# EDGAR Filing Document

**Accession Number:** 0001727074
**File Stem:** 0000940400-26-014270
**Filing Date:** 2026-4
**Character Count:** 270076
**Document Hash:** be1ab22a5ac010489be0321b25455742
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014270.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0000940400-26-014270

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PGIM ETF TRUST
- **CENTRAL INDEX KEY:** 0001727074

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23324
- **FILM NUMBER:** 26887914

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

## Series and Classes Contracts Data

### PGIM Ultra Short Bond ETF (Series ID: S000061589)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000199488 | PGIM Ultra Short Bond ETF | PULS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PGIM ETF Trust

- **b. Investment Company Act file number:** 811-23324

- **c. CIK number of Registrant:** 0001727074

- **d. LEI of Registrant:** 549300OXS91LYTDQF355

- **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:** 888-247-8090

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

- **a. Name of Series:** PGIM Ultra Short Bond ETF

- **b. EDGAR series identifier (if any):** S000061589

- **c. LEI of Series:** 549300GB8HES91GNEF23

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-27

**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:** $14324731350.61

**Total Liabilities:** $122794107.64

**Net Assets:** $14201937242.97

**Delayed Delivery Securities:** $20585818.00

**Cash Not Reported:** $242817008.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 79276.20116000 | **1-Year:** 1011546.96354000 | **5-Year:** 934610.91947000 | **10-Year:** 7517.73615000 | **30-Year:** 123.12733000

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

- **3-Month:** 0.00000000 | **1-Year:** 2278.76028000 | **5-Year:** 10595.59159000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000199488 | 0.40%                | 0.44%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1174953.09              | $-781547.16                                |
| Month 2  | $1732181.20              | $4366549.45                                |
| Month 3  | $3307617.00              | $-1639022.41                               |

**Designated Index Information**

- **Index Name:** PGIM Ultra Short Bond ETF_Ex Derivatives BM

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                               | Title                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-353099.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $40383.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                   | PFG 4.6 08/19/27 144A                                          | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25236906.54  | 0.18%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                              | SO 4 10/01/28                                                  | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21112257.92  | 0.15%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                        | Imperial Brands Finance Plc 0% CP 11/03/2026                   | CUSIP: 45262ECB1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | STIV             | CORP              | GB        |  25000000 | PA      | $24967845.00  | 0.18%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                      | ENBCN 5.25 04/05/27                                            | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  19000000 | PA      | $19250201.50  | 0.14%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greywolf clo vii ltd/llc                                           | GWOLF 2018-2A A1                                               | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     19624 | PA      | $19637.95     | 0.00%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                            | SEB F 06/02/28 144A                                            | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  13500000 | PA      | $13534560.00  | 0.10%             | 2028-06-02      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                               | Westpac Banking Corp. FRN CP 08/10/2026 USD                    | CUSIP: 9612CAAN7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  45000000 | PA      | $45024309.00  | 0.32%             | 2026-10-08      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                              | NESNVX 5.25 03/13/26 144A                                      | CUSIP: 641062BK9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20008093.24  | 0.14%             | 2026-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                      | ATDBCN 4.148 09/29/28 144A                                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  31500000 | PA      | $31641866.55  | 0.22%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XVII LTD                                    | ATCLO 2021-17A AR                                              | CUSIP: 04942FAL3<br>LEI: 5493004PDQETMPM6YK04 | Long             | ABS-CBDO         | CORP              | KY        |  42500000 | PA      | $42472247.50  | 0.30%             | 2034-10-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-147437.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                | BMW 4.75 03/21/28 144A                                         | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  29800000 | PA      | $30262075.82  | 0.21%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                     | CBAAU F 03/14/28 144A                                          | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  20700000 | PA      | $20790076.05  | 0.15%             | 2028-03-14      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                    | NDAFH 4.375 03/17/28 144A                                      | CUSIP: 65558RAL3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  24750000 | PA      | $25024227.53  | 0.18%             | 2028-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                    | LLY F 10/15/28                                                 | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22123008.04  | 0.16%             | 2028-10-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD 2021-2                                         | SLVRK 2021-2A AR                                               | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  41750000 | PA      | $41727246.25  | 0.29%             | 2035-01-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2017-IV LTD                                           | CIFC 2017-4A A1R                                               | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    338290 | PA      | $338283.88    | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 TRUST                                               | GCAT 2026-NQM1 A1                                              | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8006153.60   | 0.06%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| LCM 34 Ltd.                                                        | LCM 34A A1R                                                    | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40004692.00  | 0.28%             | 2034-10-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ1                                 | TPMT 2021-SJ1 A1                                               | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3532073 | PA      | $3440388.83   | 0.02%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-Jp1                | JPMCC 2015-JP1 A5                                              | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    886787 | PA      | $883390.70    | 0.01%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-355185.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                            | UNH 4.4 06/15/28                                               | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10118083.53  | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank 2017 Bnk8                                                     | BANK 2017-BNK8 A3                                              | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17699319 | PA      | $17437385.13  | 0.12%             | 2050-11-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                          | Healthpeak Properties Inc 0% CP 18/03/2026                     | CUSIP: 42250RCJ6<br>LEI: 254900M6MTMZM0I22L81 | Long             | STIV             | CORP              | US        |  60000000 | PA      | $59877864.00  | 0.42%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                  | MKC 4.15 02/15/29                                              | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $10370858.29  | 0.07%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                | Bofa Securities Inc FRN CP 05/08/2026 USD                      | CUSIP: 06054CLN3<br>LEI: 549300HN4UKV1E2R3U73 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25014207.50  | 0.18%             | 2026-08-05      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                | SYK 4.55 02/10/27                                              | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30223885.06  | 0.21%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                        | Imperial Brands Finance Plc 0% CP 12/03/2026                   | CUSIP: 45262ECC9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | STIV             | CORP              | GB        |  40000000 | PA      | $39944240.00  | 0.28%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                            | SEB 4.375 06/02/28 144A                                        | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  35000000 | PA      | $35409447.50  | 0.25%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2           | MSRM 2026-NQM2 A1                                              | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12007380.00  | 0.08%             | 2071-01-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM20 TRUST                                               | OBX 2025-NQM20 A1                                              | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-O            | CORP              | US        |   8055094 | PA      | $8105291.12   | 0.06%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5127719.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegany Park Clo Ltd.                                             | ALLPK 2019-1A ARR                                              | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20000000.00  | 0.14%             | 2035-01-22      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2018-5                                              | TPMT 2018-5 A1A                                                | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1577975 | PA      | $1566097.21   | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                              | GSMS 2016-GS3 A4                                               | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11040000 | PA      | $10945375.06  | 0.08%             | 2049-10-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                | ODART 2023-1A A                                                | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17100000 | PA      | $17238797.28  | 0.12%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings Inc.                             | C F 05/26/26 MTN                                               | CUSIP: 17291LZD0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40028746.96  | 0.28%             | 2026-05-26      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Vii Ltd.                                           | SNDPT 2014-3RA A1R                                             | CUSIP: 83610HAL4<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |   1868813 | PA      | $1869416.05   | 0.01%             | 2031-10-23      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Northwoods Capital XII-B Ltd. / Northwoods Capital XII-B LLC       | WOODS 2018-12BA AR                                             | CUSIP: 66858CAN7<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |   6783583 | PA      | $6785827.36   | 0.05%             | 2031-06-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-R1                                 | VERUS 2026-R1 A1                                               | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-O            | CORP              | US        |   8138417 | PA      | $8181994.66   | 0.06%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR F 06/24/27 144A                                         | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40236662.81  | 0.28%             | 2027-06-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                       | NOVNVX 3.9 11/05/28                                            | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  36800000 | PA      | $36961818.88  | 0.26%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-263276.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA NEW YORK BRANCH                     | CBAAU 4.423 03/14/28                                           | CUSIP: 20271RAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17400000 | PA      | $17652548.82  | 0.12%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST                            | CSAIL 2016-C7 A4                                               | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-O            | CORP              | US        |   2376219 | PA      | $2368381.24   | 0.02%             | 2049-11-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                   | PM 4.125 04/28/28                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30199928.61  | 0.21%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                        | Imperial Brands Finance Plc 0% CP 13/03/2026                   | CUSIP: 45262ECD7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | STIV             | CORP              | GB        |  35500000 | PA      | $35446679.00  | 0.25%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2017-C33 A5                                              | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17840000 | PA      | $17723317.48  | 0.12%             | 2050-05-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                    | WEA Finance LLC 0% CP 20/03/2026                               | CUSIP: 92944DCL9<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17958895.20  | 0.13%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                | CGCMT 2015-GC31 A4                                             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1598067 | PA      | $1567796.42   | 0.01%             | 2048-06-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                | BMW 4.65 03/19/27 144A                                         | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  18900000 | PA      | $19054352.52  | 0.13%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                        | RCKT 2024-CES3 A1A                                             | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5702172 | PA      | $5784959.28   | 0.04%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                | SYK 4.7 02/10/28                                               | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22832226.83  | 0.16%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-109462.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tcw Clo 2020-1 Ltd / Tcw Clo 2020-1 LLC                            | TCW 2020-1A A1R3                                               | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $24985092.50  | 0.18%             | 2034-04-20      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                      | Alimentation Couche-Tard Inc. 0% CP 16/03/2026                 | CUSIP: 01626VCG6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4990798.00   | 0.04%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2023-1 LTD                                 | BOBA 2023-1A ARR                                               | CUSIP: 05765DAR6<br>LEI: 549300M8J7UGFY6KJG66 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40003476.00  | 0.28%             | 2036-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD                                                | TRNTS 2017-6A AR4                                              | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |  51000000 | PA      | $51028850.70  | 0.36%             | 2034-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                     | BBCMS 2024-5C29 A3                                             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12404150.40  | 0.09%             | 2057-09-17      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| LCM 39 Ltd / LCM 39 LLC                                            | LCM 39A A1R                                                    | CUSIP: 50204NAQ1<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |  50000000 | PA      | $50000000.00  | 0.35%             | 2034-10-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                      | TAP 3 07/15/26                                                 | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6973078.77   | 0.05%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                              | GSMS 2017-GS7 A3                                               | CUSIP: 36254CAU4<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |  32020000 | PA      | $31716994.74  | 0.22%             | 2050-08-12      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                              | GSMS 2016-GS3 A3                                               | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16975211 | PA      | $16901322.66  | 0.12%             | 2049-10-13      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                     | WFCM 2017-C38 A4                                               | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14713931 | PA      | $14558968.37  | 0.10%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-209041.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                    | CVX 4.405 02/26/27                                             | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  33900000 | PA      | $34149561.98  | 0.24%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                         | INTU 5.25 09/15/26                                             | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50280140.50  | 0.35%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                  | ERP Operating Limited Partnership 0% CP 11/03/2026             | CUSIP: 26885UCB2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | STIV             | CORP              | US        |  11000000 | PA      | $10986068.50  | 0.08%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                          | TOYOTA F 04/10/26 MTN                                          | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10002813.94  | 0.07%             | 2026-04-10      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO VIII Ltd./ Street CLO VIII LLC                    | SIXST 2017-8A A1R2                                             | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  46500000 | PA      | $46477931.10  | 0.33%             | 2034-10-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2021-2 LTD / LLC                           | BOBA 2021-2A A1R                                               | CUSIP: 05766GAL1<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-CBDO         | CORP              | KY        |  24070000 | PA      | $24070315.32  | 0.17%             | 2035-01-22      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB NEW YORK BRANCH                           | SHBASS F 04/15/26 YCd                                          | CUSIP: 86959TNB8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  24500000 | PA      | $24509390.85  | 0.17%             | 2026-04-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO 2013-1 Ltd.                                      | MVW 2013-1A ARR                                                | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300475 | PA      | $1301185.34   | 0.01%             | 2030-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-LGCY A                                                 | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12690000 | PA      | $12682068.75  | 0.09%             | 2036-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                        | PEP 5.125 11/10/26                                             | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $26199454.26  | 0.18%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1157896.70  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                   | AJG 4.6 12/15/27                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  23606000 | PA      | $23822050.15  | 0.17%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                         | ANZ F 01/18/27 144A                                            | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  33600000 | PA      | $33770657.76  | 0.24%             | 2027-01-18      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                     | PACLIF F 07/10/28 144A                                         | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35110484.57  | 0.25%             | 2028-07-10      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 5.4 05/08/27                                                | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9522098.78   | 0.07%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                        | RIOLN 4.5 03/14/28                                             | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $12158152.80  | 0.09%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                    | BANK5 2024-5YR7 A3                                             | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  39500000 | PA      | $41373567.95  | 0.29%             | 2057-06-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP NEW YORK BRANCH                               | WSTP F 07/02/26 YCD                                            | CUSIP: 96130AC30<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25013455.00  | 0.18%             | 2026-07-02      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                              | GSMS 2017-GS6 A2                                               | CUSIP: 36253PAB8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |  14449334 | PA      | $14284458.28  | 0.10%             | 2050-05-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM4 TRUST                                                | OBX 2025-NQM4 A1                                               | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-O            | CORP              | US        |  13761772 | PA      | $13885161.42  | 0.10%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                              | LOW 2.5 04/15/26                                               | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23955855.53  | 0.17%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $402797.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                            | AZN 4.8 02/26/27                                               | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25231251.19  | 0.18%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Shackleton 2015-VII-R CLO Ltd.                                     | SHACK 2015-7RA ARR                                             | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |   5674863 | PA      | $5674561.38   | 0.04%             | 2031-07-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                       | NAB F 10/26/27 144A                                            | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $20057730.00  | 0.14%             | 2027-10-26      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS 4.125 04/15/26 144A                                        | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10001635.00  | 0.07%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                        | BMO 2024-5C6 A3                                                | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11330000 | PA      | $11738286.75  | 0.08%             | 2057-09-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                         | Carrier Global Corporation 0% CP 27/03/2026                    | CUSIP: 14448BCT1<br>LEI: 549300JE3W6CWY2NAN77 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39880816.00  | 0.28%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                            | NMEF 2026-A A2                                                 | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14007004.20  | 0.10%             | 2034-02-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                        | RIOLN 4.375 03/12/27                                           | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10073893.00  | 0.07%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                 | STT 4.536 02/28/28                                             | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  43400000 | PA      | $44086855.32  | 0.31%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                | Virginia Electric and Power Company 0% CP 10/03/2026           | CUSIP: 92780KCA4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37956030.20  | 0.27%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1493074.74  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                         | FIS 1.15 03/01/26                                              | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.04%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIII L                                | BSP 2021-23A A1R                                               | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  70000000 | PA      | $69996472.00  | 0.49%             | 2034-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Jpmdb Commercial Mortgage Secu                                     | JPMDB 2018-C8 A3                                               | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4277448 | PA      | $4253228.38   | 0.03%             | 2051-06-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                              | GSMS 2016-GS2 A4                                               | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9873687 | PA      | $9859173.83   | 0.07%             | 2049-05-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | Glencore Funding LLC 0% CP 24/03/2026                          | CUSIP: 37790BCQ2<br>LEI: 213800STG1QDNBY87K49 | Long             | ABS-APCP         | CORP              | US        |  50000000 | PA      | $49864065.00  | 0.35%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Battalion Clo Xi Ltd                                               | BATLN 2017-11A AR2                                             | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |  49723129 | PA      | $49721841.48  | 0.35%             | 2034-04-24      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                           | DTRGR 5 01/15/27 144A                                          | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   9070000 | PA      | $9155994.48   | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | RY F 01/19/27 GMTN                                             | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20116542.00  | 0.14%             | 2027-01-19      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Cbam 2018-7 Ltd/Llc                                                | CBAM 2018-7A A                                                 | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |   1861164 | PA      | $1861823.29   | 0.01%             | 2031-07-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                     | BANK 2017-BNK4 A3                                              | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35455901 | PA      | $35180221.03  | 0.25%             | 2050-05-17      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5865.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-938128.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                       | DBJPM 2016-C3 A4                                               | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5921151 | PA      | $5902748.71   | 0.04%             | 2049-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                     | RCKT 2025-CES11 A1A                                            | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-O            | CORP              | US        |  11458948 | PA      | $11547598.83  | 0.08%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO BRANCH                                    | BMO F 08/20/26 YCD                                             | CUSIP: 06370B3U6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  17000000 | PA      | $17015395.03  | 0.12%             | 2026-08-20      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXIII LTD / LLC                                   | BLUEM 2018-22A A1                                              | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2118849 | PA      | $2121771.87   | 0.01%             | 2031-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-10                                 | VERUS 2025-10 A1FC                                             | CUSIP: 92541FAA7<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-O            | CORP              | US        |  56529341 | PA      | $56787216.50  | 0.40%             | 2070-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                       | WFCM 2016-C36 A3                                               | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |  11526172 | PA      | $11451251.84  | 0.08%             | 2059-11-18      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                     | APD 4.3 06/11/28                                               | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  37760000 | PA      | $38220238.75  | 0.27%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust 2016-C32        | MSBAM 2016-C31 A4                                              | CUSIP: 61766RAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6428852 | PA      | $6396068.97   | 0.05%             | 2049-11-18      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Carval CLO II Ltd.                                                 | CARVL 2019-1A AR2                                              | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  38525154 | PA      | $38530123.80  | 0.27%             | 2032-04-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Columbia Cent Clo 29 Ltd/Columbia Cent Clo 29 Corp                 | CECLO 2020-29A A1RR                                            | CUSIP: 197363BJ2<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50002510.00  | 0.35%             | 2034-10-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-935754.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                      | ONE Gas, Inc. 0% CP 17/03/2026                                 | CUSIP: 68236BCH9<br>LEI: 549300HXDWI0LATTX840 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15969016.00  | 0.11%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                    | BANK5 2023-5YR1 A3                                             | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3193000 | PA      | $3311277.02   | 0.02%             | 2056-04-17      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                               | Cross 2025-H10 Mortgage Trust                                  | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10634586 | PA      | $10670204.84  | 0.08%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                       | CDNS 4.2 09/10/27                                              | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6330442.06   | 0.04%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR F 09/24/27 144A                                         | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9170000 | PA      | $9207815.72   | 0.06%             | 2027-09-24      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                               | GILD 3.65 03/01/26                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.07%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                            | E.ON SE 0% CP 26/05/2026                                       | CUSIP: 26877KES5<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |  30000000 | PA      | $29719134.00  | 0.21%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                         | PENSKE 5.75 05/24/26 144A                                      | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17540156.42  | 0.12%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                      | WMB 5.4 03/02/26                                               | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40000000.00  | 0.28%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                          | MARS 4.6 03/01/28 144A                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40602820.85  | 0.29%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-241048.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                       | DBJPM 2016-C3 A5                                               | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8353000 | PA      | $8308417.53   | 0.06%             | 2049-08-12      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                        | CGCMT 2017-P7 A3                                               | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7559014 | PA      | $7510184.95   | 0.05%             | 2050-04-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 | BACM 2016-UB10 A4                                              | CUSIP: 06054MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10887864 | PA      | $10865845.22  | 0.08%             | 2049-07-16      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                 | EIX 5.35 03/01/26                                              | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12000000.00  | 0.08%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                             | Sempra 0% CP 24/03/2026                                        | CUSIP: 81686NCQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34906602.50  | 0.25%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                   | BMARK 2023-V2 A3                                               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16856995 | PA      | $17420556.37  | 0.12%             | 2055-05-17      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Cross 2025-H8 Mortgage Trust                                       | CROSS 2025-H8 A1                                               | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11414457 | PA      | $11465091.75  | 0.08%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2017-C34 A3                                              | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17500000 | PA      | $17299100.00  | 0.12%             | 2052-11-18      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                     | DTE 4.95 07/01/27                                              | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  14625000 | PA      | $14797404.88  | 0.10%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                                 | ING US Funding LLC FRN CP 18/08/2026 USD                       | CUSIP: 44988GGP7<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10004168.00  | 0.07%             | 2026-08-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1055862.94  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                         | ANZ F 03/18/26 144A                                            | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  13500000 | PA      | $13502430.00  | 0.10%             | 2026-03-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR 4.875 11/01/27 144A                                     | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5067122.17   | 0.04%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2022-3 L                                | EFF 2022-3 A2                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1573 | PA      | $1572.96      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD 2021-1                                              | CQS 2021-1A AR                                                 | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |  11225000 | PA      | $11221568.52  | 0.08%             | 2035-01-22      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                          | Healthpeak Properties Inc 0% CP 01/04/2026                     | CUSIP: 42250RD14<br>LEI: 254900M6MTMZM0I22L81 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9964608.00   | 0.07%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOMES TR 2025-NQM2                                                 | HOMES 2025-NQM5 A1                                             | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9390259 | PA      | $9434881.98   | 0.07%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                           | DTRGR F 09/25/27 144A                                          | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24094324.97  | 0.17%             | 2027-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sempra                                                             | Sempra 0% CP 25/03/2026                                        | CUSIP: 81686NCR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | STIV             | CORP              | US        |  33000000 | PA      | $32908428.30  | 0.23%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                         | Carrier Global Corporation 0% CP 30/03/2026                    | CUSIP: 14448BCW4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | STIV             | CORP              | US        |  29000000 | PA      | $28904363.80  | 0.20%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                              | GSMS 2018-GS9 A4                                               | CUSIP: 36255NAT2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |  12005000 | PA      | $11997638.53  | 0.08%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1677778.35  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mars Inc.                                                          | MARS 4.45 03/01/27 144A                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30249364.89  | 0.21%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NEW YORK BRANCH                              | TD F 04/23/26 YCD                                              | CUSIP: 89115D5Q5<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | US        |  27000000 | PA      | $27015111.90  | 0.19%             | 2026-04-23      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                 | HNDA F 05/11/26                                                | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  44000000 | PA      | $44006325.51  | 0.31%             | 2026-05-11      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                     | C 4.576 05/29/27                                               | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10088807.43  | 0.07%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                | CSCO 4.8 02/26/27                                              | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  24828000 | PA      | $25064208.03  | 0.18%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                 | SIEGR 4.35 05/26/28 144A                                       | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  29900000 | PA      | $30282630.30  | 0.21%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                     | PACLIF F 02/04/27 144A                                         | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30046226.99  | 0.21%             | 2027-02-04      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NEE F 02/04/28                                                 | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11063181.57  | 0.08%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                  | SLB 5 05/29/27 144A                                            | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  23750000 | PA      | $24072243.28  | 0.17%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                   | DTE 4.85 12/01/26                                              | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  42750000 | PA      | $43089684.34  | 0.30%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8879.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-ACNT A                                                 | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  70692897 | PA      | $70670805.31  | 0.50%             | 2038-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX 3.5 03/15/27                                               | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11964721.67  | 0.08%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                      | GOOGL 3.7 02/15/29                                             | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  31300000 | PA      | $31324412.34  | 0.22%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                    | BALN 5 03/26/27 144A                                           | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  10290000 | PA      | $10412598.15  | 0.07%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                            | E.ON SE 0% CP 02/04/2026                                       | CUSIP: 26877KD23<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |  20000000 | PA      | $19927630.00  | 0.14%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                       | T 4.25 01/15/28                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2030390.63   | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                       | AVGO 4.8 04/15/28                                              | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  68800000 | PA      | $70185745.31  | 0.49%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America 0% CP 10/04/2026                       | CUSIP: 44890NDA5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4977635.00   | 0.04%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                 | HNDA F 03/08/27 MTN                                            | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35109984.49  | 0.25%             | 2027-03-08      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                   | BMO 2.65 03/08/27 MTN                                          | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15766000 | PA      | $15598371.16  | 0.11%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-153261.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                                   | UBSCM 2017-C5 A4                                               | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5569036 | PA      | $5495746.90   | 0.04%             | 2050-11-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                        | Consolidated Edison Company of New York, Inc. 0% CP 18/03/2026 | CUSIP: 20911MCJ4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | STIV             | CORP              | US        |  80000000 | PA      | $79839688.00  | 0.56%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | GLENLN F 10/01/26 144A                                         | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20032168.77  | 0.14%             | 2026-10-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM2                          | BRAVO 2025-NQM2 A1                                             | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-O            | CORP              | US        |  22602101 | PA      | $22853817.95  | 0.16%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                | D 2.95 11/15/26 B                                              | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  19306000 | PA      | $19186796.94  | 0.14%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V3 MORTGAGE TRUST                                   | BMARK 2023-V3 A3                                               | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16734480 | PA      | $17519291.97  | 0.12%             | 2056-07-17      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                  | CBRE Services Inc 0% CP 25/03/2026                             | CUSIP: 12610CCR9<br>LEI: 549300CTE3HOMEUMM603 | Long             | STIV             | CORP              | US        |  70000000 | PA      | $69806268.00  | 0.49%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                 | SNLN 5.15 03/20/27                                             | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   6133000 | PA      | $6203110.62   | 0.04%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                    | BANK5 2023-5YR1 A2                                             | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515992 | PA      | $1546779.92   | 0.01%             | 2056-04-17      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-9 LTD                                                 | OCP 2015-9A AR3                                                | CUSIP: 67091YBE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $24980235.00  | 0.18%             | 2037-01-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-921798.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                   | NTT 4.567 07/16/27 144A                                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  35000000 | PA      | $35315899.50  | 0.25%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                            | NACN F 10/06/27 MTN                                            | CUSIP: 63305MUW9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  45000000 | PA      | $44904685.50  | 0.32%             | 2027-10-06      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LII LTD / LLC                                 | MDPK 2021-52A AR                                               | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $24998190.00  | 0.18%             | 2035-01-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NEE 4.85 02/04/28                                              | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11201050.00  | 0.08%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                                 | ING US Funding LLC FRN CP 06/07/2026 USD                       | CUSIP: 44988GGJ1<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |  45000000 | PA      | $45021487.50  | 0.32%             | 2026-07-06      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL ISSUA TR 2023-2                                       | OMFIT 2023-2A A1                                               | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34900000 | PA      | $35566202.61  | 0.25%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                 | MET F 04/09/26 144A                                            | CUSIP: 592179KK0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14004598.61  | 0.10%             | 2026-04-09      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | CRBG F 09/25/26 144A                                           | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30146450.68  | 0.21%             | 2026-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR CLO 41 Ltd/LLC                                                 | KKR 2022-41A A1                                                | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50035345.00  | 0.35%             | 2035-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                        | ABBV 4.65 03/15/28                                             | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  49500000 | PA      | $50347820.08  | 0.35%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                                   | Sculptor CLO XXVIII Ltd                                        | CUSIP: 81124LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $39974036.00  | 0.28%             | 2035-01-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                          | Healthpeak Properties Inc 0% CP 25/03/2026                     | CUSIP: 42250RCR8<br>LEI: 254900M6MTMZM0I22L81 | Long             | STIV             | CORP              | US        |  65000000 | PA      | $64818695.50  | 0.46%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | GLENLN 4.907 04/01/28 144A                                     | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12208834.80  | 0.09%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2016-C29 A4                                              | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3528259 | PA      | $3508598.85   | 0.02%             | 2049-05-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                     | CSAIL 2016-C6 A5                                               | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |   4882634 | PA      | $4868678.46   | 0.03%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                      | ENBCN 4.6 06/20/28                                             | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15219810.00  | 0.11%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 10-2016 Ltd.                                   | HLM 10A-16 A1R3                                                | CUSIP: 40436TBN5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50001960.00  | 0.35%             | 2034-04-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                          | TransCanada Pipelines Limited 0% CP 30/03/2026                 | CUSIP: 89355QCW4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |  55500000 | PA      | $55316944.35  | 0.39%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-A                                       | ARIFL 2024-A A2                                                | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2413594 | PA      | $2426337.47   | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                             | BWP 5.95 06/01/26                                              | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  62174000 | PA      | $62174000.00  | 0.44%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK BRANCH                                    | NDAFH F 07/23/26 YCD                                           | CUSIP: 65558WMM7<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $30024414.00  | 0.21%             | 2026-07-23      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-12                                   | AOMT 2025-12 A1                                                | CUSIP: 03466KAC0<br>LEI: 254900ZULW8CAJ29C630 | Long             | ABS-O            | CORP              | US        |  19281459 | PA      | $19379085.32  | 0.14%             | 2070-12-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                 | EOG 4.4 07/15/28                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20260054.76  | 0.14%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                    | CVX 4.475 02/26/28                                             | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  33900000 | PA      | $34443649.76  | 0.24%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                            | BG 4.1 01/07/28                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6029157.42   | 0.04%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | EPD 4.3 06/20/28                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  25500000 | PA      | $25765293.95  | 0.18%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                          | COMM 2019-GC44 A2                                              | CUSIP: 12655TBH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12896242 | PA      | $12567415.12  | 0.09%             | 2057-08-17      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX 1.75 03/01/26                                             | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  19379000 | PA      | $19379000.00  | 0.14%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                               | ROSW 5.265 11/13/26 144A                                       | CUSIP: 771196CE0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  60000000 | PA      | $60478232.41  | 0.43%             | 2026-11-13      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                        | NTRCN 5.2 06/21/27                                             | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20300318.00  | 0.14%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR 2024-HE1                                          | JPMMT 2024-HE1 A1                                              | CUSIP: 46658AAA3<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |   4073421 | PA      | $4084368.44   | 0.03%             | 2054-08-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                 | EIX 4.4 09/06/26                                               | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18022917.24  | 0.13%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-82507.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jpmdb Commercial Mortgage Securities Trust 2016 C4                 | JPMDB 2016-C4 A2                                               | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2997029 | PA      | $2979842.71   | 0.02%             | 2049-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                | BMW F 04/02/26 144A                                            | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20004039.08  | 0.14%             | 2026-04-02      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                | BNS F 06/04/27 GMTN                                            | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  30000000 | PA      | $30136584.00  | 0.21%             | 2027-06-04      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                               | Howmet Aerospace Inc 0% CP 10/03/2026                          | CUSIP: 44320FCA3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19976308.00  | 0.14%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 4.2 10/27/28                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20074942.84  | 0.14%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB NEW YORK BRANCH                           | SHBASS F 09/24/26 YCD                                          | CUSIP: 86959TRC2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25015685.00  | 0.18%             | 2026-09-24      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                | Virginia Electric and Power Company 0% CP 16/03/2026           | CUSIP: 92780KCG1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29946204.00  | 0.21%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                               | KDP 4.35 05/15/28                                              | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20109760.25  | 0.14%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2017-3 Ltd                                      | ROCKT 2017-3A A                                                | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |      1719 | PA      | $1718.63      | 0.00%             | 2030-10-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Comm 2017-Panw Mortgage Trust                                      | CGCMT 2017-B1 A3                                               | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1436904 | PA      | $1421356.40   | 0.01%             | 2050-08-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                  | SLB 3.9 05/17/28 144A                                          | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22511302.41  | 0.16%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-HR2                            | MSC 2017-HR2 A4                                                | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5395000 | PA      | $5342121.99   | 0.04%             | 2050-12-16      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST 202                                | SREIT 2021-MFP2 A                                              | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25130000 | PA      | $25122146.88  | 0.18%             | 2036-11-17      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                       | CFCRE 2016-C4 A4                                               | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600901 | PA      | $599404.97    | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                 | SIEGR F 05/26/28 144A                                          | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  18000000 | PA      | $18075240.00  | 0.13%             | 2028-05-26      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                 | MET F 06/11/27 144A                                            | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19069473.48  | 0.13%             | 2027-06-11      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                              | GSMS 2019-GC38 AAB                                             | CUSIP: 36252SAW7<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   1128637 | PA      | $1126034.76   | 0.01%             | 2052-02-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                              | LOW 4.8 04/01/26                                               | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13499121.63  | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | Royal Bank of Canada FRN CP 30/10/2026 USD                     | CUSIP: 78014XRH2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |  58000000 | PA      | $58040095.40  | 0.41%             | 2026-10-30      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA NEW YORK BRANCH                                     | BNP F 11/05/26 YCD                                             | CUSIP: 05593DLB7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50037470.00  | 0.35%             | 2026-11-05      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| VENTURE 34 CLO LTD                                                 | VENTR 2018-34A AR                                              | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |   6645487 | PA      | $6651235.70   | 0.05%             | 2031-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                       | PSA F 04/16/27                                                 | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  19773000 | PA      | $19836833.16  | 0.14%             | 2027-04-16      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                      | ONE Gas, Inc. 0% CP 11/03/2026                                 | CUSIP: 68236BCB2<br>LEI: 549300HXDWI0LATTX840 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6991017.60   | 0.05%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                  | INTC 2.6 05/19/26                                              | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10181000 | PA      | $10151261.68  | 0.07%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                        | BMO 2024-5C5 A3                                                | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31000000 | PA      | $32565208.60  | 0.23%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                 | R 5.3 03/15/27 MTN                                             | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   9483000 | PA      | $9607190.34   | 0.07%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST                                     | CROSS 2026-NQM1 A1                                             | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10954610 | PA      | $10941183.92  | 0.08%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2020-1 LTD                                      | ROCKT 2020-1A A1RR                                             | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |  60500000 | PA      | $60450577.55  | 0.43%             | 2036-01-22      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                       | UNANA 4.25 08/12/27                                            | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  13650000 | PA      | $13760588.21  | 0.10%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                        | Phillips 66 0% CP 23/03/2026                                   | CUSIP: 71855BCP5<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34909864.50  | 0.25%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCCM 2017-Lc26 Mortgage Trust                                      | LCCM 2017-LC26 A4                                              | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2960000 | PA      | $2926335.03   | 0.02%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR 4.85 03/25/27 144A                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14530640.08  | 0.10%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES1                                      | RCKT 2026-CES1 A1A                                             | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9485097 | PA      | $9530616.80   | 0.07%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                 | DGELN 5.3 10/24/27                                             | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  15619000 | PA      | $15978261.99  | 0.11%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                              | PCAR 4.55 03/03/28                                             | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50922657.27  | 0.36%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                | OBX 2026-NQM3 A1                                               | CUSIP: 67449MAF6<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |  10400000 | PA      | $10395726.64  | 0.07%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                         | OKE 5.55 11/01/26                                              | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  20565000 | PA      | $20746255.32  | 0.15%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                | Bofa Securities Inc FRN CP 28/10/2026 USD                      | CUSIP: 06054CMD4<br>LEI: 549300HN4UKV1E2R3U73 | Long             | STIV             | CORP              | US        |  14500000 | PA      | $14508628.95  | 0.10%             | 2026-10-28      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                          | A 4.2 09/09/27                                                 | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |  20800000 | PA      | $20889879.62  | 0.15%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank 2018-Bnk10                                                    | BANK 2018-BN10 A5                                              | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |  28130000 | PA      | $27949135.35  | 0.20%             | 2061-02-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| American Express Company                                           | AXP V5.389 07/28/27                                            | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  41656000 | PA      | $41882716.62  | 0.29%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COLT 2025-12 MORTGAGE LOAN TRUST                                   | COLT 2025-12 A1                                                | CUSIP: 19688UAD4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-O            | CORP              | US        |   8632954 | PA      | $8669838.91   | 0.06%             | 2071-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                | NWG 4.174 11/06/28 144A                                        | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  63300000 | PA      | $63630008.22  | 0.45%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                               | CAT 4.35 05/15/26 DMTN                                         | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  52000000 | PA      | $52061188.70  | 0.37%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK BRANCH                                    | NDAFH F 06/29/26 YCD                                           | CUSIP: 65558WLP1<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $30022179.00  | 0.21%             | 2026-06-29      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB NEW YORK BRANCH                           | Svenska Handelsbanken AB FRN CP 19/10/2026 USD                 | CUSIP: 86960LNK2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | US        |  45000000 | PA      | $45024043.50  | 0.32%             | 2026-10-19      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                        | NTRCN 4.5 03/12/27                                             | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  50000000 | PA      | $50286300.00  | 0.35%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                     | PACLIF F 03/27/26 144A                                         | CUSIP: 6944PL3B3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23005372.23  | 0.16%             | 2026-03-27      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                 | HNDA F 03/03/28                                                | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5012825.26   | 0.04%             | 2028-03-03      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                        | RCKT 2025-CES3 A1A                                             | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-O            | CORP              | US        |   8098156 | PA      | $8193763.29   | 0.06%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-L                                | BX 2022-LP2 A                                                  | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1976448 | PA      | $1975830.84   | 0.01%             | 2039-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | MBGGR F 07/31/26 144A                                          | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13020822.47  | 0.09%             | 2026-07-31      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK BRANCH                                    | NDAFH F 02/19/27 YCD                                           | CUSIP: 65558WQJ0<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $40056118.00  | 0.28%             | 2027-02-19      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| STRATA CLO II LTD                                                  | STRTA 2021-1A AR2                                              | CUSIP: 86271PAU9<br>LEI: 5299000H3NG9PMZD9W94 | Long             | ABS-CBDO         | CORP              | KY        |  19072703 | PA      | $19092255.84  | 0.13%             | 2033-10-20      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45                     | WFCM 2018-C45 A3                                               | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-O            | CORP              | US        |  23046108 | PA      | $22972373.94  | 0.16%             | 2051-06-16      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                 | NSCCLF F 05/20/27 144A                                         | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9471990.88   | 0.07%             | 2027-05-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | EPD 4.6 01/11/27                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20127485.02  | 0.14%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016 P6                        | CGCMT 2017-P8 A3                                               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21272000 | PA      | $21056263.63  | 0.15%             | 2050-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                          | O 3.95 02/01/29                                                | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  17300000 | PA      | $17333776.45  | 0.12%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Battalion Clo 18 Ltd. / Battalion Clo 18 LLC                       | BATLN 2020-18A ARR                                             | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50002180.00  | 0.35%             | 2036-10-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                               | APH 4.375 06/12/28                                             | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  36000000 | PA      | $36457302.92  | 0.26%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                   | PM 4.75 02/12/27                                               | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10090293.63  | 0.07%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                   | DUK 4.85 01/05/27                                              | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   9333000 | PA      | $9404340.10   | 0.07%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNHI 4.75 03/21/28                                             | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  15750000 | PA      | $15961251.51  | 0.11%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                            | CSAIL 2017-C8 A3                                               | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11367446 | PA      | $11217708.14  | 0.08%             | 2050-06-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                              | SO 5.004 02/23/27                                              | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  10680000 | PA      | $10798473.24  | 0.08%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                        | CGCMT 2016-C2 A3                                               | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6320236 | PA      | $6290725.16   | 0.04%             | 2049-08-12      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                       | GSK 3.875 05/15/28                                             | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12053396.39  | 0.08%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                            | E.ON SE 0% CP 07/05/2026                                       | CUSIP: 26877KE71<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |  19000000 | PA      | $18860524.80  | 0.13%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2016-C30 A5                                              | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21634902 | PA      | $21392467.78  | 0.15%             | 2049-09-17      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                          | O 4.125 10/15/26                                               | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12505910.07  | 0.09%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                           | OBX 2026-NQM1 A1                                               | CUSIP: 67123HAA1<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |  13367031 | PA      | $13407086.24  | 0.09%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| RR 1 LTD                                                           | RRAM 2023-26A A1R                                              | CUSIP: 74989MAN1<br>LEI: 5493009J845TPXPKFN71 | Long             | ABS-CBDO         | CORP              | KY        |  24000000 | PA      | $24009523.20  | 0.17%             | 2038-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                       | TGT 4.35 06/15/28                                              | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14193481.34  | 0.10%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                        | CCDJ F 01/27/27 144A                                           | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  83000000 | PA      | $83207757.30  | 0.59%             | 2027-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NEE 4.685 09/01/27                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20228269.58  | 0.14%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                           | DE F 03/06/26 MTN                                              | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21000472.88  | 0.15%             | 2026-03-06      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                          | COMM 2012-CR4 A3                                               | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89694 | PA      | $89363.74     | 0.00%             | 2045-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SCMS 2025-BNC1 MORTGAGE TRUST                                      | SCMS 2025-BNC1 A2                                              | CUSIP: 78398LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27659000 | PA      | $27763136.14  | 0.20%             | 2057-12-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                 | JPMDB 2017-C7 A4                                               | CUSIP: 46648KAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27730473 | PA      | $27349943.91  | 0.19%             | 2050-10-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                          | NEE 4.45 05/15/26                                              | CUSIP: 341081GR2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16512121.64  | 0.12%             | 2026-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNHI 4.5 10/08/27                                              | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10571525.56  | 0.07%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 5.4 04/06/26                                                | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8509246.84   | 0.06%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                | CEG 3.9 01/08/28                                               | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $21506054.74  | 0.15%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                   | Bank of Montreal FRN CP 01/09/2026 USD                         | CUSIP: 06367L3W5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |  17500000 | PA      | $17499984.25  | 0.12%             | 2026-09-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                        | ABBV F 03/03/28                                                | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  17100000 | PA      | $17133503.08  | 0.12%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                 | STT 4.993 03/18/27                                             | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22772217.01  | 0.16%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 5 07/15/27                                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4720299.03   | 0.03%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | AESOP 2023-7A A                                                | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6650000 | PA      | $6808405.00   | 0.05%             | 2028-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                        | ZTS 4.15 08/17/28                                              | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $34256506.87  | 0.24%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V8 MORTGAGE TRUST                                   | BMARK 2024-V8 A3                                               | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16100000 | PA      | $17072290.27  | 0.12%             | 2057-07-17      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                  | RMRK 2018-2A A1R                                               | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6483560 | PA      | $6483272.61   | 0.05%             | 2031-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                       | MDLZ 4.25 05/06/28                                             | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  47700000 | PA      | $48029980.62  | 0.34%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2021-16 LTD                                           | MCLO 2021-16A A1AR                                             | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49994185.00  | 0.35%             | 2034-04-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Sound Pt Clo Xxi Ltd / Llc                                         | SNDPT 2018-3A A1AR                                             | CUSIP: 83613HAL1<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |   7417528 | PA      | $7422615.30   | 0.05%             | 2031-10-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                           | Agree LP 0% CP 11/03/2026                                      | CUSIP: 00852XCB0<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |  12000000 | PA      | $11983695.60  | 0.08%             | 2026-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                              | Kennedy Lewis CLO 3 Ltd                                        | CUSIP: 48936JAA4<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25010412.50  | 0.18%             | 2036-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                        | GSK 4.315 03/12/27                                             | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  35000000 | PA      | $35241136.00  | 0.25%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Comm 2016 Cor1 Mgt                                                 | COMM 2016-COR1 A4                                              | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10910560.10  | 0.08%             | 2049-10-13      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                   | PM 3.875 10/27/28                                              | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35051174.50  | 0.25%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                        | ABBV 3.775 03/03/28                                            | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32044076.00  | 0.23%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                           | MSC 2016-BNK2 A3                                               | CUSIP: 61690YBT8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13246026 | PA      | $13128993.21  | 0.09%             | 2049-11-18      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2014-A                                | FORDR 2021-2 A                                                 | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $34431040.00  | 0.24%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE NEW YORK BRANCH                 | CM F 10/19/26 Ycd                                              | CUSIP: 13606DNV0<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | US        |  58000000 | PA      | $58053945.80  | 0.41%             | 2026-10-19      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| VENTURE 37 CLO LTD                                                 | VENTR 2019-37A A1RR                                            | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |  18440003 | PA      | $18440849.63  | 0.13%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                        | Swedbank AB (publ) FRN CP 09/09/2026 USD                       | CUSIP: 87020YFU7<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  33500000 | PA      | $33525470.05  | 0.24%             | 2026-09-09      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-Gc46                      | CGCMT 2020-GC46 AAB                                            | CUSIP: 17328RBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11293322 | PA      | $11016932.45  | 0.08%             | 2053-02-18      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BN17 C                                                   | BANK 2019-BN17 A3                                              | CUSIP: 065403BB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3665995 | PA      | $3615699.09   | 0.03%             | 2052-04-17      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 MORTGAGE TRUST                                        | BMO 2023-5C2 A3                                                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21175000 | PA      | $22657277.53  | 0.16%             | 2056-11-17      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd 2013-3R                                               | INGIM 2013-3A A1RR                                             | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |   3194406 | PA      | $3195939.13   | 0.02%             | 2031-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4624616.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                    | HD 3.75 09/15/28                                               | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12059994.67  | 0.08%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                       | HON 4.65 07/30/27                                              | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $34409553.17  | 0.24%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal Chicago Branch                                    | BMO F 08/28/26 YCD                                             | CUSIP: 06370B3X0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15012751.50  | 0.11%             | 2026-08-28      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                        | Phillips 66 0% CP 20/03/2026                                   | CUSIP: 71855BCL4<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29932374.00  | 0.21%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares XLIV CLO Ltd.                                                 | ARES 2017-44A A1RR                                             | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50004580.00  | 0.35%             | 2034-04-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                          | TOYOTA F 01/12/28 B                                            | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20002996.42  | 0.14%             | 2028-01-12      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-5C23                                     | BBCMS 2023-5C23 A3                                             | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34875000 | PA      | $36982764.79  | 0.26%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS 4.55 04/17/26                                              | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10007697.00  | 0.07%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                           | RABOBK F 08/28/26                                              | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  12920000 | PA      | $12943196.57  | 0.09%             | 2026-08-28      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM F 04/04/28                                                  | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17585433.79  | 0.12%             | 2028-04-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                        | FISV 5.15 03/15/27                                             | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  17187000 | PA      | $17352535.27  | 0.12%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                  | ERP Operating Limited Partnership 0% CP 16/03/2026             | CUSIP: 26885UCG1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34936877.50  | 0.25%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                           | DUK 4.35 03/06/27                                              | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30193376.35  | 0.21%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                | CEG F 01/08/28                                                 | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8613934.42   | 0.06%             | 2028-01-08      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd 2019-2                  | PAIA 2019-2A A1RR                                              | CUSIP: 70018AAU4<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50005000.00  | 0.35%             | 2034-10-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016 P6                        | CGCMT 2016-P6 A4                                               | CUSIP: 17291EAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10464343 | PA      | $10416420.19  | 0.07%             | 2049-12-10      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                          | BRAVO 2026-NQM1 A1                                             | CUSIP: 10570CAC6<br>LEI: 254900XRZJZN8JGL1235 | Long             | ABS-O            | CORP              | US        |  18569353 | PA      | $18601087.65  | 0.13%             | 2065-12-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                          | TOYOTA 3.75 01/12/28 B                                         | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  42000000 | PA      | $42071585.28  | 0.30%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                           | SHBASS 4.375 05/23/28 144A                                     | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  14000000 | PA      | $14167995.80  | 0.10%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                         | FORDF 2023-1 A1                                                | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  17100000 | PA      | $17134225.65  | 0.12%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX 4.125 03/01/27                                            | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7537857.72   | 0.05%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NEW YORK BRANCH                              | TD F 07/06/26 YCD                                              | CUSIP: 89115DF84<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25016917.50  | 0.18%             | 2026-07-06      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                  | SYY 3.3 07/15/26                                               | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13959228.26  | 0.10%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 LTD                                                     | AGL 2021-13A A1R                                               | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50000150.00  | 0.35%             | 2034-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                      | NFLX 4.875 04/15/28                                            | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  50150000 | PA      | $51264262.45  | 0.36%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                      | RCKT 2025-CES12 A1A                                            | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13671233 | PA      | $13750876.10  | 0.10%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Venture 28A CLO Ltd. / Venture 28A CLO LLC                         | VENTR 2017-28AA A1RR                                           | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $29996160.00  | 0.21%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk9                                                     | BANK 2017-BNK9 A4                                              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19848284 | PA      | $19629240.59  | 0.14%             | 2054-11-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Canyon Clo 2020-2 Ltd/Canyon Clo 2020-2 Llc                        | CANYC 2020-2A AR2                                              | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | NUSS              | KY        |  20000000 | PA      | $19991620.00  | 0.14%             | 2034-10-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Lcm 26 LLC                                                         | LCM 31A AR                                                     | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10011026.00  | 0.07%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                      | NRZT 2026-NQM3 A1                                              | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8006246.40   | 0.06%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                        | Phillips 66 0% CP 19/03/2026                                   | CUSIP: 71855BCK6<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34924893.50  | 0.25%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COM MT TR 2024-5C1                                     | WFCM 2024-5C1 A3                                               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  58870000 | PA      | $62016277.72  | 0.44%             | 2057-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                | CGCMT 2016-P4 A3                                               | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9965086.00   | 0.07%             | 2049-07-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H3 MORTGAGE TRUST                                       | CROSS 2025-H9 A1                                               | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23773802 | PA      | $23880287.55  | 0.17%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                | GFORT 2024-3A A1                                               | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $25147137.50  | 0.18%             | 2028-11-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 5.05 04/04/28                                               | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17838753.85  | 0.13%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | RY F 04/27/26 GMTN                                             | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7027000 | PA      | $7030526.15   | 0.05%             | 2026-04-27      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                      | ICE 3.95 12/01/28                                              | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $12929385.15  | 0.09%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-3 LTD                                           | WELF 2021-3A AR                                                | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40008964.00  | 0.28%             | 2035-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB NEW YORK BRANCH                           | SHBASS F 09/16/26 YCD                                          | CUSIP: 86959TQZ2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25015417.50  | 0.18%             | 2026-09-16      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                             | ACN 3.9 10/04/27                                               | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  22940000 | PA      | $23034240.47  | 0.16%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cd 2016-Cd2 Mortga                                                 | CD 2016-CD2 A3                                                 | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1951848 | PA      | $1941035.11   | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 L                                | EFF 2024-1 A2                                                  | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2765747 | PA      | $2786052.28   | 0.02%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo XVI Ltd.                                              | TRNTS 2021-16A A1R                                             | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |  33500000 | PA      | $33500834.15  | 0.24%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                    | PSX 3.55 10/01/26                                              | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5985416.62   | 0.04%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                | CSCO 4.55 02/24/28                                             | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  27500000 | PA      | $27955623.21  | 0.20%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                      | VW Credit, Inc. 0% CP 07/04/2026                               | CUSIP: 91842KD78<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   3600000 | PA      | $3585051.36   | 0.03%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                           | RABOBK F 03/05/27                                              | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15054037.50  | 0.11%             | 2027-03-05      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2017 C1                              | UBSCM 2017-C4 A3                                               | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11831406 | PA      | $11716987.62  | 0.08%             | 2050-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                         | Intuit Inc 0% CP 03/03/2026                                    | CUSIP: 46092BC39<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | STIV             | CORP              | US        |  75000000 | PA      | $74968395.00  | 0.53%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD 2016-9                                           | JTWN 2016-9A A1R3                                              | CUSIP: 47048JBF9<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49981450.00  | 0.35%             | 2034-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo XXII Ltd.                                          | SNDPT 2019-1A ARR                                              | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16434510 | PA      | $16433985.51  | 0.12%             | 2032-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAYER CORP                                                         | Bayer Corporation 0% CP 05/08/2026                             | CUSIP: 07273MH58<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29495175.00  | 0.21%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIV LTD                                               | TRNTS 2020-14A A1R2                                            | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |  14550000 | PA      | $14566285.82  | 0.10%             | 2034-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTLI 4.992 01/12/27 144A                                     | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19186370.99  | 0.14%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | AESOP 2022-1A A                                                | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $34931386.00  | 0.25%             | 2028-08-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                           | ORLY 5.75 11/20/26                                             | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10105722.97  | 0.07%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 TRUST                                               | OBX 2025-NQM21 A1FC                                            | CUSIP: 67448BAA2<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-O            | CORP              | US        |  24083350 | PA      | $24164730.40  | 0.17%             | 2065-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                              | IBM 4 02/03/29                                                 | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30106894.87  | 0.21%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | MBGGR F 11/15/27 144A                                          | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15049607.05  | 0.11%             | 2027-11-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc. 0% CP 06/03/2026         | CUSIP: 01527MC68<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | ABS-APCP         | CORP              | US        | 103000000 | PA      | $102921946.60 | 0.72%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                       | GD 2.625 11/15/27                                              | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5039356.31   | 0.04%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                               | APH 5.05 04/05/27                                              | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  29290000 | PA      | $29664744.04  | 0.21%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 6 11/16/26 144A                                             | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50631215.00  | 0.36%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                    | COOPR 2025-CES2 A1A                                            | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  14179268 | PA      | $14344183.14  | 0.10%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                               | WY 4.75 05/15/26                                               | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |  13336000 | PA      | $13352903.58  | 0.09%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                        | Imperial Brands Finance Plc 0% CP 04/03/2026                   | CUSIP: 45262EC47<br>LEI: 2138008L3B3MCG1DFS50 | Long             | STIV             | CORP              | GB        |  30000000 | PA      | $29984007.00  | 0.21%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                       | NYLIFE F 04/02/27 144A                                         | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  55000000 | PA      | $55233317.11  | 0.39%             | 2027-04-02      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX 5.75 11/08/26                                              | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40392740.92  | 0.28%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                            | E.ON SE 0% CP 09/03/2026                                       | CUSIP: 26877KC99<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |   9000000 | PA      | $8990520.30   | 0.06%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 22 LTD/LLC                                                 | AGL 2022-22A A1R                                               | CUSIP: 00118XAS5<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |  50000000 | PA      | $49984050.00  | 0.35%             | 2037-01-21      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2017-1 LTD                                              | CANYC 2017-1A AR                                               | CUSIP: 13876GAJ7<br>LEI: 549300ZCQ7Q4BFIA1797 | Long             | ABS-CBDO         | CORP              | KY        |   4356466 | PA      | $4356859.23   | 0.03%             | 2030-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                        | Nutrien Ltd 0% CP 03/03/2026                                   | CUSIP: 67077VC30<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $9995741.00   | 0.07%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                   | MRSH F 11/08/27                                                | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $9137588.02   | 0.06%             | 2027-11-08      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                         | OKE 4.25 09/24/27                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  52942000 | PA      | $53187017.74  | 0.37%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                           | Agree LP 0% CP 19/03/2026                                      | CUSIP: 00852XCK0<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29931369.00  | 0.21%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                      | VW Credit, Inc. 0% CP 12/03/2026                               | CUSIP: 91842KCC8<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7489509.00   | 0.05%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                         | LNT 5.4 06/06/27 144A                                          | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |  10710000 | PA      | $10854711.97  | 0.08%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                   | Skandinaviska Enskilda Banken AB (publ) FRN CP 08/09/2026 USD  | CUSIP: 83050WSD7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |  30000000 | PA      | $30018147.00  | 0.21%             | 2026-09-08      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                       | MDLZ 2.625 03/17/27                                            | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  13909000 | PA      | $13736103.28  | 0.10%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                              | WSTP F 03/06/28 144A                                           | CUSIP: 9612E0DL8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25019447.50  | 0.18%             | 2028-03-06      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXI LTD                                              | BATLN 2021-21A AR                                              | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |  38000000 | PA      | $37997188.00  | 0.27%             | 2034-07-17      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                 | HNDA F 12/11/26 MTN                                            | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35046413.77  | 0.25%             | 2026-12-11      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                          | TD 4.109 10/13/28                                              | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  17500000 | PA      | $17581137.00  | 0.12%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                               | Howmet Aerospace Inc 0% CP 03/03/2026                          | CUSIP: 44320FC39<br>LEI: 549300HO5WFZUT5N2T22 | Long             | STIV             | CORP              | US        |  11500000 | PA      | $11495076.85  | 0.08%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                  | VTR 4 03/01/28                                                 | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |  19755000 | PA      | $19752109.19  | 0.14%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                      | OC 5.5 06/15/27                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   7976000 | PA      | $8122416.84   | 0.06%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                               | HWM 3.75 03/03/28                                              | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14383989.23  | 0.10%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-1                                  | VERUS 2026-1 A1                                                | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-O            | CORP              | US        |  13901328 | PA      | $13970213.10  | 0.10%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                      | Alimentation Couche-Tard Inc. 0% CP 05/03/2026                 | CUSIP: 01626VC50<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $24983857.50  | 0.18%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                              | Amrize Finance US LLC 0% CP 17/03/2026                         | CUSIP: 43475GCH1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | STIV             | CORP              | US        |   8500000 | PA      | $8483752.25   | 0.06%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                      | Alimentation Couche-Tard Inc. 0% CP 07/04/2026                 | CUSIP: 01626VD75<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  30000000 | PA      | $29873154.00  | 0.21%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                           | AXP F 02/09/29                                                 | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  24500000 | PA      | $24508182.69  | 0.17%             | 2029-02-09      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                      | JEF 4.3 02/11/27 MTN                                           | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30029357.70  | 0.21%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO III LTD                                               | WBOX 2021-3A A1R                                               | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |  16100000 | PA      | $16104145.75  | 0.11%             | 2035-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                       | NYLIFE F 06/11/27 144A                                         | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40086322.00  | 0.28%             | 2027-06-11      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                              | IBM 3.3 05/15/26                                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  26510000 | PA      | $26463490.29  | 0.19%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                       | T 4.125 11/15/27                                               | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $31359648.44  | 0.22%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                               | HWM 3.9 04/15/29                                               | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6206667.72   | 0.04%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                           | DTRGR 4.3 08/12/27 144A                                        | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11264457.12  | 0.08%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 5.05 03/27/28 144A                                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  16700000 | PA      | $16968051.70  | 0.12%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                          | TD F 10/13/28                                                  | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  17500000 | PA      | $17521001.75  | 0.12%             | 2028-10-13      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                             | MSC 2018-L1 ASB                                                | CUSIP: 61691QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1917237 | PA      | $1922130.69   | 0.01%             | 2051-10-17      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                        | Nutrien Ltd 0% CP 04/03/2026                                   | CUSIP: 67077VC48<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |  42000000 | PA      | $41977609.80  | 0.30%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk5 206                                                 | BANK 2017-BNK5 A4                                              | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19670044 | PA      | $19473229.39  | 0.14%             | 2060-06-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM6                          | BRAVO 2025-NQM6 A1                                             | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-O            | CORP              | US        |  15961718 | PA      | $16087772.70  | 0.11%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                          | MTN 2022-LPFL A                                                | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2229999.78   | 0.02%             | 2039-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NTT Finance Americas Inc.                                          | NTT Finance Americas Inc. 0% CP 18/03/2026                     | CUSIP: 67018DCJ7<br>LEI: 5493002G2563PEW0DU90 | Long             | STIV             | CORP              | US        |  60000000 | PA      | $59878692.00  | 0.42%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                        | Imperial Brands Finance Plc 0% CP 24/04/2026                   | CUSIP: 45262EDQ7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | STIV             | CORP              | GB        |  30000000 | PA      | $29820147.00  | 0.21%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-170292.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | ARE 3.8 04/15/26                                               | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3368336.27   | 0.02%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                             | Sempra 0% CP 13/03/2026                                        | CUSIP: 81686NCD0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | STIV             | CORP              | US        |  22000000 | PA      | $21967349.80  | 0.15%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Americas Inc.                                          | NTT Finance Americas Inc. 0% CP 19/03/2026                     | CUSIP: 67018DCK4<br>LEI: 5493002G2563PEW0DU90 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29936124.00  | 0.21%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                            | DBJPM 2016-C1 A4                                               | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330583 | PA      | $330049.23    | 0.00%             | 2049-05-12      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                              | Amrize Finance US LLC 0% CP 16/03/2026                         | CUSIP: 43475GCG3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | STIV             | CORP              | US        |  60000000 | PA      | $59891790.00  | 0.42%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                      | Alimentation Couche-Tard Inc. 0% CP 04/03/2026                 | CUSIP: 01626VC43<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  21000000 | PA      | $20988716.70  | 0.15%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                           | DE F 06/11/27 mtN                                              | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  11635000 | PA      | $11678234.88  | 0.08%             | 2027-06-11      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                             | PFE 4.45 05/19/28                                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $3042852.30   | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB NEW YORK BRANCH                                        | SWEDA F 09/16/26 YCD                                           | CUSIP: 87019WS89<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9000000 | PA      | $9006832.80   | 0.06%             | 2026-09-16      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                  | ERP Operating Limited Partnership 0% CP 23/03/2026             | CUSIP: 26885UCP1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29923335.00  | 0.21%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY XXV CLO LTD                                                 | GALXY 2018-25A A1RR                                            | CUSIP: 36319XBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  54000000 | PA      | $53984161.80  | 0.38%             | 2036-04-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                      | ONE Gas, Inc. 0% CP 12/03/2026                                 | CUSIP: 68236BCC0<br>LEI: 549300HXDWI0LATTX840 | Long             | STIV             | CORP              | US        |  16700000 | PA      | $16676761.95  | 0.12%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                | GP 4.4 06/30/28 144A                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6071039.10   | 0.04%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                              | GSMS 2016-GS4 A4                                               | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21277500 | PA      | $21170401.83  | 0.15%             | 2049-11-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust 2025-HE3                                  | JPMMT 2025-HE3 A1                                              | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |  15748012 | PA      | $15798195.03  | 0.11%             | 2056-03-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                            | E.ON SE 0% CP 12/05/2026                                       | CUSIP: 26877KEC0<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |  14000000 | PA      | $13889780.80  | 0.10%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO LTD 2021-21                                       | MP21 2021-3A A1R                                               | CUSIP: 56606KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49970215.00  | 0.35%             | 2034-10-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                        | American Honda Finance Corporation 0% CP 10/04/2026            | CUSIP: 02665KDA2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16923721.00  | 0.12%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                      | GOOGL 3.875 11/15/28                                           | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  17300000 | PA      | $17422769.87  | 0.12%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2020-1 Ltd.                                             | ICG 2020-1A ARR                                                | CUSIP: 449251AU1<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49994435.00  | 0.35%             | 2035-01-22      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Battalion Clo Xii Ltd                                              | BATLN 2018-12A ARR                                             | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   3999124 | PA      | $3997674.30   | 0.03%             | 2031-05-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                              | GSMS 2016-GS4 A3                                               | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4599766 | PA      | $4577008.69   | 0.03%             | 2049-11-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                  | NWG V1.642 06/14/27                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  52711000 | PA      | $52351236.88  | 0.37%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                | CGCMT 2017-C4 A3                                               | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6399989 | PA      | $6336488.69   | 0.04%             | 2050-10-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                          | TD 4.574 06/02/28 MTN                                          | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  22500000 | PA      | $22810297.50  | 0.16%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                       | CARGIL 4.625 02/11/28 144A                                     | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  45700000 | PA      | $46456343.60  | 0.33%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                               | LSELN 4.875 03/28/27 144A                                      | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   7140000 | PA      | $7204226.44   | 0.05%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 4.95 03/25/27 144A                                          | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8360004.85   | 0.06%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                     | WFCM 2016-C35 A3                                               | CUSIP: 95000FAS5<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-O            | CORP              | US        |   1241406 | PA      | $1237829.05   | 0.01%             | 2048-07-17      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                               | JPM V5.04 01/23/28                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  36355000 | PA      | $36661345.47  | 0.26%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NATIXIS SA NEW YORK BRANCH                                         | KNFP F 10/09/26 YCD                                            | CUSIP: 63873TGF9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | US        |  65000000 | PA      | $65053846.00  | 0.46%             | 2026-10-09      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CD 2017 Cd3 Mortgage Trust                                         | CD 2017-CD3 A3                                                 | CUSIP: 12515GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5090102 | PA      | $5060618.70   | 0.04%             | 2050-02-11      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                      | VW Credit, Inc. 0% CP 19/03/2026                               | CUSIP: 91842KCK0<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29935959.00  | 0.21%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                | CGCMT 2016-C3 A4                                               | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15933135 | PA      | $15793685.02  | 0.11%             | 2049-11-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                  | Suncor Energy Inc. 0% CP 19/03/2026                            | CUSIP: 86723BCK4<br>LEI: 894500XO86FKXQGPYV71 | Long             | STIV             | CORP              | CA        | 106200000 | PA      | $105973974.54 | 0.75%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                             | ROP 4.25 09/15/28                                              | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10039066.53  | 0.07%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                    | BANK 2018-BN13 A4                                              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-O            | CORP              | US        |  12284044 | PA      | $12229808.22  | 0.09%             | 2061-08-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER CO                                       | Virginia Electric and Power Company 0% CP 03/03/2026           | CUSIP: 92780KC30<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | STIV             | CORP              | US        |  36100000 | PA      | $36084856.05  | 0.25%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA NEW YORK BRANCH   | ACAFP F 10/26/26 YCD                                           | CUSIP: 22532XF94<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50057665.00  | 0.35%             | 2026-10-26      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                   | AMZN 3.9 11/20/28                                              | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30166365.20  | 0.21%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                 | Bank of America, N.A. FRN 27/04/2026 USD (SEC REGD)            | CUSIP: 06054RAE2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25008660.25  | 0.18%             | 2026-04-27      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Natixis New York Branch                                            | KNFP F 10/29/26 YCD                                            | CUSIP: 63873Q6M1<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |  10000000 | PA      | $10025616.00  | 0.07%             | 2026-10-29      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP CLO 2013-1 LTD                            | SARAT 2013-1A A1R4                                             | CUSIP: 80349BCD7<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-CBDO         | CORP              | KY        |   8773626 | PA      | $8777127.51   | 0.06%             | 2033-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | Glencore Funding LLC 0% CP 12/03/2026                          | CUSIP: 37790BCC3<br>LEI: 213800STG1QDNBY87K49 | Long             | ABS-APCP         | CORP              | US        |   5650000 | PA      | $5642057.23   | 0.04%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                           | WELF 2021-1A A1R                                               | CUSIP: 94950CAL0<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-O            | NUSS              | KY        |  25000000 | PA      | $25002545.00  | 0.18%             | 2034-04-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust 2014-C24                | JPMBB 2014-C24 A5                                              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716764 | PA      | $706192.25    | 0.00%             | 2047-11-18      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                      | JEF 4.5 09/15/26 MTN                                           | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  46000000 | PA      | $45937476.47  | 0.32%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barings Issuer LLC                                                 | Barings 2026-SBP Issuer LLC                                    | CUSIP: 06764UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14016682.40  | 0.10%             | 2059-02-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                    | SBUX 4.85 02/08/27                                             | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  34375000 | PA      | $34656315.62  | 0.24%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | CRBG 4.65 08/20/27 144A                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25207276.26  | 0.18%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2013-2 Ltd                                                | INGIM 2013-2A A1R                                              | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     48773 | PA      | $48772.42     | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| KKR CLO 40 LTD                                                     | KKR 40A AR                                                     | CUSIP: 48254UAE5<br>LEI: 254900VNK6ZR909DTL30 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15017362.50  | 0.11%             | 2034-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM7                          | BRAVO 2025-NQM7 A1                                             | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |   6205405 | PA      | $6269025.26   | 0.04%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-2 L                                | EFF 2023-2 A2                                                  | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1654647 | PA      | $1662341.80   | 0.01%             | 2030-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR F 03/19/27 144A                                         | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  16670000 | PA      | $16743343.70  | 0.12%             | 2027-03-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                          | TOYOTA F 08/07/26                                              | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6015713.32   | 0.04%             | 2026-08-07      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 TRUST                                               | OBX 2025-NQM21 A1                                              | CUSIP: 67448BAF1<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-O            | CORP              | US        |   5835003 | PA      | $5869319.15   | 0.04%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-CES3                          | BRAVO 2025-CES3 A1A                                            | CUSIP: 10570AAB2<br>LEI: 254900E8SFNM64X0JQ70 | Long             | ABS-O            | CORP              | US        |  10857890 | PA      | $10946645.30  | 0.08%             | 2055-12-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                        | Phillips 66 0% CP 27/03/2026                                   | CUSIP: 71855BCT7<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  17500000 | PA      | $17447447.50  | 0.12%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NEW YORK BRANCH                               | RY F 12/07/26 YCD                                              | CUSIP: 78015JUL9<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25017335.00  | 0.18%             | 2026-12-07      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-West                                                     | CSMC 2019-RPL1 A1A                                             | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2777639 | PA      | $2743046.92   | 0.02%             | 2058-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2019-1 Ltd / Llc                                | ROCKT 2019-1A AR2                                              | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49996925.00  | 0.35%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1           | MSRM 2026-NQM1 A1                                              | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7132395 | PA      | $7140403.59   | 0.05%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                   | MRK F 03/15/29                                                 | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12815146.00  | 0.09%             | 2029-03-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Sempra                                                             | Sempra 0% CP 16/03/2026                                        | CUSIP: 81686NCG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2495479.50   | 0.02%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                           | RABOBK 3.957 10/17/28                                          | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22623036.75  | 0.16%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                               | KDP F 03/15/27                                                 | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $26025525.06  | 0.18%             | 2027-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                      | ONE Gas, Inc. 0% CP 06/03/2026                                 | CUSIP: 68236BC63<br>LEI: 549300HXDWI0LATTX840 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6495159.45   | 0.05%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                          | TD 2.8 03/10/27 MTN                                            | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $24724555.00  | 0.17%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | CRBG 4.25 08/21/28 144A                                        | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  18200000 | PA      | $18217979.76  | 0.13%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                          | COMM 2018-COR3 A2                                              | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1589909 | PA      | $1579114.22   | 0.01%             | 2051-05-12      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                   | PFG 5 01/16/27 144A                                            | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   7714000 | PA      | $7784858.96   | 0.05%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                        | Phillips 66 0% CP 26/03/2026                                   | CUSIP: 71855BCS9<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9971039.00   | 0.07%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd/Llc                                   | MDPK 2020-45A ARR                                              | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $16991656.40  | 0.12%             | 2034-07-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                          | BNS F 12/04/26 YCD                                             | CUSIP: 06418NKW1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  50000000 | PA      | $50028850.00  | 0.35%             | 2026-12-04      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO 2023-II LTD                                           | NWML 2025-7A A1                                                | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49953150.00  | 0.35%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                               | APH 3.9 11/15/28                                               | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12831352.26  | 0.09%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                     | PGIM AAA CLO ETF - Old IO fund                                 | CUSIP: 69344A834<br>LEI: 549300OXS91LYTDQF355 | Long             | EC               | RF                | US        |   4500000 | NS      | $231615000.00 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-3 L                                | EFF 2023-3 A2                                                  | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5054523 | PA      | $5113355.62   | 0.04%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                  | JNJ 4.55 03/01/28                                              | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $20164540.54  | 0.14%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | MBGGR F 04/01/27 144A                                          | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15062356.04  | 0.11%             | 2027-04-01      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                | Bofa Securities Inc FRN CP 28/05/2026 USD                      | CUSIP: 06054CLE3<br>LEI: 549300HN4UKV1E2R3U73 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $35013363.00  | 0.25%             | 2026-05-28      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                      | VW Credit, Inc. 0% CP 24/03/2026                               | CUSIP: 91842KCQ7<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4488022.80   | 0.03%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TR 20-1NYP                                      | ONYP 2020-1NYP A                                               | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16433446 | PA      | $16032963.17  | 0.11%             | 2036-01-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA NEW YORK BRANCH                                | Intesa Sanpaolo S.p.A. 4.27% CP 30/06/2026                     | CUSIP: 46115K6B1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | US        | 102500000 | PA      | $102601782.50 | 0.72%             | 2026-06-30      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                           | RABOBK F 10/17/28                                              | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22550386.50  | 0.16%             | 2028-10-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                          | TOYOTA 4.45 05/18/26                                           | CUSIP: 89236TKT1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15017935.33  | 0.11%             | 2026-05-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                 | BFCM F 01/23/27 144A                                           | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10890000 | PA      | $10962711.44  | 0.08%             | 2027-01-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Cabot Corporation                                                  | Cabot Corporation 0% CP 12/03/2026                             | CUSIP: 12705XCC2<br>LEI: K05C0SER542GQ6VLRO68 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16976546.80  | 0.12%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2021-13 Ltd.                                         | AWPT 2021-13A A1R                                              | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |  62500000 | PA      | $62459925.00  | 0.44%             | 2034-07-17      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                | BMW 4.15 08/11/27 144A                                         | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16070249.60  | 0.11%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                             | BX 2021-XL2 A                                                  | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3477411 | PA      | $3476324.39   | 0.02%             | 2038-10-15      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                   | MS F 10/15/27                                                  | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  30420000 | PA      | $30495349.48  | 0.21%             | 2027-10-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD                                             | Jefferson Mill CLO Ltd                                         | CUSIP: 47421MBJ1<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |   4427042 | PA      | $4427027.60   | 0.03%             | 2031-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                          | TD F 06/02/28 MTN                                              | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $7543560.00   | 0.05%             | 2028-06-02      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                            | UDR Inc 0% CP 03/03/2026                                       | CUSIP: 90352QC39<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14993715.00  | 0.11%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd. / Octagon 64 LLC                                   | OCT64 2022-1A A1R                                              | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  50000000 | PA      | $50110040.00  | 0.35%             | 2035-07-21      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                  | BMARK 2018-B5 A2                                               | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521933 | PA      | $519686.96    | 0.00%             | 2051-07-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                    | WEA Finance LLC 0% CP 13/03/2026                               | CUSIP: 92944DCD7<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24962205.00  | 0.18%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                  | HSY 4.55 02/24/28                                              | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12202407.62  | 0.09%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE NEW YORK BRANCH                 | CM F 08/03/26 Ycd                                              | CUSIP: 13606DLT7<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $35040736.50  | 0.25%             | 2026-08-03      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM2 MORTGAGE TRSUT                                     | CROSS 2026-NQM2 A1                                             | CUSIP: 227924AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10007976.00  | 0.07%             | 2061-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                | OBX 2026-NQM2 A1                                               | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |   5850128 | PA      | $5865731.48   | 0.04%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-LBA6                                                 | BX 2022-LBA6 A                                                 | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  83514000 | PA      | $83559615.35  | 0.59%             | 2039-01-18      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                     | WFCM 2017-C40 A3                                               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10800000 | PA      | $10671913.08  | 0.08%             | 2050-10-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 TRUST                                               | GCAT 2025-NQM7 A1                                              | CUSIP: 36831RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19025763 | PA      | $19111915.73  | 0.13%             | 2070-11-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                   | (PIPA070) PGIM Core Government Money Market Fund               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 112226341 | NS      | $112226340.77 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NJ TRUST 2023-GSP                                                  | NJ 2023-GSP A                                                  | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5630000 | PA      | $5934298.12   | 0.04%             | 2029-01-06      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2014-4 LTD                                        | BLUEM 2021-32A AR                                              | CUSIP: 09631EAJ6<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14987257.50  | 0.11%             | 2034-10-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                              | Amrize Finance US LLC 0% CP 18/03/2026                         | CUSIP: 43475GCJ7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39919208.00  | 0.28%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3094838.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-2                                   | TPMT 2018-2 A1                                                 | CUSIP: 89175VAA1<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-O            | CORP              | US        |   1459742 | PA      | $1448784.30   | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER CORP                                                         | Bayer Corporation 0% CP 20/07/2026                             | CUSIP: 07273MGL4<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |  31000000 | PA      | $30529978.00  | 0.21%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                | CGCMT 2016-P5 A3                                               | CUSIP: 17325DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3128853 | PA      | $3107708.08   | 0.02%             | 2049-10-13      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                     | BANK 2019-BN18 A3                                              | CUSIP: 065402BB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10700000 | PA      | $10443834.51  | 0.07%             | 2062-05-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2024-HE2                                 | JPMMT 2024-HE2 A1                                              | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |   4579140 | PA      | $4584791.08   | 0.03%             | 2054-10-20      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                       | NAB F 03/06/28 144A                                            | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25009697.50  | 0.18%             | 2028-03-06      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Jamestown Clo XIV Ltd / Corp                                       | JTWN 2019-14A A1RR                                             | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40030220.00  | 0.28%             | 2034-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTLI F 09/11/28 144A                                         | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50087304.53  | 0.35%             | 2028-09-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                    | HD 4.875 06/25/27                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  21700000 | PA      | $22025116.36  | 0.16%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE                                 | 3650R 2021-PF1 A1                                              | CUSIP: 88581EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1251106 | PA      | $1237133.81   | 0.01%             | 2054-11-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                  | MCHP 4.9 03/15/28                                              | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16264561.92  | 0.11%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                 | ABNANV 4.718 01/22/27 144A                                     | CUSIP: 00084DBG4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  93000000 | PA      | $93764162.40  | 0.66%             | 2027-01-22      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                  | BMARK 2018-B5 A3                                               | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7100000 | PA      | $7075478.73   | 0.05%             | 2051-07-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-3 LLC                                              | CLVR 2021-3A AR                                                | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15991368.00  | 0.11%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                        | CGCMT 2016-C1 A3                                               | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84597 | PA      | $84491.13     | 0.00%             | 2049-05-12      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| PPG Industries, Inc.                                               | PPG Industries, Inc. 0% CP 27/03/2026                          | CUSIP: 69350BCT1<br>LEI: 549300BKPEP01R3V6C59 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19940408.00  | 0.14%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                | CMCSA 2.35 01/15/27                                            | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  55609000 | PA      | $54910365.90  | 0.39%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml T                                                 | WFCM 2016-NXS6 A4                                              | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |   2390000 | PA      | $2374760.40   | 0.02%             | 2049-11-18      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                                            | Regatta VII Funding Ltd                                        | CUSIP: 75888ABQ8<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49982025.00  | 0.35%             | 2034-06-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1                  | PAIA 2017-1A A1R2                                              | CUSIP: 70017KAY5<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50033225.00  | 0.35%             | 2034-02-14      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ROMARK WM-R LTD                                                    | RMRK 2018-1A A1                                                | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    251293 | PA      | $251424.43    | 0.00%             | 2031-04-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                    | COOPR 2025-CES4 A1A                                            | CUSIP: 12636SAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |   9878957 | PA      | $9948810.33   | 0.07%             | 2060-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2017-C33 A4                                              | CUSIP: 61767CAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $16856902.50  | 0.12%             | 2050-05-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                     | WFCM 2017-C41 A3                                               | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $803871.01    | 0.01%             | 2050-11-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                   | MRK 3.85 03/15/29                                              | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  17100000 | PA      | $17158522.60  | 0.12%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                     | DGX 4.6 12/15/27                                               | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7492472.04   | 0.05%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                               | APH 3.8 11/15/27                                               | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  25600000 | PA      | $25624412.34  | 0.18%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | AESOP 2023-3A A                                                | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20203542.00  | 0.14%             | 2028-02-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FIN 2021-1                                        | EFF 2023-1 A2                                                  | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52286 | PA      | $52341.39     | 0.00%             | 2029-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                       | EFX 3.25 06/01/26                                              | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7579413.10   | 0.05%             | 2026-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO 11 LTD                                                     | KKR 11 AR                                                      | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |     70551 | PA      | $70586.59     | 0.00%             | 2031-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN 2024-2                                          | PSTAT 2024-2A A1N                                              | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17502157 | PA      | $17494165.22  | 0.12%             | 2033-01-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-VII LTD                                          | CIFC 2021-7A AR                                                | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49986110.00  | 0.35%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-LBA AJV                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9982231 | PA      | $9976076.95   | 0.07%             | 2036-02-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX CML MTG TR 2021-CIP                                             | BX 2021-CIP A                                                  | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  69632764 | PA      | $69611003.44  | 0.49%             | 2038-12-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2016-1 Ltd / Canyon CLO 2016-1 LLC                      | CANYC 2016-1A AR                                               | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4814153 | PA      | $4820509.82   | 0.03%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM F 07/15/27                                                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30065732.14  | 0.21%             | 2027-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTLI F 04/10/26 144A                                         | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10002669.03  | 0.07%             | 2026-04-10      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $569643.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                            | E.ON SE 0% CP 19/05/2026                                       | CUSIP: 26877KEK2<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |  50000000 | PA      | $49569125.00  | 0.35%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                              | LOW 4 10/15/28                                                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  37450000 | PA      | $37548832.14  | 0.26%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA NEW YORK BRANCH   | ACAFP F 06/07/27 YCD                                           | CUSIP: 22532XYG7<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10053313.90  | 0.07%             | 2027-06-07      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | Glencore Funding LLC 0% CP 18/03/2026                          | CUSIP: 37790BCJ8<br>LEI: 213800STG1QDNBY87K49 | Long             | ABS-APCP         | CORP              | US        |  52000000 | PA      | $51892812.40  | 0.37%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                           | DTRGR F 01/13/28 144A                                          | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  16600000 | PA      | $16626960.06  | 0.12%             | 2028-01-13      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                    | SBUX 4.5 05/15/28                                              | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30345913.66  | 0.21%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTLI 4.335 09/13/27 144A                                     | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20150589.74  | 0.14%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-RISE A                                                 | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32207039 | PA      | $32201634.34  | 0.23%             | 2036-11-17      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TRUST                                                | OBX 2025-NQM23 A1                                              | CUSIP: 67123BAF3<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |  10607674 | PA      | $10655013.10  | 0.08%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd                                                          | RRAM 2021-17A A1AR                                             | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $39986252.00  | 0.28%             | 2034-07-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5823472.99  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO 2019-11 LTD                                           | TRNTS 2019-11A A1RR                                            | CUSIP: 89641HBC3<br>LEI: 549300T8V1JZG1WFK175 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50066175.00  | 0.35%             | 2034-07-17      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                            | Essential Utilities Inc 0% CP 05/03/2026                       | CUSIP: 29670KC50<br>LEI: 549300ILTEOF3E3QY357 | Long             | STIV             | CORP              | US        | 101500000 | PA      | $101435983.95 | 0.71%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NextEra Energy Capital Holdings Inc 0% CP 25/03/2026           | CUSIP: 65339NCR3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |  10550000 | PA      | $10520801.82  | 0.07%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                                                       | VOYA 2016-1A A1R                                               | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    134743 | PA      | $134835.79    | 0.00%             | 2031-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 4.45 09/11/27 144A                                          | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12555643.75  | 0.09%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                | CSCO 2.95 02/28/26                                             | CUSIP: 17275RBC5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  19573000 | PA      | $19573000.00  | 0.14%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                              | LOW 3.95 10/15/27                                              | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25079352.93  | 0.18%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sempra                                                             | Sempra 0% CP 18/03/2026                                        | CUSIP: 81686NCJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | STIV             | CORP              | US        |  10500000 | PA      | $10478736.45  | 0.07%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-13                                   | AOMT 2025-13 A1                                                | CUSIP: 034952AC5<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-O            | CORP              | US        |   8988628 | PA      | $9015332.46   | 0.06%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                 | NSCCLF 4.35 05/20/27 144A                                      | CUSIP: 637639AN5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  29250000 | PA      | $29458159.58  | 0.21%             | 2027-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                          | IRS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22636.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                         | OKE 4 07/13/27                                                 | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   6210000 | PA      | $6214766.11   | 0.04%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE NEW YORK BRANCH                 | CM F 05/08/26 YCD                                              | CUSIP: 13606DHZ8<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | US        |  17500000 | PA      | $17512243.00  | 0.12%             | 2026-05-08      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                    | NDAFH F 03/19/27 144A                                          | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5556000 | PA      | $5573056.92   | 0.04%             | 2027-03-19      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                    | WFCM 2016-BNK1 A2                                              | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-O            | CORP              | US        |   6217851 | PA      | $6184903.22   | 0.04%             | 2049-08-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                | CGCMT 2016-P4 A2                                               | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316178 | PA      | $315763.08    | 0.00%             | 2049-07-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                | FTV 3.15 06/15/26                                              | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24915153.63  | 0.18%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc. 0% CP 13/03/2026         | CUSIP: 01527MCD3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | ABS-APCP         | CORP              | US        |   6480000 | PA      | $6470162.06   | 0.05%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                    | NDAFH F 03/17/28 144A                                          | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  20000000 | PA      | $20082522.00  | 0.14%             | 2028-03-17      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| American Express Company                                           | AXP V5.645 04/23/27                                            | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  34206000 | PA      | $34281587.24  | 0.24%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                 | MET 4.15 08/25/28 144A                                         | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15106067.22  | 0.11%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** PGIM ETF Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer