insurance Group Inc. COM                                                                                                                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      6600 | NS      | $892518.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4867                                                                                                                                              | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2229996 | PA      | $2160050.60   | 0.08%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.65 11/20/40                                                                                                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $526618.48    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                                                    | FactSet Research Systems Inc. COM                                                                                                                      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       800 | NS      | $173592.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                                                               | Henry Schein, Inc. COM                                                                                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2600 | NS      | $191620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phc Holdings Corporation                                                                         | Phc Holdings Corporation NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 3538001U3W83EUYS3187 | Long             | EC               | CORP              | JP        |      2600 | NS      | $18206.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4656                                                                                                                                              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1820066 | PA      | $1762050.74   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 6.2 11/16/28 144A                                                                                                                                   | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2854000 | PA      | $2947026.13   | 0.11%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/49                                                                                                                                           | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $143815.48    | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB4420                                                                                                                                              | CUSIP: 31417A4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43844 | PA      | $43587.59     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8024                                                                                                                                              | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866021 | PA      | $770425.27    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 4.75 06/15/26 144A                                                                                                                                | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1500000 | PA      | $1496250.00   | 0.05%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 7.125 05/01/30                                                                                                                                     | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    435000 | PA      | $486019.68    | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5.25 03/14/35                                                                                                                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $157050.62    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                                      | Keysight Technologies, Inc. COM                                                                                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4000 | NS      | $1129480.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                                                                                       | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67602.15     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                                      | Snam S.p.A. NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     12962 | NS      | $98192.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                         | PNR 4.5 07/01/29                                                                                                                                       | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   2415000 | PA      | $2395206.66   | 0.09%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8895                                                                                                                                              | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101625 | PA      | $929878.22    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-148 DS                                                                                                                                        | CUSIP: 38381AHP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    884492 | PA      | $19727.18     | 0.00%             | 2048-10-20      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                                    | FWRD 9.5 10/15/31 144A                                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $340238.08    | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.55 03/21/31                                                                                                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $923314.81    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 6.343 08/02/30                                                                                                                                  | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    345000 | PA      | $367784.01    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | Intercontinental Exchange Inc COM                                                                                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     13455 | NS      | $2116202.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 03/01/29                                                                                                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510220.79    | 0.02%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | Thermo Fisher Scientific Inc COM                                                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      8940 | NS      | $4394278.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 781629                                                                                                                                              | CUSIP: 31404XLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53115 | PA      | $54761.21     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                        | Aptiv PLC COM SHS                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      5200 | NS      | $361088.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 486679                                                                                                                                              | CUSIP: 36210AUC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       728 | PA      | $737.00       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.85 02/04/66                                                                                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325922.37    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                                       | Archer-Daniels-Midland Co. COM                                                                                                                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     11526 | NS      | $837824.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Korea National Oil Corp.                                                                         | KOROIL 4.875 04/03/28 144A                                                                                                                             | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    345000 | PA      | $348684.60    | 0.01%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4535 PA                                                                                                                                            | CUSIP: 3137BMHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    186552 | PA      | $181008.08    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                                                   | Obayashi Corp. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       700 | NS      | $16954.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | Freeport-McMoRan Inc. CL B                                                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     34388 | NS      | $2021326.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 08/15/55                                                                                                                                        | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2210000 | PA      | $2153023.44   | 0.08%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4918                                                                                                                                              | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2834369 | PA      | $2809124.31   | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 720147                                                                                                                                              | CUSIP: 31401WBQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10726 | PA      | $10630.20     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | EchoStar Corp. CL A                                                                                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      3200 | NS      | $374624.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                                                           | Fair Isaac Corporation COM                                                                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       580 | NS      | $619173.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | Public Service Enterprise Group Incorporated COM                                                                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     11900 | NS      | $963305.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | The Procter & Gamble Co. COM                                                                                                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     55225 | NS      | $7976699.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.887 01/10/28                                                                                                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557303.55    | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                                                                                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68509.80     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | Gartner Inc. COM                                                                                                                                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1640 | NS      | $259677.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                                                                | Isuzu Motors Ltd. NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      8200 | NS      | $118086.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.5 09/15/53                                                                                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $895412.62    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                          | OMFIT 2020-2A A                                                                                                                                        | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135986 | PA      | $1120430.96   | 0.04%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $482.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                                      | Daiwa Securities Group Inc. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      2300 | NS      | $21793.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab As                                                                                        | Genmab As DKK1                                                                                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        58 | NS      | $15620.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Trade Desk Inc                                                                               | The Trade Desk Inc COM CL A                                                                                                                            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     11000 | NS      | $249590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q08903                                                                                                                                              | CUSIP: 3132GUGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101965 | PA      | $96438.21     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | Texas Instruments Inc. COM                                                                                                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     21600 | NS      | $4193424.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES 2025-NQM3 TRUST                                                                            | HOMES 2026-NQM1 A1                                                                                                                                     | CUSIP: 437922AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958674 | PA      | $951060.47    | 0.03%             | 2070-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | International Business Machines Corp. COM                                                                                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     22200 | NS      | $5381058.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3522                                                                                                                                              | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349748 | PA      | $342941.91    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                                       | Woodside Energy Group Ltd. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       756 | NS      | $17945.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BP6618                                                                                                                                              | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1945716 | PA      | $1653462.16   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                                                     | CAS 2025-R04 1A1                                                                                                                                       | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    724400 | PA      | $724559.71    | 0.03%             | 2045-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3245                                                                                                                                              | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151463 | PA      | $145121.67    | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                                      | Inpex Corp. NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      1300 | NS      | $38453.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 01/31/28                                                                                                                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3090000 | PA      | $3072618.75   | 0.11%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                               | Dominos Pizza Inc. COM                                                                                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       620 | NS      | $222449.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems AS                                                                           | Vestas Wind Systems AS DKK0.20                                                                                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      1632 | NS      | $49238.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                           | LUV 2.625 02/10/30                                                                                                                                     | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1259923.44   | 0.05%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Paychex Inc                                                                                      | Paychex Inc COM                                                                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      7700 | NS      | $709324.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 625232                                                                                                                                              | CUSIP: 31389GSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4294 | PA      | $4509.14      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                                    | Fresnillo PLC ORD USD0.50                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      1010 | NS      | $44769.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | Capital One Financial Corp. COM                                                                                                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     14830 | NS      | $2705436.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2710000 | PA      | $2745568.75   | 0.10%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Re Ltd                                                                          | Vicinity Centres Re Ltd NPV (STAPLED SECURITY)                                                                                                         | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |     29154 | NS      | $47561.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/42                                                                                                                                           | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $134177.63    | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc.                                                                              | IQVIA Holdings Inc. COM                                                                                                                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4000 | NS      | $682160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ametek, Inc.                                                                                     | Ametek, Inc. COM                                                                                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5400 | NS      | $1157544.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 754756                                                                                                                                              | CUSIP: 31403QQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6191 | PA      | $6400.75      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2021-114 TI                                                                                                                                        | CUSIP: 38382URT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1604302 | PA      | $214370.49    | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 805238                                                                                                                                              | CUSIP: 31406BS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44997 | PA      | $45868.15     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                                     | Fujitsu Ltd. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       900 | NS      | $18405.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-Ubs11                                                        | MSC 2016-UB11 A3                                                                                                                                       | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2769889 | PA      | $2752590.07   | 0.10%             | 2049-08-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                                          | GSK plc ORD GBP0.3125                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      4419 | NS      | $121723.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0808                                                                                                                                              | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440928 | PA      | $423987.77    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS Group AG USD0.10 (REGD)                                                                                                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      4679 | NS      | $182450.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.2 08/15/32                                                                                                                                       | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4360726.70   | 0.16%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 645630                                                                                                                                              | CUSIP: 31390GHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3945 | PA      | $4142.89      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08368                                                                                                                                              | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316670 | PA      | $313786.96    | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8348                                                                                                                                              | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2491839 | PA      | $2467471.04   | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 1.875 10/15/30                                                                                                                                     | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1973089.29   | 0.07%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-126 CS                                                                                                                                        | CUSIP: 38383T2H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3143267 | PA      | $60400.08     | 0.00%             | 2052-07-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml T                                                                               | WFCM 2016-NXS6 A3                                                                                                                                      | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |   1180035 | PA      | $1177993.28   | 0.04%             | 2049-11-18      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                          | BLKPRL 6.125 02/15/31 144A                                                                                                                             | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $249485.42    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                                         | Wabtec Corp COM                                                                                                                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      3951 | NS      | $987394.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 739563                                                                                                                                              | CUSIP: 31402VTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26819 | PA      | $26523.00     | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/52                                                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43535000 | PA      | $37406088.28  | 1.37%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                                 | NAVSL 2019-CA A2                                                                                                                                       | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122363 | PA      | $121195.33    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2021-2                                                          | OMFIT 2021-1A A2                                                                                                                                       | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000622.20   | 0.07%             | 2036-06-16      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.125 12/15/45                                                                                                                                      | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117304.13    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                                      | Revvity Inc COM                                                                                                                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2800 | NS      | $245308.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Garmin Ltd                                                                                       | Garmin Ltd COM CHF10.00                                                                                                                                | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      3900 | NS      | $904839.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                                                               | American Water Works Company, Inc. COM                                                                                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      4600 | NS      | $626014.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                                      | Zoetis Inc. CL A                                                                                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     10000 | NS      | $1182100.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | Northrop Grumman Corporation COM                                                                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3202 | NS      | $2184532.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS HSBC BANK PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $5398.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                         | Lam Research Corporation COM NEW                                                                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     29700 | NS      | $6345702.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                                                            | CLVR 2018-1A A1RR                                                                                                                                      | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7001850.80   | 0.26%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                                       | Tenaris SA USD1                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      3721 | NS      | $108773.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                                            | GSMS 2016-GS3 A3                                                                                                                                       | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800860 | PA      | $2789261.94   | 0.10%             | 2049-10-13      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $943.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2999.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | Cisco Systems, Inc. COM                                                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     93900 | NS      | $7285701.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila Oyj Abp                                                                                 | Wartsila Oyj Abp NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      3703 | NS      | $137929.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 807979                                                                                                                                              | CUSIP: 31406EUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       419 | PA      | $415.14       | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.875 02/15/32                                                                                                                                       | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6940000 | PA      | $6154370.31   | 0.23%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                                 | Costar Group Inc COM                                                                                                                                   | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     10100 | NS      | $407434.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                                           | Sempra COM                                                                                                                                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     15638 | NS      | $1519544.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.705 03/01/30 144A                                                                                                                            | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1285000 | PA      | $1318491.47   | 0.05%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                                    | Boston Scientific Corporation COM                                                                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     35567 | NS      | $2231829.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AL9337                                                                                                                                              | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186357 | PA      | $167408.75    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 684745                                                                                                                                              | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23823 | PA      | $24629.24     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                                         | O'Reilly Automotive Inc. COM                                                                                                                           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     20200 | NS      | $1864662.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corporation                                                                                   | LY Corporation NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     21500 | NS      | $51839.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 5.25 02/01/55                                                                                                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    880000 | PA      | $867857.09    | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8879                                                                                                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1274952 | PA      | $1293676.85   | 0.05%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                           | MSC 2019-H6 A3                                                                                                                                         | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4220485 | PA      | $4057554.26   | 0.15%             | 2052-06-17      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5137                                                                                                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393384 | PA      | $375388.64    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | Realty Income Corporation COM                                                                                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     22400 | NS      | $1370432.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | Costco Wholesale Corporation COM                                                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10550 | NS      | $10512336.50  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS UNITEDHEALTH GROUP INC                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1142.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2444                                                                                                                                              | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63770 | PA      | $57530.63     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                                            | Woolworths Group Ltd. NPV                                                                                                                              | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      1520 | NS      | $38383.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 4.75 01/15/43                                                                                                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $498144.25    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Next PLC                                                                                         | Next PLC ORD GBP0.10                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       284 | NS      | $47981.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                                             | Edison International COM                                                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      9100 | NS      | $665938.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2024-5 C                                                                                                                                         | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1507446.75   | 0.06%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                                        | Renesas Electronics Corp. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       600 | NS      | $8578.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                                     | QPETRO 2.25 07/12/31 144A                                                                                                                              | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    545000 | PA      | $478221.15    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                | National Grid PLC ORD GBP0.12431289                                                                                                                    | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      6532 | NS      | $110260.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 3.1 07/15/31 144A                                                                                                                               | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    530000 | PA      | $483356.61    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                                      | Reckitt Benckiser Group PLC ORD GBP0.1041666666666667                                                                                                  | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       611 | NS      | $41083.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.9 05/01/49                                                                                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1095425.16   | 0.04%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                                         | Ipsen SA EUR1                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       466 | NS      | $87087.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                                                      | CGCMT 2017-P7 A3                                                                                                                                       | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3270177 | PA      | $3246870.35   | 0.12%             | 2050-04-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                               | Take-Two Interactive Software Inc. COM                                                                                                                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      4100 | NS      | $809750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-REV2                                                           | FORDR 2025-2 A                                                                                                                                         | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5138000 | PA      | $5124867.79   | 0.19%             | 2038-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3964                                                                                                                                              | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567091 | PA      | $1334277.85   | 0.05%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1                                                 | SFAST 2023-1A B                                                                                                                                        | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203423.92    | 0.01%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                                         | Simon Property Group Inc COM                                                                                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      7893 | NS      | $1472281.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                               | State Street Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/4,000TH OWNERSHIP INTEREST IN A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL P | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     15000 | NS      | $324300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                               | State Street Corp. COM                                                                                                                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6600 | NS      | $835296.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0508                                                                                                                                              | CUSIP: 31427MR60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474175 | PA      | $459548.60    | 0.02%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | Xcel Energy Inc COM                                                                                                                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     14110 | NS      | $1120898.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2015-1                                                      | AAL 3.375 05/01/27                                                                                                                                     | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249216 | PA      | $1233417.97   | 0.05%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2287                                                                                                                                              | CUSIP: 3140QMRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3009666 | PA      | $2570162.17   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                                         | Kimco Realty Corporation COM                                                                                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     16200 | NS      | $364014.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                      | Novartis AG CHF0.49 (REGD)                                                                                                                             | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2346 | NS      | $360097.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 750374                                                                                                                                              | CUSIP: 31403JT71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30348 | PA      | $30936.23     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                                                        | Amundi SA EUR2.5                                                                                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      1097 | NS      | $94273.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/43                                                                                                                                           | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $887410.27    | 0.03%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                                          | Extra Space Storage Inc. COM                                                                                                                           | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      5100 | NS      | $668763.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | Fidelity National Information Services Inc COM                                                                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     12400 | NS      | $581684.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5108                                                                                                                                              | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536125 | PA      | $549068.15    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                                                                | Erie Indemnity Co CL A                                                                                                                                 | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       500 | NS      | $125655.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                                                             | PPG Industries, Inc. COM                                                                                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      5500 | NS      | $587840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                                                                 | MKL 5 03/30/43                                                                                                                                         | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147676.95    | 0.01%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | Altria Group, Inc. COM                                                                                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     40200 | NS      | $2652798.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4686                                                                                                                                              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358041 | PA      | $354907.65    | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                                     | WH Group Ltd. USD0.0001                                                                                                                                | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     99000 | NS      | $130129.26    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Arista Networks Inc                                                                              | Arista Networks Inc COM SHS                                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     24700 | NS      | $3032666.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                                                              | Entergy Corporation COM                                                                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     10700 | NS      | $1202252.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co Ltd.                                                                                    | Hulic Co Ltd. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |      3900 | NS      | $45460.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson COM                                                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     57408 | NS      | $14032811.52  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tisi Inc.                                                                                        | Tisi Inc. NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      1600 | NS      | $34210.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | Vici Properties Inc COM                                                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     25400 | NS      | $693928.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                                      | Walmart Inc COM                                                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    104500 | NS      | $12987260.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61                                                   | WFCM 2021-C61 A3                                                                                                                                       | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $7980933.60   | 0.29%             | 2054-11-18      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | Mondelez International Inc. CL A                                                                                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     30953 | NS      | $1784130.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5329                                                                                                                                              | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    934954 | PA      | $876006.94    | 0.03%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 6.875 04/29/30                                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    440000 | PA      | $440264.00    | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM Resorts International COM                                                                                                                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      5300 | NS      | $196153.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 942291                                                                                                                                              | CUSIP: 31413DKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4092 | PA      | $4292.12      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8300                                                                                                                                              | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7049482 | PA      | $7109452.39   | 0.26%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.25 07/01/29 144A                                                                                                                              | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2666727.20   | 0.10%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.625 10/01/29 144A                                                                                                                                | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186920.66    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | ACM 6 08/01/33 144A                                                                                                                                    | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64944.32     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD8090                                                                                                                                              | CUSIP: 3132DV7B5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   2303218 | PA      | $1876303.70   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.019 03/04/31 144A                                                                                                                            | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200983.64    | 0.01%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | Vodafone Group PLC ORD USD0.2095238                                                                                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    104220 | NS      | $157200.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.3 12/05/43                                                                                                                                       | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168063.33    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.7 11/15/35                                                                                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $711584.64    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4014                                                                                                                                              | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909339 | PA      | $1833392.63   | 0.07%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745515                                                                                                                                              | CUSIP: 31403DGY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14688 | PA      | $14825.58     | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8161                                                                                                                                              | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383185 | PA      | $324775.15    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 888284                                                                                                                                              | CUSIP: 31410F2R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26498 | PA      | $27345.27     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/56                                                                                                                                        | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $63375.00     | 0.00%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9726                                                                                                                                              | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1723043 | PA      | $1758275.24   | 0.06%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 MORTGAGE TRUST                                                                      | BMO 2024-5C7 A3                                                                                                                                        | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4621279.95   | 0.17%             | 2057-11-19      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | Travelers Companies, Inc. COM                                                                                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5335 | NS      | $1556112.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.65 09/15/59                                                                                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2585.03      | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                                                                                                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54401.68     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                                    | SDART 2026-1 C                                                                                                                                         | CUSIP: 80288FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1875301.71   | 0.07%             | 2032-04-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.194 07/23/30 MTN                                                                                                                                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1007355.84   | 0.04%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.875 04/15/30                                                                                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5354409.03   | 0.20%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                                                     | Securitas AB SER'B'NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       625 | NS      | $10467.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | Howmet Aerospace Inc COM                                                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      9580 | NS      | $2207806.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 553598                                                                                                                                              | CUSIP: 36213F7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3582 | PA      | $3649.72      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3802                                                                                                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1022491 | PA      | $926985.90    | 0.03%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOYA Corp.                                                                                       | HOYA Corp. NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       800 | NS      | $138688.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 653633                                                                                                                                              | CUSIP: 31390REE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9782 | PA      | $10271.90     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                          | International Flavors & Fragrances Inc. COM                                                                                                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      6000 | NS      | $435300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                                                                 | Mitsubishi Corp. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       900 | NS      | $30875.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | Solventum Corp. COM SHS                                                                                                                                | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      3370 | NS      | $220061.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG Energy, Inc. COM NEW                                                                                                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      5100 | NS      | $745314.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6819                                                                                                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52271 | PA      | $44999.94     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | Pepsico Inc COM                                                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     32607 | NS      | $5063541.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                                                     | Fastenal Co. COM                                                                                                                                       | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     27500 | NS      | $1276000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                                   | BHP Group Ltd. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      6497 | NS      | $235077.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                                                   | Servicenow Inc COM                                                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     24850 | NS      | $2598067.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                                        | Shell PLC ORD EUR0.07                                                                                                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      3649 | NS      | $169003.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   1525000 | OU      | $4615.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Z40025                                                                                                                                              | CUSIP: 3132FCA21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15609 | PA      | $16231.08     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.2 03/01/35 144A                                                                                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2704371.80   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                                                  | MDPK 2019-33A AR                                                                                                                                       | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5257718 | PA      | $5257715.63   | 0.19%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4618                                                                                                                                              | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349728 | PA      | $330156.98    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FUTU HOLDINGS LTD                                                                                | Futu Holdings Ltd. SPON ADS CL A                                                                                                                       | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       300 | NS      | $41028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4182                                                                                                                                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1275056 | PA      | $1038455.06   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| W.w. Grainger Inc.                                                                               | W.w. Grainger Inc. COM                                                                                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1050 | NS      | $1145350.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                                                 | Mettler-Toledo International Inc COM                                                                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       500 | NS      | $630600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                                      | United Parcel Service, Inc. CL B                                                                                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     17700 | NS      | $1741326.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 01/31/33                                                                                                                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3355000 | PA      | $3329837.50   | 0.12%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corp. COM                                                                                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    157741 | NS      | $7689873.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaria Energia Y Medio Ambiente, S.A.                                                           | Solaria Energia Y Medio Ambiente, S.A. EUR0.01                                                                                                         | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |       693 | NS      | $19205.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                                   | WFCM 2017-C38 A4                                                                                                                                       | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2738762 | PA      | $2705480.99   | 0.10%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ventas Inc.                                                                                      | Ventas Inc. COM                                                                                                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     11268 | NS      | $921497.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fnma Pass-Thru I                                                                                 | FN BT0980                                                                                                                                              | CUSIP: 3140LPCS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108551 | PA      | $95590.27     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2019-B                                                                | MMAF 2019-B A5                                                                                                                                         | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938015 | PA      | $934720.80    | 0.03%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA5416                                                                                                                                              | CUSIP: 3140QDAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555735 | PA      | $475541.92    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3311                                                                                                                                              | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420170 | PA      | $402280.91    | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3079                                                                                                                                              | CUSIP: 3140J7M51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212588 | PA      | $204061.43    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                         | DVN 5.6 07/15/41                                                                                                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217774.70    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 4.25 08/14/28 GMTN                                                                                                                              | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    575000 | PA      | $563500.00    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J26142                                                                                                                                              | CUSIP: 31307EZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32779 | PA      | $32344.57     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.542 09/19/30                                                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4120768.65   | 0.15%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.625 02/15/31 144A                                                                                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69265.23     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC                                                                 | NDFT 2024-2A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1400000 | PA      | $1853784.92   | 0.07%             | 2032-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5193                                                                                                                                              | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156559 | PA      | $153752.29    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                                     | Hitachi Ltd. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      4300 | NS      | $126142.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd.                                                                      | Dai Nippon Printing Co Ltd. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      2900 | NS      | $52837.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | Fiserv Inc. COM                                                                                                                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     13200 | NS      | $736560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 894221                                                                                                                                              | CUSIP: 31410QPE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6079 | PA      | $6418.38      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6338                                                                                                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114519 | PA      | $102582.95    | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 550561                                                                                                                                              | CUSIP: 36213CTS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18221 | PA      | $18863.06     | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 6.25 08/15/33 144A                                                                                                                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35509.18     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 4.95 06/15/28                                                                                                                                       | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $803381.98    | 0.03%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4                                                       | NRZT 2018-4A A1S                                                                                                                                       | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77073 | PA      | $75837.82     | 0.00%             | 2048-01-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | Microsoft Corp. COM                                                                                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    176540 | NS      | $65349811.80  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                                              | Analog Devices Inc. COM                                                                                                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     11547 | NS      | $3673562.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08521                                                                                                                                              | CUSIP: 3128MJSK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233841 | PA      | $214449.69    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9252                                                                                                                                              | CUSIP: 3138ERH60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157882 | PA      | $150753.61    | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                    | Koninklijke Ahold Delhaize NV EUR0.01                                                                                                                  | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3572 | NS      | $166345.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3184                                                                                                                                              | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728349 | PA      | $713946.93    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | Steel Dynamics, Inc. COM                                                                                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3150 | NS      | $567000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2754                                                                                                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340475 | PA      | $320752.28    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                                  | Regeneron Pharmaceuticals, Inc. COM                                                                                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2400 | NS      | $1854336.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.55 12/01/33                                                                                                                                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4729814.70   | 0.17%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3960                                                                                                                                              | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209114 | PA      | $185771.67    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4550                                                                                                                                              | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2027499 | PA      | $1872791.90   | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Prudential Series Fund

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer