# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001752724-23-009569
**Filing Date:** 2023-1
**Character Count:** 155587
**Document Hash:** 31d132b1fee7dcdf3045a44dc69b88f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009569.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009569

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Exchange-Traded Funds, Inc.
- **CENTRAL INDEX KEY:** 0001795351
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 23547141

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

## Series and Classes Contracts Data

### T. Rowe Price Ultra Short-Term Bond ETF (Series ID: S000072799)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000229340 | T. Rowe Price Ultra Short-Term Bond ETF | TBUX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. Rowe Price Exchange-Traded Funds, Inc.

- **b. Investment Company Act file number:** 811-23494

- **c. CIK number of Registrant:** 0001795351

- **d. LEI of Registrant:** 549300XZPUK24E1UMH17

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Ultra Short-Term Bond ETF

- **b. EDGAR series identifier (if any):** S000072799

- **c. LEI of Series:** 549300XEFO03D2YJGG72

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $51159983.28

**Total Liabilities:** $226088.01

**Net Assets:** $50933895.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -472.67000000 | **1-Year:** -3332.28000000 | **5-Year:** -1131.78000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -7.48000000 | **1-Year:** -104.17000000 | **5-Year:** -13.03000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229340 | -0.24%               | -0.10%               | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-57349.83               | $-349348.24                                |
| Month 2  | $-28190.60               | $-228240.40                                |
| Month 3  | $-88689.85               | $344937.30                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Symphony Static CLO Ltd                          | Symphony Static CLO I Ltd                                                                                                                  | CUSIP: 87190TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    222187 | PA      | $218730.08    | 0.43%             | 2029-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SH865CAF2 CDS USD R F  5.00000 8F97DOAE820230620FEE CCPCORPOR / Short: SH865CAF2 CDS USD P V 03MEVENT 8F97DOAE820230620PRO CCPCORPOR | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $2488.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SF97DOAE8 CDS USD R F  5.00000 8F97DOAE820230620FEE CCPCORPOR / Short: SF97DOAE8 CDS USD P V 03MEVENT 8F97DOAE820230620PRO CCPCORPOR | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $2429.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL                         | Saudi Electricity Global Sukuk Co 2                                                                                                        | CUSIP: 000000000<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198859.20    | 0.39%             | 2023-04-08      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29119.41     | 0.06%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99500.80     | 0.20%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-3                                                                                                 | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98066.83     | 0.19%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198245.60    | 0.39%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                       | Nasdaq Inc                                                                                                                                 | CUSIP: 63111XAC5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149508.15    | 0.29%             | 2022-12-21      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154035.75    | 0.30%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2015-3 Ltd                                                                                                                | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244500.86    | 0.48%             | 2031-04-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                               | Essex Portfolio LP                                                                                                                         | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298178.10    | 0.59%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                                                                   | CUSIP: 071813DB2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243816.25    | 0.48%             | 2024-11-29      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185644.00    | 0.36%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                                                                        | CUSIP: 83367TBG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197026.40    | 0.39%             | 2024-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Syngenta Wilmington Inc                          | Syngenta Wilmington Inc                                                                                                                    | CUSIP: 8716A3M77<br>LEI: 5493004J81MPMW9NTR79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399661.67    | 0.78%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46833.40     | 0.09%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                           | Indian Railway Finance Corp Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195472.00    | 0.38%             | 2024-03-29      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                                                                                          | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129596.35    | 0.25%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                                                                                                                         | CUSIP: 20600HM19<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624924.39    | 1.23%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57560.22     | 0.11%             | 2023-10-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S89BFDAH7 CDS USD R F  1.00000 189BFDAH720231220FEE CCPCORPOR / Short: S89BFDAH7 CDS USD P V 03MEVENT 189BFDAH720231220PRO CT400588  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     60000 | OU      | $319.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-G                                                                                           | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89125 | PA      | $78433.35     | 0.15%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                                                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468112.50    | 0.92%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust I LLC 2018-3                                                                                                      | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5325 | PA      | $5293.85      | 0.01%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186638.71    | 0.37%             | 2024-03-08      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34232.66     | 0.07%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SB579LAD3 CDS USD R F  1.00000 9B579LAD320231220FEE CCPCORPOR / Short: SB579LAD3 CDS USD P V 03MEVENT 9B579LAD320231220FEE CT389396  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    125000 | OU      | $320.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                       | Sprint LLC                                                                                                                                 | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357437.50    | 0.70%             | 2024-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-G                                                                                           | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86515 | PA      | $72958.46     | 0.14%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-5                                                                                                          | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152289 | PA      | $121511.44    | 0.24%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                 | Bellemeade Re 2022-1 Ltd                                                                                                                   | CUSIP: 078774AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $147659.16    | 0.29%             | 2032-01-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49522.05     | 0.10%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R03                                                                                               | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79546 | PA      | $77955.10     | 0.15%             | 2041-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189407.20    | 0.37%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123435.25    | 0.24%             | 2024-07-31      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49661.35     | 0.10%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                 | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $96354.70     | 0.19%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                                | CUSIP: 912796X61<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $799438.45    | 1.57%             | 2022-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239060.71    | 0.47%             | 2025-06-09      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                                                                                                              | CUSIP: 032095AG6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97690.30     | 0.19%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                          | Daimler Trucks Finance North America LLC                                                                                                   | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295736.70    | 0.58%             | 2024-12-13      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49065.05     | 0.10%             | 2025-01-24      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-2                                                                                                          | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119016 | PA      | $98294.57     | 0.19%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98303.90     | 0.19%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank NA - SBCLN                                                                                                                  | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138797 | PA      | $133192.24    | 0.26%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                         | LeasePlan Corp NV                                                                                                                          | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186748.20    | 0.37%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                         | Israel Electric Corp Ltd                                                                                                                   | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $198442.00    | 0.39%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197843.60    | 0.39%             | 2023-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AC5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247808.75    | 0.49%             | 2023-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Synchrony Credit Card Master Note Trust          | Synchrony Credit Card Master Note Trust                                                                                                    | CUSIP: 87165LCE9<br>LEI: 549300G1V1M796QIYC04 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98877.80     | 0.19%             | 2026-05-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                    | Nordstrom Inc                                                                                                                              | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79262.50     | 0.16%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                                                                           | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39509.60     | 0.08%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2021-C                                                                                           | CUSIP: 80281HAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       391 | PA      | $390.74       | 0.00%             | 2028-04-17      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                              | Quanta Services Inc                                                                                                                        | CUSIP: 74767HM56<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399749.72    | 0.78%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $143665.65    | 0.28%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RCZ5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197329.66    | 0.39%             | 2024-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297793.50    | 0.58%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-2                                                                                                 | CUSIP: 30166QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197181.10    | 0.39%             | 2025-11-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                             | Western Union Co/The                                                                                                                       | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246782.90    | 0.48%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                                                                             | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130912 | PA      | $122926.00    | 0.24%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                             | Thaioil Treasury Center Co Ltd                                                                                                             | CUSIP: 88323AAA0<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $199485.56    | 0.39%             | 2023-01-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                                                                                          | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $192820.40    | 0.38%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                         | First American Financial Corp                                                                                                              | CUSIP: 31847RAE2<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99752.70     | 0.20%             | 2023-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                         | Korea Hydro & Nuclear Power Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198337.00    | 0.39%             | 2023-07-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                        | Baidu Inc                                                                                                                                  | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197759.00    | 0.39%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                   | Air Lease Corp                                                                                                                             | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98077.00     | 0.19%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                        | Mylan Inc                                                                                                                                  | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444810.60    | 0.87%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-E                                                                                           | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75234 | PA      | $62153.02     | 0.12%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2022-NQM1 Trust                                                                                                                        | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169892 | PA      | $142386.63    | 0.28%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49922.90     | 0.10%             | 2024-03-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143947.35    | 0.28%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                         | Cheniere Corpus Christi Holdings LLC                                                                                                       | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100610.00    | 0.20%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108594.64    | 0.21%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SG655DAR5 CDS USD R F  1.00000 0G655DAR520231220FEE CCPCORPOR / Short: SG655DAR5 CDS USD P V 03MEVENT 0G655DAR520231220PRO CBAC1U2   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     60000 | OU      | $341.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                                                                               | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349562.50    | 0.69%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                        | Hana Bank                                                                                                                                  | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $247511.50    | 0.49%             | 2023-10-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150951.60    | 0.30%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                                                                               | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5122 | PA      | $5071.74      | 0.01%             | 2041-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100334 | PA      | $98988.93     | 0.19%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: 97399156  CDS USD R F  1.00000 97399156FEE CORPORATE / Short: 97399156  CDS USD P V 03MEVENT 97399156PRO CORPORATE                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |    125000 | OU      | $232.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236521.75    | 0.46%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                                                                                         | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138553.65    | 0.27%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                         | British Telecommunications PLC                                                                                                             | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $396010.00    | 0.78%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145632.90    | 0.29%             | 2024-06-14      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-4                                                                                                          | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110790 | PA      | $85009.47     | 0.17%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SH68GVAC6 CDS USD R F  1.00000 2H68GVAC6 CDVN1U1FEE CCPCORPOR / Short: SH68GVAC6 CDS USD P V 03MEVENT 2H68GVAC6 CDVN1U1 EVENTPCORPOR | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $247.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                                                                           | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196891.00    | 0.39%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                                                                       | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148850.10    | 0.29%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                | World Omni Auto Receivables Trust 2021-A                                                                                                   | CUSIP: 98164EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $22656.07     | 0.04%             | 2026-12-15      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                | Santander Retail Auto Lease Trust 2020-A                                                                                                   | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196905.96    | 0.39%             | 2024-11-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195650.60    | 0.38%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven Inc                                                                                                                               | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90064.56     | 0.18%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-c                                                                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72150 | PA      | $62308.40     | 0.12%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| POSCO                                            | POSCO                                                                                                                                      | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $186929.60    | 0.37%             | 2025-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2019-5                                                                                                            | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76664 | PA      | $71871.48     | 0.14%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                                                                                       | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245945.25    | 0.48%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                    | Stellantis NV                                                                                                                              | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $397500.00    | 0.78%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99117.80     | 0.19%             | 2026-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                                                                | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190955.20    | 0.37%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                                | CUSIP: 38122NA51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97941.61     | 0.19%             | 2023-06-01      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                                                                         | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198170.80    | 0.39%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $-2699.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SH68GVAC6 CDS USD R F  1.00000 2H68GVAC6 CDVN1U1FEE CT384336 / Short: SH68GVAC6 CDS USD P V 03MEVENT 2H68GVAC6 CDVN1U1 EVENTPCORPOR  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $370.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-8451.80     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                                                                                       | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215054.18    | 0.42%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                          | Reliance Industries Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $242393.46    | 0.48%             | 2025-01-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SES SA                                           | SES SA                                                                                                                                     | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    247000 | PA      | $243603.75    | 0.48%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                                                                                               | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $109553.43    | 0.22%             | 2036-03-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164076.66    | 0.32%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54798.37     | 0.11%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                            | Reynolds American Inc                                                                                                                      | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122820.75    | 0.24%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Home & Security Inc               | Fortune Brands Home & Security Inc                                                                                                         | CUSIP: 34965HM19<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399952.66    | 0.79%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2G2<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143192.55    | 0.28%             | 2023-12-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                             | Ooredoo International Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199307.40    | 0.39%             | 2023-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2021-2 Ltd                                                                                                                        | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $148975.04    | 0.29%             | 2034-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157592.00    | 0.31%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64284.87     | 0.13%             | 2024-03-08      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2021-3                                                                                                 | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $294122.25    | 0.58%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-F                                                                                           | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77331 | PA      | $68540.89     | 0.13%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-5                                                                                              | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $241252.10    | 0.47%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                                               | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54832.36     | 0.11%             | 2023-02-17      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                          | Spectra Energy Partners LP                                                                                                                 | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99448.00     | 0.20%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                                   | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99484.50     | 0.20%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                  | QNB Finance Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195787.20    | 0.38%             | 2024-03-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                         | First American Financial Corp                                                                                                              | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194565.60    | 0.38%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                   | SLIDE 2018-FUN                                                                                                                             | CUSIP: 831350AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145672 | PA      | $143524.49    | 0.28%             | 2031-06-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SA226XAK9 CDS USD R F  1.00000 0A226XAK920231220FEE CCPCORPOR / Short: SA226XAK9 CDS USD P V 03MEVENT 0A226XAK920221220PRO CSBC1U1   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    125000 | OU      | $193.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                                                                                   | CUSIP: 21037DML5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349099.92    | 0.69%             | 2022-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                                                                                     | CUSIP: 853254AL4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197424.80    | 0.39%             | 2024-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2019-INV3                                                                                                       | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139740 | PA      | $131125.17    | 0.26%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                                                                                    | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248250.00    | 0.49%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial Inc                                                                                                                         | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98870.20     | 0.19%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-5                                                                                                 | CUSIP: 30167FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199101.40    | 0.39%             | 2027-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                    | AIB Group PLC                                                                                                                              | CUSIP: 00135TAA2<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197322.60    | 0.39%             | 2023-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2017-A                                                                                                        | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113041 | PA      | $110928.23    | 0.22%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143205.45    | 0.28%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $262018.75    | 0.51%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                 | Crown Castle Inc                                                                                                                           | CUSIP: 22823QM65<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449667.45    | 0.88%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                    | UBS AG/London                                                                                                                              | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198562.80    | 0.39%             | 2024-02-09      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                                             | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114565 | PA      | $109888.62    | 0.22%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194618.40    | 0.38%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                                                                                   | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239338.00    | 0.47%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                      | Equifax Inc                                                                                                                                | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198697.00    | 0.39%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                                                                          | CUSIP: 780097AY7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99620.80     | 0.20%             | 2023-06-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-4                                                                                                 | CUSIP: 30166BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244357.13    | 0.48%             | 2027-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2022-1                                                                                                            | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105355 | PA      | $91840.90     | 0.18%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAA9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99900.00     | 0.20%             | 2023-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                                                                                     | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198964.80    | 0.39%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                         | Liberty Mutual Group Inc                                                                                                                   | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346974.60    | 0.68%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98188.60     | 0.19%             | 2024-09-10      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                       | BINOM Securitization Trust 2021-INV1                                                                                                       | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76295 | PA      | $65881.10     | 0.13%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $99346.70     | 0.20%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97067.60     | 0.19%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2022-N1                                                                                                     | CUSIP: 14686GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81662 | PA      | $79282.16     | 0.16%             | 2028-12-11      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                            | ARI Fleet Lease Trust 2019-A                                                                                                               | CUSIP: 04033JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193157 | PA      | $192620.54    | 0.38%             | 2027-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                                                                               | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84217.66     | 0.17%             | 2024-10-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350239.40    | 0.69%             | 2023-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc           | Harley-Davidson Financial Services Inc                                                                                                     | CUSIP: 41282KM54<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449736.19    | 0.88%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                   | Public Storage                                                                                                                             | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64452.12     | 0.13%             | 2024-04-23      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                       | Elara HGV Timeshare Issuer 2017-A LLC                                                                                                      | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18067 | PA      | $17289.63     | 0.03%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S6A89QAE8 CDS USD R F  1.00000 46A89QAE8 CX398761 FEE CCPCORP / Short: S6A89QAE8 CDS USD P V 03MEVENT 46A89QAE8 CX398761 EVENTCPCORP | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $523.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98657.70     | 0.19%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-R3                                                                                                         | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90861 | PA      | $78346.00     | 0.15%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                                                        | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $192595.96    | 0.38%             | 2025-08-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-ARIA                                                                                                                         | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $61008.66     | 0.12%             | 2036-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                            | ARI Fleet Lease Trust 2020-A                                                                                                               | CUSIP: 00217TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99501.08     | 0.20%             | 2028-11-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                                                                             | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192919.40    | 0.38%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                           | Pertamina Persero PT                                                                                                                       | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198500.00    | 0.39%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2020-2 Receivables Funding LLC                                                                                            | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56721 | PA      | $53160.30     | 0.10%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98443.40     | 0.19%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61747YEN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73466.33     | 0.14%             | 2026-02-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-D                                                                                                           | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75881 | PA      | $73346.75     | 0.14%             | 2062-04-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                                                                         | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $273783.40    | 0.54%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                                                                | CUSIP: 453140AB1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198518.60    | 0.39%             | 2023-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2021-5                                                                                                            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141082 | PA      | $110404.71    | 0.22%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                           | Cox Communications Inc                                                                                                                     | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96053.00     | 0.19%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                              | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24774.80     | 0.05%             | 2024-04-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                                                                          | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113267.87    | 0.22%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2022-1                                                                                                            | CUSIP: 67571EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84970 | PA      | $82910.44     | 0.16%             | 2028-03-20      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98403.80     | 0.19%             | 2025-05-09      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust | World Omni Automobile Lease Securitization Trust 2022-A                                                                                    | CUSIP: 98163NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163521 | PA      | $161183.88    | 0.32%             | 2024-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250230.25    | 0.49%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                                                                                  | CUSIP: 775109AW1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198840.60    | 0.39%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190653.80    | 0.37%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-B                                                                                           | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71825 | PA      | $60622.08     | 0.12%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                           | Sydney Airport Finance Co Pty Ltd                                                                                                          | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $243870.31    | 0.48%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                                | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $546517.89    | 1.07%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                        | CUSIP: 13048VFP8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99424.55     | 0.20%             | 2023-04-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2021-B                                                                                           | CUSIP: 802824AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10652 | PA      | $10437.20     | 0.02%             | 2028-10-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                                                                 | CUSIP: 00287YCU1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144781.49    | 0.28%             | 2023-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                      | ING Bank NV                                                                                                                                | CUSIP: 449786AY8<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199164.80    | 0.39%             | 2023-09-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                          | QVC Inc                                                                                                                                    | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94000.00     | 0.18%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-H                                                                                           | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123365 | PA      | $110686.84    | 0.22%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                         | Celulosa Arauco y Constitucion SA                                                                                                          | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $196750.68    | 0.39%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                             | Kansas City Southern/Old                                                                                                                   | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98964.50     | 0.19%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2021-1                                                                                                 | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111197 | PA      | $110177.16    | 0.22%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-1W LLC                                                                                                                            | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64821 | PA      | $59254.81     | 0.12%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                           | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $242885.50    | 0.48%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                          | Korea National Oil Corp                                                                                                                    | CUSIP: 50066RAR7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $183731.59    | 0.36%             | 2025-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254369.00    | 0.50%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | Long: 93033220  CDS USD R F  1.00000 93033220FEE CORPORATE / Short: 93033220  CDS USD P V 03MEVENT 93033220PRO CORPORATE                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     60000 | OU      | $25.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                                                                                        | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198330.40    | 0.39%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC           | Amur Equipment Finance Receivables X LLC                                                                                                   | CUSIP: 03236VAB7<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    167593 | PA      | $158452.68    | 0.31%             | 2027-10-20      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377REX8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97941.42     | 0.19%             | 2024-09-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192926.79    | 0.38%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $199293.60    | 0.39%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98433.60     | 0.19%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                                                                         | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98496.80     | 0.19%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                  | PerkinElmer Inc                                                                                                                            | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175506.23    | 0.34%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-A                                                                                           | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65727 | PA      | $56118.89     | 0.11%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607GRT3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149060.25    | 0.29%             | 2023-12-14      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                                                                              | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206500.00    | 0.41%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                 | WPP Finance 2010                                                                                                                           | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $289709.40    | 0.57%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                                               | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247952.25    | 0.49%             | 2024-02-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                                                             | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189205.61    | 0.37%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -32 | NC      | $-17795.52    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Fund             | T Rowe Price Government Reserve Fund                                                                                                       | CUSIP: 76015Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      1052 | NS      | $1051.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                                            | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175011.20    | 0.34%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2020-3                                                                                              | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13156 | PA      | $13011.95     | 0.03%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286577.40    | 0.56%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  17900000 | PA      | $129655.42    | 0.25%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2021-1                                                                                                            | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49161 | PA      | $47376.11     | 0.09%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SA226XAK9 CDS USD R F  1.00000 0A226XAK920221220FEE CCPCORPOR / Short: SA226XAK9 CDS USD P V 03MEVENT 0A226XAK920221220PRO CSBC1U1   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    125000 | OU      | $24.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAB SUKUK COMPANY LTD                            | Fab Sukuk Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300JEV79SSEDKS489 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196786.00    | 0.39%             | 2024-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                                | CUSIP: 912796X79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199749.56    | 0.39%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-4 Mortgage Loan Trust                                                                                                            | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85642 | PA      | $69647.01     | 0.14%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242382.42    | 0.48%             | 2024-04-12      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2022-A                                                                                           | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134605 | PA      | $117077.66    | 0.23%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97743.70     | 0.19%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                                                                             | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99588.90     | 0.20%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                                                                          | CUSIP: 780099CE5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199997.80    | 0.39%             | 2022-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180942.80    | 0.36%             | 2024-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -10 | NC      | $-6576.71     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE BANK INDIA/LONDON                          | State Bank of India/London                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198396.00    | 0.39%             | 2023-09-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                            | Jackson Financial Inc                                                                                                                      | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335570.90    | 0.66%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                                             | CUSIP: 48128U2N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116856 | PA      | $111782.93    | 0.22%             | 2028-12-26      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust         | Ford Credit Floorplan Master Owner Trust A                                                                                                 | CUSIP: 34528QHM9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $57487.25     | 0.11%             | 2025-09-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2016-B                                                                                                    | CUSIP: 78449GAC3<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |     67178 | PA      | $66435.67     | 0.13%             | 2032-02-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                       | Cigna Corp                                                                                                                                 | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250162.75    | 0.49%             | 2023-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                                    | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179965 | PA      | $173970.41    | 0.34%             | 2042-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                                                                                    | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98851.40     | 0.19%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                 | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $217074.06    | 0.43%             | 2036-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74640.68     | 0.15%             | 2024-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98259.30     | 0.19%             | 2025-02-04      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                  | PerkinElmer Inc                                                                                                                            | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96260.90     | 0.19%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC           | Amur Equipment Finance Receivables IX LLC                                                                                                  | CUSIP: 03237KAB0<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |     55904 | PA      | $53644.44     | 0.11%             | 2026-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33944.61     | 0.07%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                                             | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96637 | PA      | $93102.35     | 0.18%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198893.40    | 0.39%             | 2024-06-07      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-N4                                                                                                     | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31955 | PA      | $30732.37     | 0.06%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                 | Vista Point Securitization Trust 2020-2                                                                                                    | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91327 | PA      | $79782.56     | 0.16%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                           | NXP BV / NXP Funding LLC                                                                                                                   | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $198284.40    | 0.39%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2019-A                                                                                           | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    103940 | PA      | $98842.07     | 0.19%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377REW0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     66667 | PA      | $66359.87     | 0.13%             | 2024-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $144776.10    | 0.28%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197927.20    | 0.39%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147138.15    | 0.29%             | 2025-05-01      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CYTEC INDUSTRIES INC                             | Cytec Industries Inc                                                                                                                       | CUSIP: 232820AJ9<br>LEI: 549300CC16G1Y2NHCH33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199839.60    | 0.39%             | 2023-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                                                                           | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192912.60    | 0.38%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                        | Mylan Inc                                                                                                                                  | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99594.70     | 0.20%             | 2023-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                            | ARI Fleet Lease Trust 2021-A                                                                                                               | CUSIP: 00217FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129997 | PA      | $127367.12    | 0.25%             | 2030-03-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                          | Eni SpA                                                                                                                                    | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $246683.50    | 0.48%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2021-2                                                                                                            | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107602 | PA      | $88795.07     | 0.17%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                                                                             | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117164 | PA      | $107024.25    | 0.21%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                     | Ecopetrol SA                                                                                                                               | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $198893.00    | 0.39%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                          | Daimler Trucks Finance North America LLC                                                                                                   | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143614.80    | 0.28%             | 2023-12-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96255.30     | 0.19%             | 2024-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2020-4                                                                                                             | CUSIP: 14316HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90596.66     | 0.18%             | 2026-06-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99358.30     | 0.20%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-7                                                                                              | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $84912.99     | 0.17%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                         | Cheniere Corpus Christi Holdings LLC                                                                                                       | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303450.00    | 0.60%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                                                                                          | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197205.80    | 0.39%             | 2023-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $392360.40    | 0.77%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2022-B                                                                                      | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224906 | PA      | $223654.44    | 0.44%             | 2032-08-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98145.90     | 0.19%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMG SUKUK LTD                                    | EMG SUKUK Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300ZBBW15DAXN4O07 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196750.00    | 0.39%             | 2024-06-18      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                                                                                    | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198760.00    | 0.39%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    214000 | PA      | $204072.33    | 0.40%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2021-2                                                                                                            | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56818 | PA      | $54134.61     | 0.11%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                                                                                | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248287.75    | 0.49%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    345000 | PA      | $329475.00    | 0.65%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $192036.80    | 0.38%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2020-2 LLC                                                                                                      | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56951 | PA      | $55327.28     | 0.11%             | 2026-07-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                      | Ovintiv Inc                                                                                                                                | CUSIP: 69047KMK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299268.82    | 0.59%             | 2022-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298875.00    | 0.59%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                                    | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $245520.25    | 0.48%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2020-3                                                                                            | CUSIP: 03066PAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93464.29     | 0.18%             | 2026-08-18      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 19 LTD                              | HPHT Finance 19 Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 254900U58MWSWY66P584 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190056.00    | 0.37%             | 2024-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29380DM15<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499943.00    | 0.98%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust          | Hyundai Auto Lease Securitization Trust 2021-A                                                                                             | CUSIP: 44891TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $291112.23    | 0.57%             | 2025-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-H                                                                                           | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120913 | PA      | $102886.36    | 0.20%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $196981.60    | 0.39%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                                                                                | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $141750.00    | 0.28%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                     | World Omni Select Auto Trust 2020-A                                                                                                        | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $192637.44    | 0.38%             | 2026-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S8BD8LAC9 CDS USD R F  1.00000 38BD8LAC9 CT414430 FEE CCPCORP / Short: S8BD8LAC9 CDS USD P V 03MEVENT 38BD8LAC9 CT414430 EVENTCPCORP | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $950.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co/The                             | Western Union Co/The                                                                                                                       | CUSIP: 959802AX7<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99283.60     | 0.19%             | 2023-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147143.10    | 0.29%             | 2025-06-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                                                        | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $289018.83    | 0.57%             | 2025-08-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                            | Gray Oak Pipeline LLC                                                                                                                      | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $315454.10    | 0.62%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148355.85    | 0.29%             | 2026-04-26      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                         | Enel Finance America LLC                                                                                                                   | CUSIP: 29279HRM9<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244110.95    | 0.48%             | 2023-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191100.00    | 0.38%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46018.44     | 0.09%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 2 LTD                             | HKT Capital No 2 Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900H0XCXGQBS2GA24 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $190482.00    | 0.37%             | 2025-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194310.40    | 0.38%             | 2025-01-07      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197804.40    | 0.39%             | 2023-11-03      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AH9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $196793.60    | 0.39%             | 2024-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                                                                            | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241029.04    | 0.47%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                     | WP Carey Inc                                                                                                                               | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198332.80    | 0.39%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2020-1 LLC                                                                                                      | CUSIP: 29373KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $48640.17     | 0.10%             | 2025-12-22      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-6                                                                                              | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145653.81    | 0.29%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                            | Arrow Electronics Inc                                                                                                                      | CUSIP: 04273MM18<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499940.20    | 0.98%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200144.00    | 0.39%             | 2023-07-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                    | Sempra Energy                                                                                                                              | CUSIP: 81686NM23<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449897.27    | 0.88%             | 2022-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-22

**Name of Applicant:** T. Rowe Price Exchange-Traded Funds, Inc.

**Signature:** Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer and Vice President