# EDGAR Filing Document

**Accession Number:** 0000834126
**File Stem:** 0001752724-23-036127
**Filing Date:** 2023-2
**Character Count:** 242370
**Document Hash:** 7cbaeab894d636d9a156afb1e3de64bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036127.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036127

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL SHORT-TERM CORPORATE BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000834126
- **IRS NUMBER:** 133468311
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05594
- **FILM NUMBER:** 23657811

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN SHORT TERM BOND FUND INC
- **DATE OF NAME CHANGE:** 20030709

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL SHORT TERM BOND FUND INC
- **DATE OF NAME CHANGE:** 20030219

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL SHORT TERM CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 20010316

## Series and Classes Contracts Data

### PGIM SHORT-TERM CORPORATE BOND FUND (Series ID: S000004769)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012963 | Class A      | PBSMX           |
| C000012965 | Class C      | PIFCX           |
| C000012966 | Class Z      | PIFZX           |
| C000012967 | Class R      | JDTRX           |
| C000110772 | Class R6     | PSTQX           |
| C000196794 | R2           | PIFEX           |
| C000196795 | R4           | PIFGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Short-Term Corporate Bond Fund, Inc.

- **b. Investment Company Act file number:** 811-05594

- **c. CIK number of Registrant:** 0000834126

- **d. LEI of Registrant:** 5493009HZUDWF7OWWU35

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Short-Term Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000004769

- **c. LEI of Series:** GFJ5W14YU35E0I4FQC77

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $10003409770.29

**Total Liabilities:** $286495364.48

**Net Assets:** $9716914405.81

**Cash Not Reported:** $110056009.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 24623.42347000 | **1-Year:** 964671.35480000 | **5-Year:** 1611691.49997000 | **10-Year:** 98752.67706000 | **30-Year:** 1277.80094000

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

- **3-Month:** 61.50000000 | **1-Year:** 36429.33965000 | **5-Year:** 41483.60276000 | **10-Year:** 785.61781000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012967 | -0.30%               | 1.81%                | 0.23%                |
| Class ID C000012963 | -0.27%               | 1.84%                | 0.25%                |
| Class ID C000196794 | -0.28%               | 1.92%                | 0.13%                |
| Class ID C000012966 | -0.25%               | 1.96%                | 0.17%                |
| Class ID C000196795 | -0.26%               | 1.84%                | 0.25%                |
| Class ID C000012965 | -0.33%               | 1.78%                | 0.18%                |
| Class ID C000110772 | -0.24%               | 1.96%                | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17356134.72            | $-16496475.86                              |
| Month 2  | $-12203675.18            | $168834456.50                              |
| Month 3  | $-9079584.61             | $15484006.69                               |

**Designated Index Information**

- **Index Name:** Bloomberg 1-5 Year US Credit Index

- **Index Identifier:** LD18TRUU Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNICREDIT SPA                               | UniCredit SpA                                                                   | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    2250000 | PA      | $2107818.68   | 0.02%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                           | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $4532453.71   | 0.05%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Palmer Square CLO Ltd                       | Palmer Square CLO 2015-2 Ltd                                                    | CUSIP: 69689CAW6<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |   27000389 | PA      | $26635381.71  | 0.27%             | 2030-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Silver Creek CLO                            | Silver Creek CLO Ltd                                                            | CUSIP: 827551AL6<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |   15804533 | PA      | $15613159.15  | 0.16%             | 2030-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                        | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   84009000 | PA      | $82347503.60  | 0.85%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10505000 | PA      | $9881666.08   | 0.10%             | 2025-05-06      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                    | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   12558000 | PA      | $11522562.76  | 0.12%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   14245000 | PA      | $13617404.33  | 0.14%             | 2025-04-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6027000 | PA      | $5804764.62   | 0.06%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                        | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   30625000 | PA      | $28433030.94  | 0.29%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                      | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9779975.00   | 0.10%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| VF CORP                                     | VF Corp                                                                         | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   22475000 | PA      | $21091350.90  | 0.22%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $4467843.41   | 0.05%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                         | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   63500000 | PA      | $61800282.80  | 0.64%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CDS EASTMAN CHEMICAL COMPANY                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-52282.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   14490000 | PA      | $14265607.28  | 0.15%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   20455000 | PA      | $19949153.99  | 0.21%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6765000 | PA      | $5819886.27   | 0.06%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11815000 | PA      | $9970874.51   | 0.10%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6800000 | PA      | $6739461.64   | 0.07%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                      | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3762593.12   | 0.04%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                        | Las Vegas Sands Corp                                                            | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   19205000 | PA      | $18151773.99  | 0.19%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                          | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   11225000 | PA      | $9623630.28   | 0.10%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                    | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3613917.98   | 0.04%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                       | MidAmerican Energy Co                                                           | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1873690.86   | 0.02%             | 2027-05-01      | Fixed         | 3.10%                 | 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        |   42252000 | PA      | $41436547.39  | 0.43%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   13683000 | PA      | $12778261.98  | 0.13%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9672556.50   | 0.10%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   93500000 | PA      | $81955935.55  | 0.84%             | 2027-07-22      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                         | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6100000 | PA      | $5016708.93   | 0.05%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                      | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   35570000 | PA      | $31929569.85  | 0.33%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1426.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        | -100000000 | OU      | $-227749.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8840000 | PA      | $8885208.03   | 0.09%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                              | Phillips 66 Co                                                                  | CUSIP: 718547AA0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   14860000 | PA      | $13979706.83  | 0.14%             | 2024-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24760608.75  | 0.25%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO V Ltd                                                              | CUSIP: 89641AAV7<br>LEI: 54930015QLUMDPHS1H02 | Long             | ABS-CBDO         | CORP              | KY        |    8886946 | PA      | $8839437.55   | 0.09%             | 2028-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   52845000 | PA      | $48998650.78  | 0.50%             | 2026-02-13      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | Wind River 2016-1K CLO Ltd                                                      | CUSIP: 97314DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $24225055.00  | 0.25%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1048882.53   | 0.01%             | 2027-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   32690000 | PA      | $28389750.47  | 0.29%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                              | Public Storage                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8518707.50   | 0.09%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     520000 | PA      | $482241.34    | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                         | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   39725000 | PA      | $34867685.21  | 0.36%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                    | Ameriprise Financial Inc                                                        | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   11305000 | PA      | $10830774.92  | 0.11%             | 2025-04-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   11760000 | PA      | $11402698.62  | 0.12%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12544373.70  | 0.13%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16559000 | PA      | $15910081.60  | 0.16%             | 2025-05-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    9780000 | PA      | $10155724.42  | 0.10%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                         | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $18784792.65  | 0.19%             | 2034-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   11300000 | PA      | $9748968.78   | 0.10%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   56497000 | PA      | $50446574.69  | 0.52%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     744000 | PA      | $730431.77    | 0.01%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                   | Ball Corp                                                                       | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   21297000 | PA      | $20704044.45  | 0.21%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $8150783.95   | 0.08%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   29715000 | PA      | $28892624.89  | 0.30%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6390000 | PA      | $6303432.11   | 0.06%             | 2023-09-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SPRINT LLC                                  | Sprint LLC                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7196244.76   | 0.07%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                        | ERAC USA Finance LLC                                                            | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   14985000 | PA      | $14641867.48  | 0.15%             | 2023-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                        | Verisk Analytics Inc                                                            | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   16325000 | PA      | $15882809.62  | 0.16%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   23430000 | PA      | $17204411.42  | 0.18%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                 | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   18710000 | PA      | $15870447.10  | 0.16%             | 2028-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR TREE INC                             | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   14425000 | PA      | $14087645.55  | 0.14%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   48980000 | PA      | $48665472.97  | 0.50%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9347845.85   | 0.10%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2015-5 Ltd                                 | CUSIP: 14312JAY8<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $17666829.00  | 0.18%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   39288000 | PA      | $33958924.61  | 0.35%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   24939000 | PA      | $23877170.45  | 0.25%             | 2024-11-21      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22500000 | PA      | $22780601.55  | 0.23%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                          | Whitebox Clo I Ltd                                                              | CUSIP: 96467FAJ9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   30500000 | PA      | $29862562.20  | 0.31%             | 2032-07-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9102561.60   | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tralee CDO Ltd                              | Tralee CLO VII Ltd                                                              | CUSIP: 89288CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   32000000 | PA      | $31024633.60  | 0.32%             | 2034-04-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                             | Nissan Motor Co Ltd                                                             | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $3707463.20   | 0.04%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28802000 | PA      | $28358583.13  | 0.29%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                    | Benchmark 2020-IG3 Mortgage Trust                                               | CUSIP: 08162QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66200000 | PA      | $61556844.53  | 0.63%             | 2048-09-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                        | Ferguson Finance PLC                                                            | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   12105000 | PA      | $11420013.15  | 0.12%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                     | Sasol Financing USA LLC                                                         | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   14245000 | PA      | $13888875.00  | 0.14%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                    | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4585000 | PA      | $4107036.22   | 0.04%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                          | Steel Dynamics Inc                                                              | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2904076.99   | 0.03%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4996376.70   | 0.05%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                        | Cantor Fitzgerald LP                                                            | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   21945000 | PA      | $21528091.08  | 0.22%             | 2024-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                      | Protective Life Global Funding                                                  | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   20125000 | PA      | $19778336.01  | 0.20%             | 2023-06-09      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                         | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   20725000 | PA      | $17673097.22  | 0.18%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   30905000 | PA      | $27160060.36  | 0.28%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| NETAPP INC                                  | NetApp Inc                                                                      | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   18920000 | PA      | $17436129.00  | 0.18%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                      | Canyon Capital CLO 2019-1 Ltd                                                   | CUSIP: 13887TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   45000000 | PA      | $44062330.50  | 0.45%             | 2032-04-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10142497 | PA      | $9426235.62   | 0.10%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                         | Silver Rock CLO I Ltd                                                           | CUSIP: 82811RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $15756086.40  | 0.16%             | 2031-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                        | Monongahela Power Co                                                            | CUSIP: 610202BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4236000 | PA      | $4164458.07   | 0.04%             | 2024-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                               | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   13932000 | PA      | $13591904.69  | 0.14%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $9620466.86   | 0.10%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                 | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $8659968.95   | 0.09%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   22430000 | PA      | $20965383.80  | 0.22%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CR1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5597974.69   | 0.06%             | 2023-10-18      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    6256000 | PA      | $5982099.18   | 0.06%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-830340.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2220000 | PA      | $1953627.97   | 0.02%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                           | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $48527270.00  | 0.50%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3750000 | PA      | $4000879.76   | 0.04%             | 2025-12-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                    | Duke Energy Progress LLC                                                        | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6690000 | PA      | $6609562.99   | 0.07%             | 2023-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    9015000 | PA      | $7893895.50   | 0.08%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                         | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4304000 | PA      | $4163318.98   | 0.04%             | 2026-04-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                         | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   13945000 | PA      | $12521371.96  | 0.13%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   34855000 | PA      | $30635701.17  | 0.32%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3545000 | PA      | $3082211.35   | 0.03%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   22995000 | PA      | $22693352.05  | 0.23%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   28455000 | PA      | $24791925.25  | 0.26%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                    | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2173462.68   | 0.02%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   25634000 | PA      | $25100766.40  | 0.26%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                    | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17142000 | PA      | $17111134.97  | 0.18%             | 2025-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28229000 | PA      | $27113572.84  | 0.28%             | 2027-04-02      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                          | Roche Holdings Inc                                                              | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   22080000 | PA      | $20111496.02  | 0.21%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34120000 | PA      | $32118711.87  | 0.33%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                      | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3836182.16   | 0.04%             | 2024-03-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: —       |
| ONEOK PARTNERS LP                           | ONEOK Partners LP                                                               | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    3567000 | PA      | $3518655.49   | 0.04%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2500000 | PA      | $2347175.00   | 0.02%             | 2025-12-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                        | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $8524547.97   | 0.09%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FI                     | Great-West Lifeco US Finance 2020 LP                                            | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17200000 | PA      | $15312898.39  | 0.16%             | 2025-08-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   22365000 | PA      | $22216331.79  | 0.23%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                     | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   14320000 | PA      | $12566706.60  | 0.13%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   18790000 | PA      | $16773449.12  | 0.17%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CS7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   28966000 | PA      | $28733389.99  | 0.30%             | 2024-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29870000 | PA      | $24008348.84  | 0.25%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                         | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10904000 | PA      | $9747453.17   | 0.10%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                      | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3785104.93   | 0.04%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   19455000 | PA      | $19056741.75  | 0.20%             | 2025-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   65520000 | PA      | $57898539.32  | 0.60%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                   | Ball Corp                                                                       | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   20008000 | PA      | $19772204.92  | 0.20%             | 2025-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| FIRST HORIZON CORP                          | First Horizon Corp                                                              | CUSIP: 320517AC9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   16450000 | PA      | $16321664.34  | 0.17%             | 2023-05-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                 | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   12535000 | PA      | $11724216.14  | 0.12%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19934390.20  | 0.21%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co                                                                   | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   38222000 | PA      | $36484891.51  | 0.38%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: —       |
| Sound Point CLO LTD                         | Sounds Point CLO IV-R LTD                                                       | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |   21243000 | PA      | $20821114.02  | 0.21%             | 2031-04-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    6365000 | PA      | $6138453.42   | 0.06%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                        | Weir Group PLC/The                                                              | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   28970000 | PA      | $25791825.87  | 0.27%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd              | HPS Loan Management 10-2016 Ltd                                                 | CUSIP: 40436TAS5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |   49000000 | PA      | $47906540.50  | 0.49%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    4913000 | PA      | $4770993.17   | 0.05%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5677881 | PA      | $5434786.64   | 0.06%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      11216 | NC      | $-2262442.93  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34689756.85  | 0.36%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13425000 | PA      | $13427660.65  | 0.14%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   25615000 | PA      | $25102654.92  | 0.26%             | 2025-08-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: —       |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8437320.20   | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                     | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3562923.55   | 0.04%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26675000 | PA      | $22212025.76  | 0.23%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12330000 | PA      | $11446246.88  | 0.12%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                         | Georgia-Pacific LLC                                                             | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   23870000 | PA      | $21807304.50  | 0.22%             | 2025-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                    | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   15200000 | PA      | $13520328.56  | 0.14%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   59321000 | PA      | $55930868.32  | 0.58%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   59970000 | PA      | $52949321.10  | 0.54%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3382460.69   | 0.03%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   21310000 | PA      | $18603254.94  | 0.19%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16430000 | PA      | $16087711.35  | 0.17%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   14168000 | PA      | $14040442.38  | 0.14%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL                     | Genpact Luxembourg Sarl                                                         | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |   23654000 | PA      | $22607930.23  | 0.23%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                     | Alexander Funding Trust                                                         | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18903142.60  | 0.19%             | 2023-11-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13520000 | PA      | $13027680.56  | 0.13%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23255000 | PA      | $20530497.22  | 0.21%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6908000 | PA      | $6663380.81   | 0.07%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                             | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   35129000 | PA      | $30783429.58  | 0.32%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                     | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   15525000 | PA      | $14694548.19  | 0.15%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                  | Atlas Senior Loan Fund VII Ltd                                                  | CUSIP: 04941TBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   65000000 | PA      | $63472558.50  | 0.65%             | 2031-11-27      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   11480000 | PA      | $9487018.27   | 0.10%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS                        | Allergan Funding SCS                                                            | CUSIP: 00507UAS0<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |   13136000 | PA      | $12490502.21  | 0.13%             | 2025-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: —       |
| SILGAN HOLDINGS INC                         | Silgan Holdings Inc                                                             | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   11575000 | PA      | $10215999.74  | 0.11%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   32125000 | PA      | $28626581.40  | 0.29%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                          | Viterra Finance BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   35200000 | PA      | $30268986.88  | 0.31%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   20400000 | PA      | $17415424.92  | 0.18%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12290000 | PA      | $11991754.88  | 0.12%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                           | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   32200000 | PA      | $31224139.39  | 0.32%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                      | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   15430000 | PA      | $15319788.45  | 0.16%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2015-MS1                                         | CUSIP: 61765DAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7025788 | PA      | $6691957.99   | 0.07%             | 2048-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17555000 | PA      | $17209285.52  | 0.18%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $8789256.15   | 0.09%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   64970000 | PA      | $60542258.12  | 0.62%             | 2026-11-21      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XVIII Ltd                                                          | CUSIP: 87154GAU9<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   45000000 | PA      | $44160129.00  | 0.45%             | 2033-07-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   33214000 | PA      | $31144109.83  | 0.32%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22800000 | PA      | $19178621.74  | 0.20%             | 2029-06-14      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4904416.50   | 0.05%             | 2024-05-31      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                       | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4422609.41   | 0.05%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   16080000 | PA      | $13225879.44  | 0.14%             | N/A             | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                      | Smurfit Kappa Treasury Funding DAC                                              | CUSIP: 832724AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3902000 | PA      | $4210135.48   | 0.04%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    8803000 | PA      | $8474950.75   | 0.09%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                             | Tyson Foods Inc                                                                 | CUSIP: 902494BG7<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4278484.41   | 0.04%             | 2023-09-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                               | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    4894000 | PA      | $4137456.61   | 0.04%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   18445000 | PA      | $17679938.47  | 0.18%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                  | Sprint LLC                                                                      | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   18655000 | PA      | $19033998.34  | 0.20%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                             | Yamana Gold Inc                                                                 | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    1925000 | PA      | $1787834.13   | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                    | Pioneer Natural Resources Co                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   10955000 | PA      | $9762417.67   | 0.10%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12355000 | PA      | $12182696.18  | 0.13%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM XI Ltd                                                                     | CUSIP: 67109UAS1<br>LEI: 5493009CITK5BZZY6417 | Long             | ABS-CBDO         | CORP              | KY        |   34621541 | PA      | $34102460.05  | 0.35%             | 2030-10-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   62344000 | PA      | $58389217.71  | 0.60%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $15358921.49  | 0.16%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                         | Meritage Homes Corp                                                             | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    1644000 | PA      | $1632347.00   | 0.02%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   20460000 | PA      | $17484489.72  | 0.18%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                | WP Carey Inc                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1060951.03   | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   12844858 | NS      | $12844857.82  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL                       | Pinnacle West Capital Corp                                                      | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   38970000 | PA      | $35503657.08  | 0.37%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24585000 | PA      | $22907525.13  | 0.24%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                    | Principal Life Global Funding II                                                | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   22970000 | PA      | $20260594.09  | 0.21%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GL1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   36132000 | PA      | $35839932.04  | 0.37%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    6018000 | PA      | $5768561.42   | 0.06%             | 2024-12-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SUTTER HEALTH                               | Sutter Health                                                                   | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $10225111.73  | 0.11%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    2140000 | PA      | $2200131.43   | 0.02%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| WRKCO INC                                   | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   10190000 | PA      | $9858944.43   | 0.10%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                             | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $11117411.86  | 0.11%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4120000 | PA      | $4044174.70   | 0.04%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                        | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17896855.80  | 0.18%             | 2026-03-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   22520000 | PA      | $21573313.92  | 0.22%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                    | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   18395000 | PA      | $16365474.13  | 0.17%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   72845000 | PA      | $62931030.79  | 0.65%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2013-III-R Ltd                                                     | CUSIP: 12552MAC2<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   18150000 | PA      | $17845711.62  | 0.18%             | 2031-04-24      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66 CO                              | Phillips 66 Co                                                                  | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12095000 | PA      | $11157636.90  | 0.11%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ROCHE HOLDINGS INC                          | Roche Holdings Inc                                                              | CUSIP: 771196BL5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $9884251.80   | 0.10%             | 2027-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                    | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5950707.03   | 0.06%             | 2024-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                     | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14407032.00  | 0.15%             | 2023-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   11568000 | PA      | $11400290.72  | 0.12%             | 2026-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                          | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   27550000 | PA      | $22978943.95  | 0.24%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023AH8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1874000 | PA      | $1912315.13   | 0.02%             | 2024-08-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAW3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10267454.36  | 0.11%             | 2024-07-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11570000 | PA      | $10952848.33  | 0.11%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7610000 | PA      | $7715638.52   | 0.08%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                  | Leidos Inc                                                                      | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    7040000 | PA      | $6979294.57   | 0.07%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                             | EMD Finance LLC                                                                 | CUSIP: 26867LAL4<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4801047.80   | 0.05%             | 2025-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5094929.31   | 0.05%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                    | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    5370000 | PA      | $4893939.67   | 0.05%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                 | Equifax Inc                                                                     | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   13415000 | PA      | $13333887.81  | 0.14%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO II Ltd                                                          | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9885212.00   | 0.10%             | 2031-01-26      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15075000 | PA      | $14036207.38  | 0.14%             | 2025-01-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CDS HOST HOTELS & RESORTS LP                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-15486.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                    | Graphic Packaging International LLC                                             | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   62445000 | PA      | $58462889.84  | 0.60%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                      | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $8429276.55   | 0.09%             | 2028-09-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4346882.21   | 0.04%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   10000000 | PA      | $9947844.00   | 0.10%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                    | Tucson Electric Power Co                                                        | CUSIP: 898813AP5<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    5897000 | PA      | $5650190.74   | 0.06%             | 2025-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $4448826.24   | 0.05%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D    | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  221722511 | NS      | $221633821.83 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                               | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   20635000 | PA      | $16249035.08  | 0.17%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   14045000 | PA      | $13578689.29  | 0.14%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   20625000 | PA      | $19857423.30  | 0.20%             | 2024-03-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO I                            | Crown City CLO I                                                                | CUSIP: 22823RAJ8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   60000000 | PA      | $58044114.00  | 0.60%             | 2034-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   64160000 | PA      | $64322829.74  | 0.66%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                            | Spirit Realty LP                                                                | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |   14165000 | PA      | $11543759.10  | 0.12%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                      | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   30500000 | PA      | $27628618.07  | 0.28%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4041376.92   | 0.04%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                | 7-Eleven Inc                                                                    | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $16028620.97  | 0.16%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                      | Skyworks Solutions Inc                                                          | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   11785000 | PA      | $11543800.06  | 0.12%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| NETFLIX INC                                 | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2914928.34   | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12972633.69  | 0.13%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5007000 | PA      | $4901763.83   | 0.05%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10697000 | PA      | $10616459.61  | 0.11%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                      | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   25396000 | PA      | $23674250.50  | 0.24%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                        | ERAC USA Finance LLC                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    9230000 | PA      | $8560946.74   | 0.09%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9905760.00   | 0.10%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2483000 | PA      | $2414833.18   | 0.02%             | 2025-05-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| EXPEDIA GROUP INC                           | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14500000 | PA      | $13918172.42  | 0.14%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO                     | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   11102000 | PA      | $10830703.31  | 0.11%             | 2024-06-06      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | SOUND POINT CLO XVII                                                            | CUSIP: 83611GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $24642587.50  | 0.25%             | 2030-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                           | Kimco Realty Corp                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   35310000 | PA      | $29620994.39  | 0.30%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   12610000 | PA      | $12521001.14  | 0.13%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                             | Ross Stores Inc                                                                 | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1940243.86   | 0.02%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $49066025.00  | 0.50%             | 2032-10-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                        | Parker-Hannifin Corp                                                            | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   14450000 | PA      | $14137517.45  | 0.15%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3525000 | PA      | $2987558.76   | 0.03%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                             | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   33315000 | PA      | $29261645.90  | 0.30%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                         | MidOcean Credit CLO III                                                         | CUSIP: 59802UAU3<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |   29645020 | PA      | $29071934.51  | 0.30%             | 2031-04-21      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15824000 | PA      | $14050557.32  | 0.14%             | N/A             | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FMC CORP                                    | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   14160000 | PA      | $13194025.47  | 0.14%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   37034000 | PA      | $35057632.45  | 0.36%             | 2025-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   12515000 | PA      | $11656151.12  | 0.12%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Elevation CLO Ltd                           | Elevation CLO 2014-2 Ltd                                                        | CUSIP: 28622QAB7<br>LEI: 635400HAVYYWWB139K27 | Long             | ABS-CBDO         | CORP              | KY        |    8403019 | PA      | $8344587.02   | 0.09%             | 2029-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   81450000 | PA      | $70697432.82  | 0.73%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   60000000 | PA      | $58680072.00  | 0.60%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1935000 | PA      | $1705848.79   | 0.02%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31              | Octagon Investment Partners 31 Ltd                                              | CUSIP: 67575XAN1<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | KY        |   16750000 | PA      | $16518402.78  | 0.17%             | 2030-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                        | ERAC USA Finance LLC                                                            | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   19523000 | PA      | $18669899.17  | 0.19%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 5 Ltd                                                           | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9798376.00   | 0.10%             | 2031-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14355000 | PA      | $14289357.46  | 0.15%             | 2023-11-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                      | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     132000 | NS      | $3748800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   36034000 | PA      | $33815729.30  | 0.35%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PUGET ENERGY INC                            | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    9809000 | PA      | $8363405.59   | 0.09%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10930000 | PA      | $9619181.28   | 0.10%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                 | Bacardi Ltd                                                                     | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   18070000 | PA      | $17530156.94  | 0.18%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10539000 | PA      | $10371081.59  | 0.11%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2429951.15   | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                            | Ocean Trails CLO VII                                                            | CUSIP: 67515WDG8<br>LEI: 549300D1D91PFKUUCT75 | Long             | ABS-CBDO         | CORP              | KY        |   29433746 | PA      | $28987580.23  | 0.30%             | 2030-04-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26835000 | PA      | $25120976.10  | 0.26%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  100000000 | OU      | $35960.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1004070.87   | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   64714000 | PA      | $56957853.67  | 0.59%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                   | Infor Inc                                                                       | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    6934000 | PA      | $6255741.22   | 0.06%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| WEYERHAEUSER CO                             | Macmillan Bloedel Pembroke LP                                                   | CUSIP: 554783AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3158764.20   | 0.03%             | 2026-02-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14267395.50  | 0.15%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23138048.75  | 0.24%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6835861.27   | 0.07%             | 2024-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   10436460 | PA      | $9399075.07   | 0.10%             | 2049-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10716007.39  | 0.11%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation CLO 2017-6 Ltd                                                        | CUSIP: 28622PAA1<br>LEI: 549300TLJB7OIA4JRG73 | Long             | ABS-CBDO         | CORP              | KY        |   16587248 | PA      | $16402920.55  | 0.17%             | 2029-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                | DNB Bank ASA                                                                    | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   22540000 | PA      | $19577524.97  | 0.20%             | 2027-05-25      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7161020.64   | 0.07%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| THL Credit Wind River 2019-1 C              | THL Credit Wind River 2019-1 CLO Ltd                                            | CUSIP: 97316JAC7<br>LEI: 549300TGVPUHSOMYKZ89 | Long             | ABS-CBDO         | CORP              | KY        |   39500000 | PA      | $38305851.80  | 0.39%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   34130000 | PA      | $30233958.11  | 0.31%             | 2026-03-25      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                          | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $4783700.20   | 0.05%             | 2027-08-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   24100000 | PA      | $23908504.29  | 0.25%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2017-II Ltd                                                        | CUSIP: 12550YAN4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   98418624 | PA      | $97221538.37  | 1.00%             | 2030-04-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                           | Battalion CLO XII Ltd                                                           | CUSIP: 07133RAA3<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $13710445.00  | 0.14%             | 2031-05-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29920000 | PA      | $27598654.11  | 0.28%             | 2025-09-25      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2015-4 Ltd                                 | CUSIP: 14311NAL8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7374259.50   | 0.08%             | 2032-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                                      | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    7805000 | PA      | $7724317.06   | 0.08%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $13104224.80  | 0.13%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                | AutoZone Inc                                                                    | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   28390000 | PA      | $27646459.94  | 0.28%             | 2024-04-18      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25675000 | PA      | $22423520.05  | 0.23%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9285000 | PA      | $8238458.87   | 0.08%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17415405.80  | 0.18%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                    | Corporate Office Properties LP                                                  | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6860000 | PA      | $6062211.43   | 0.06%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5755000 | PA      | $5580323.66   | 0.06%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                   | Mylan Inc                                                                       | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   26100000 | PA      | $26068762.74  | 0.27%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27690000 | PA      | $27581925.65  | 0.28%             | 2023-11-10      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                     | Panasonic Holdings Corp                                                         | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |   17540000 | PA      | $16779083.23  | 0.17%             | 2024-07-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25230000 | PA      | $24861205.52  | 0.26%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   18625000 | PA      | $15676278.83  | 0.16%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                        | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   45050000 | PA      | $39472682.51  | 0.41%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   20190000 | PA      | $19489379.74  | 0.20%             | 2026-01-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10255000 | PA      | $10019974.99  | 0.10%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                           | Wellfleet CLO 2018-3 Ltd                                                        | CUSIP: 94951DAA1<br>LEI: 254900LA1TLPGMVIGC76 | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $8825750.10   | 0.09%             | 2032-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2019-3 Ltd                                                             | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $24520290.00  | 0.25%             | 2032-10-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   18905000 | PA      | $15574337.90  | 0.16%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12800000 | PA      | $11599811.84  | 0.12%             | 2049-08-10      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                       | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAA3<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19734164.00  | 0.20%             | 2031-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS TECK RESOURCES LTD                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4947213.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     405000 | PA      | $401351.10    | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                            | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   23050000 | PA      | $22759215.95  | 0.23%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   17600000 | PA      | $15032304.32  | 0.15%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                          | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9535021.70   | 0.10%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10852000 | PA      | $10812884.18  | 0.11%             | 2024-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8160000 | PA      | $7794319.07   | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   49380000 | PA      | $44589853.60  | 0.46%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5500000.00   | 0.06%             | 2023-01-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29790000 | PA      | $26489751.19  | 0.27%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                          | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   16543000 | PA      | $15730811.65  | 0.16%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   57600000 | PA      | $51986490.05  | 0.54%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| GENTING NY LLC/GENNY CAP                    | Genting New York LLC / GENNY Capital Inc                                        | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1535782.05   | 0.02%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                      | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6161935.85   | 0.06%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4841908.45   | 0.05%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24950970.48  | 0.26%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10040000 | PA      | $9043740.24   | 0.09%             | 2026-06-19      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5000000 | PA      | $4706096.00   | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                    | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5035000 | PA      | $5017314.21   | 0.05%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8224000 | PA      | $8441971.77   | 0.09%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $7691589.99   | 0.08%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   19320000 | PA      | $19253738.20  | 0.20%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $8665809.00   | 0.09%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4295000 | PA      | $4178453.46   | 0.04%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                   | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4550402.39   | 0.05%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   26520000 | PA      | $24835536.06  | 0.26%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2504045 | PA      | $2500604.71   | 0.03%             | 2048-02-10      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON                               | UBS AG/London                                                                   | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   10460000 | PA      | $9128485.93   | 0.09%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                  | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $7885649.91   | 0.08%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   12180000 | PA      | $11090945.88  | 0.11%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -9 | NC      | $6966.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4363439.06   | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $6715070.16   | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $22697181.47  | 0.23%             | 2029-08-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FNB CORP                                    | FNB Corp/PA                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   11845000 | PA      | $11764543.19  | 0.12%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   26313000 | PA      | $21883223.82  | 0.23%             | 2028-04-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13945000 | PA      | $12254168.75  | 0.13%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3640000 | PA      | $3499714.40   | 0.04%             | 2025-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INFOR INC                                   | Infor Inc                                                                       | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4679608.60   | 0.05%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                            | Marathon CLO 2020-15 Ltd                                                        | CUSIP: 56579UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $34364788.50  | 0.35%             | 2031-11-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22925000 | PA      | $21928081.39  | 0.23%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4522000 | PA      | $3847357.85   | 0.04%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   18650000 | PA      | $16104366.39  | 0.17%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                            | MGM Resorts International                                                       | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3000000.12   | 0.03%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                       | Freeport Indonesia PT                                                           | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   23245000 | PA      | $22288700.70  | 0.23%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6567619.33   | 0.07%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Venture CDO Ltd                             | Venture XXIV CLO Ltd                                                            | CUSIP: 92330WBJ5<br>LEI: 549300EDZDHKTKE7JV77 | Long             | ABS-CBDO         | CORP              | KY        |   20969678 | PA      | $20653740.79  | 0.21%             | 2028-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   56555000 | PA      | $49482976.53  | 0.51%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                  | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   38000000 | PA      | $35162749.00  | 0.36%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10402131.96  | 0.11%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES CO                       | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    7215000 | PA      | $7132859.89   | 0.07%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2020-2 Ltd                                                             | CUSIP: 92918HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30000000 | PA      | $29323656.00  | 0.30%             | 2034-07-19      | Floating      | 5.39%                 | 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        |    7555000 | PA      | $7540587.63   | 0.08%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   22970000 | PA      | $22784671.61  | 0.23%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   36200000 | PA      | $32009679.86  | 0.33%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   22690000 | PA      | $19785630.08  | 0.20%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                   | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2880642.90   | 0.03%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                             | Sealed Air Corp                                                                 | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   38203000 | PA      | $37918166.45  | 0.39%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN INC                       | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     341000 | PA      | $333703.02    | 0.00%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                      | IPALCO Enterprises Inc                                                          | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    8035000 | PA      | $7789816.23   | 0.08%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $13073811.44  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1192 | NC      | $549145.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2015-CCRE22 Mortgage Trust                                                 | CUSIP: 12592XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11372967 | PA      | $11357462.03  | 0.12%             | 2048-03-10      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO Ltd                             | Allegro CLO VIII Ltd                                                            | CUSIP: 01750LAA1<br>LEI: 635400EGZEWLZ9KRXG08 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4889703.00   | 0.05%             | 2031-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12892000 | PA      | $10769807.40  | 0.11%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                       | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   12837000 | PA      | $14118518.99  | 0.15%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                 | Equifax Inc                                                                     | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10153882.14  | 0.10%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                   | Anchorage Capital CLO 2013-1 Ltd                                                | CUSIP: 033292AQ6<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4943812.00   | 0.05%             | 2030-10-13      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   14285000 | PA      | $13020435.52  | 0.13%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                             | DR Horton Inc                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14273348.10  | 0.15%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                       | Stellantis Finance US Inc                                                       | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   13920000 | PA      | $11977655.82  | 0.12%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                         | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    7737000 | PA      | $7325894.89   | 0.08%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                     | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5090000 | PA      | $4927702.45   | 0.05%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $3962119.24   | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                        | Edison International                                                            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14673787.80  | 0.15%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                          | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   31500000 | PA      | $29008457.73  | 0.30%             | 2028-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   36790000 | PA      | $32771215.29  | 0.34%             | 2026-10-24      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4625000 | PA      | $4139523.23   | 0.04%             | 2027-11-16      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                      | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   18380000 | PA      | $16552526.23  | 0.17%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   17300000 | PA      | $16356819.57  | 0.17%             | 2024-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS BATSLN                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $21892.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29638655.10  | 0.31%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                              | Phillips 66 Co                                                                  | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2420131.10   | 0.02%             | 2025-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24675000 | PA      | $22896589.84  | 0.24%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13595000 | PA      | $11734858.69  | 0.12%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3434659.60   | 0.04%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $3030776.79   | 0.03%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $43419929.00  | 0.45%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| TECK RESOURCES LIMITED                      | Teck Resources Ltd                                                              | CUSIP: 878742AY1<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    8065000 | PA      | $8051777.43   | 0.08%             | 2023-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4710283.18   | 0.05%             | 2026-08-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TRIMBLE INC                                 | Trimble Inc                                                                     | CUSIP: 896239AB6<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   16030000 | PA      | $15903464.47  | 0.16%             | 2023-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9609889.00   | 0.10%             | 2025-10-24      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                    | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12950665.95  | 0.13%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   28200000 | PA      | $27097136.92  | 0.28%             | 2026-12-09      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                           | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAD7<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2519556.26   | 0.03%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                              | TD SYNNEX Corp                                                                  | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   60230000 | PA      | $55907500.09  | 0.58%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                           | Kinross Gold Corp                                                               | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   11414000 | PA      | $11427887.41  | 0.12%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   50880000 | PA      | $44652441.15  | 0.46%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1               | Trimaran Cavu 2019-1 Ltd                                                        | CUSIP: 89624CAA0<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19588552.00  | 0.20%             | 2032-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                    | Constellation Brands Inc                                                        | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8215000 | PA      | $8161456.44   | 0.08%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                     | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    4600000 | PA      | $4270388.84   | 0.04%             | 2025-07-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: —       |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15750000 | PA      | $15067149.77  | 0.16%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    9165000 | PA      | $8896943.00   | 0.09%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                             | Hillenbrand Inc                                                                 | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   16150000 | PA      | $15577217.96  | 0.16%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11408237.15  | 0.12%             | N/A             | Floating      | 7.02%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   31828000 | PA      | $30560790.46  | 0.31%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2242795.21   | 0.02%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | SOUND POINT CLO VII-R Ltd                                                       | CUSIP: 83610HAL4<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |   40000000 | PA      | $39114408.00  | 0.40%             | 2031-10-23      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| RELX CAPITAL INC                            | RELX Capital Inc                                                                | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    6240000 | PA      | $6208634.02   | 0.06%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                | Evergy Metro Inc                                                                | CUSIP: 485134BP4<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   15750000 | PA      | $15256486.67  | 0.16%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                               | Stellantis NV                                                                   | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   53358000 | PA      | $53277546.81  | 0.55%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6200000 | PA      | $6195140.44   | 0.06%             | 2023-04-12      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   12605000 | PA      | $12702700.60  | 0.13%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   17590000 | PA      | $16612231.71  | 0.17%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                | NiSource Inc                                                                    | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   29120000 | PA      | $26265922.59  | 0.27%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6400000 | PA      | $6172977.28   | 0.06%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                    | American Airlines 2013-1 Class A Pass Through Trust                             | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200333 | PA      | $1040670.20   | 0.01%             | 2025-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AETNA INC                                   | Aetna Inc                                                                       | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   31379000 | PA      | $31055561.59  | 0.32%             | 2023-06-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   33720000 | PA      | $29601997.60  | 0.30%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   31245000 | PA      | $31222816.05  | 0.32%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co                                                                   | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   41902000 | PA      | $37964401.60  | 0.39%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   12615000 | PA      | $11730199.04  | 0.12%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                    | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   12555000 | PA      | $12338514.14  | 0.13%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                 | Bacardi Ltd                                                                     | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   25340000 | PA      | $22979655.02  | 0.24%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $2027107.00   | 0.02%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC      | CDS TARGA RESOURCES PARTNERS LP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $420381.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING                               | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   18329000 | PA      | $17184510.85  | 0.18%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   12970000 | PA      | $12241730.61  | 0.13%             | 2025-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC      | CDS TARGA RESOURCES PARTNERS LP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $630572.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   12675000 | PA      | $10092709.58  | 0.10%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   19090000 | PA      | $18609708.96  | 0.19%             | 2024-03-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   18510000 | PA      | $15435142.86  | 0.16%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER COMPANY                       | Georgia Power Co                                                                | CUSIP: 373334FS5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001759.52   | 0.02%             | 2023-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | NEWELL BRANDS INC                                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   12743000 | PA      | $12057731.03  | 0.12%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: —       |
| CHEVRON PHILLIPS CHEM CO                    | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19417000 | PA      | $18169158.15  | 0.19%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8140000 | PA      | $8085789.23   | 0.08%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                      | Boston Scientific Corp                                                          | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $8113721.49   | 0.08%             | 2024-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    3250000 | PA      | $2763674.55   | 0.03%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                 | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2202700.62   | 0.02%             | 2027-02-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                         | Leland Stanford Junior University/The                                           | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   12495000 | PA      | $10815498.07  | 0.11%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                    | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   19993000 | PA      | $18382331.93  | 0.19%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     295000 | PA      | $280019.53    | 0.00%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $31189654.65  | 0.32%             | 2027-06-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                         | Eastman Chemical Co                                                             | CUSIP: 277432AB6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13625388.67  | 0.14%             | 2024-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  126625000 | PA      | $118162175.14 | 1.22%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39840334.40  | 0.41%             | 2023-11-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                    | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3789787.67   | 0.04%             | 2024-06-12      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12355958.88  | 0.13%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   38900000 | PA      | $38591589.13  | 0.40%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                               | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $5751572.75   | 0.06%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    9165000 | PA      | $8086786.78   | 0.08%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       5828 | NC      | $1225312.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   26665000 | PA      | $23940208.98  | 0.25%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                    | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   18010000 | PA      | $17751004.31  | 0.18%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                         | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   16975000 | PA      | $14756143.43  | 0.15%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                          | Elmwood CLO I Ltd                                                               | CUSIP: 290015AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $17322938.50  | 0.18%             | 2033-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   19500000 | PA      | $17308432.05  | 0.18%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13180292.55  | 0.14%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   14615000 | PA      | $14077506.63  | 0.14%             | 2025-04-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   57915000 | PA      | $50240868.68  | 0.52%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   25000000 | PA      | $24491492.50  | 0.25%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                      | Roper Technologies Inc                                                          | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   14750000 | PA      | $14573162.40  | 0.15%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BRANDYWINE OPER PARTNERS                    | Brandywine Operating Partnership LP                                             | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   10850000 | PA      | $10318107.72  | 0.11%             | 2024-10-01      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| TEXTRON INC                                 | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    5946000 | PA      | $5547799.53   | 0.06%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM IX Ltd                                                                     | CUSIP: 67109KBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   75000000 | PA      | $73058985.00  | 0.75%             | 2031-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                      | Northwoods Capital XV Ltd                                                       | CUSIP: 66860GAG9<br>LEI: 549300YIKFTAGHX8G333 | Long             | ABS-CBDO         | CORP              | KY        |   40000000 | PA      | $38709088.00  | 0.40%             | 2034-06-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   39885000 | PA      | $35161543.49  | 0.36%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        | -100000000 | OU      | $-9774.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                              | Romark CLO II Ltd                                                               | CUSIP: 77587EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21000000 | PA      | $20557464.90  | 0.21%             | 2031-07-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   16550000 | PA      | $14247464.70  | 0.15%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                     | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   10870000 | PA      | $10729495.90  | 0.11%             | 2024-12-13      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $6461533.46   | 0.07%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5022709.45   | 0.05%             | 2077-08-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9164461.31   | 0.09%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3492000 | PA      | $3391044.36   | 0.03%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS TECK RESOURCES LTD                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-187927.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   36550000 | PA      | $32989015.74  | 0.34%             | 2026-03-25      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   23040000 | PA      | $19167731.02  | 0.20%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   20000000 | PA      | $15875612.00  | 0.16%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   16886000 | PA      | $16666814.99  | 0.17%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   45830000 | PA      | $39818345.99  | 0.41%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2016-C1                              | CUSIP: 46645LAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45919758 | PA      | $43702104.62  | 0.45%             | 2049-03-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3676763.15   | 0.04%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                 | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7110670.34   | 0.07%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16130000 | PA      | $13060821.51  | 0.13%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   20525000 | PA      | $19696726.15  | 0.20%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    6745000 | PA      | $5979464.08   | 0.06%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: —       |
| MICHAEL KORS USA INC                        | Michael Kors USA Inc                                                            | CUSIP: 59408TAA8<br>LEI: 549300MIBZ1H6BCOET19 | Long             | DBT              | CORP              | US        |   12991000 | PA      | $12363431.68  | 0.13%             | 2024-11-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                  | Atlas Senior Loan Fund XI Ltd                                                   | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9789467.00   | 0.10%             | 2031-07-26      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                    | Lennox International Inc                                                        | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    6120000 | PA      | $5523549.15   | 0.06%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Zais Clo 7 llc                              | Zais Clo 7 Ltd                                                                  | CUSIP: 98887VAA1<br>LEI: 549300XFDOUEB0QTZS87 | Long             | ABS-CBDO         | CORP              | KY        |   22209064 | PA      | $21883948.22  | 0.23%             | 2030-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                         | Delta Air Lines Inc                                                             | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     812000 | PA      | $805216.41    | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS IMBLN                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4060.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   23576000 | PA      | $22608579.82  | 0.23%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                             | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   11540000 | PA      | $10121902.37  | 0.10%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                    | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3832647.92   | 0.04%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NTT FINANCE CORP                            | NTT Finance Corp                                                                | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   31055000 | PA      | $27442020.93  | 0.28%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                  | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    9285000 | PA      | $8941820.18   | 0.09%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XXX LTD                                                    | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    9856796 | PA      | $9731025.84   | 0.10%             | 2029-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   37660000 | PA      | $37619396.49  | 0.39%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-467720.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                         | TCW CLO 2017-1A Ltd                                                             | CUSIP: 87240NAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $24276360.00  | 0.25%             | 2034-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   33180000 | PA      | $32166873.25  | 0.33%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                         | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   50000000 | PA      | $36500000.00  | 0.38%             | 2081-10-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   58200000 | PA      | $50743881.02  | 0.52%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   16290000 | PA      | $15338733.07  | 0.16%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                             | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9970565.80   | 0.10%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                      | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6635000 | PA      | $6289479.26   | 0.06%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   36740000 | PA      | $35873571.60  | 0.37%             | 2024-07-10      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6595000 | PA      | $5375182.21   | 0.06%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                    | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   12220000 | PA      | $12164306.74  | 0.13%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                         | Carrier Global Corp                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    5413000 | PA      | $5104573.70   | 0.05%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                       | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $8255085.52   | 0.08%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         36 | NC      | $-25999.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   24160000 | PA      | $21464045.76  | 0.22%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2019-1 Ltd                                                          | CUSIP: 67401XAS0<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |   45000000 | PA      | $43850187.00  | 0.45%             | 2030-04-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                            | Campbell Soup Co                                                                | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   14769000 | PA      | $14427764.03  | 0.15%             | 2025-03-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                        | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233851DL5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14914124.40  | 0.15%             | 2023-05-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22420000 | PA      | $21181581.53  | 0.22%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6180000 | PA      | $6049067.06   | 0.06%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                          | CNA Financial Corp                                                              | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   10034000 | PA      | $9861293.99   | 0.10%             | 2024-05-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15603000 | PA      | $14940449.50  | 0.15%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                          | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   21620000 | PA      | $20742117.74  | 0.21%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC      | CDS MARRIOTT INTERNATIONAL INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-41787.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | CUSIP: 94989HAJ9<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    5791000 | PA      | $5778741.03   | 0.06%             | 2048-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                          | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $7123288.84   | 0.07%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   75773000 | PA      | $73865284.40  | 0.76%             | 2025-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1335000 | PA      | $1227353.61   | 0.01%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8630000 | PA      | $7846395.31   | 0.08%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   48290000 | PA      | $43290271.19  | 0.45%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   21299000 | PA      | $21214808.25  | 0.22%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                              | BorgWarner Inc                                                                  | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   32277000 | PA      | $31712697.98  | 0.33%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TEXTRON INC                                 | Textron Inc                                                                     | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2678171.84   | 0.03%             | 2025-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                      | Arizona Public Service Co                                                       | CUSIP: 040555CQ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10640863.20  | 0.11%             | 2024-06-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29305000 | PA      | $26032829.78  | 0.27%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $4461698.98   | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Prudential Short-Term Corporate Bond Fund, Inc.

**Signature:** Christian J. Kelly

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

**Title:** Treasurer and Principal Financial and Accounting Officer