# EDGAR Filing Document

**Accession Number:** 0001727074
**File Stem:** 0000940400-25-005654
**Filing Date:** 2025-10
**Character Count:** 247341
**Document Hash:** e8568604ad9b91ba0e8330e2fa60afbc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-005654.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0000940400-25-005654

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20250831

**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:** 251430277

**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:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-29

**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:** $12511544157.42

**Total Liabilities:** $116543791.18

**Net Assets:** $12395000366.24

**Delayed Delivery Securities:** $50000000.00

**Cash Not Reported:** $93940613.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 58919.01204000 | **1-Year:** 631624.47344000 | **5-Year:** 630161.44103000 | **10-Year:** 6283.67335000 | **30-Year:** 246.51459000

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

- **3-Month:** 0.00000000 | **1-Year:** 3084.96581000 | **5-Year:** 8814.61301000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000199488 | 0.44%                | 0.42%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $805914.04               | $13517167.03                               |
| Month 2  | $715836.85               | $-8664102.44                               |
| Month 3  | $1590771.27              | $18450300.78                               |

**Designated Index Information**

- **Index Name:** PGIM Ultra Short Bond ETF - ExDerivatives

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $-1401.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1044172.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                  | Nordea Bank Abp                                                    | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5556000 | PA      | $5573384.17   | 0.04%             | 2027-03-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-BNK1                    | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  15238285 | PA      | $14999027.29  | 0.12%             | 2049-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P4                        | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3634845 | PA      | $3595576.65   | 0.03%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LT 09/12/2025                        | VENTAS RLTY LT 09/12/2025                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34938613.50  | 0.28%             | 2025-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                   | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13266488.30  | 0.11%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                       | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24746327.00  | 0.20%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                  | Nordea Bank Abp                                                    | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  20000000 | PA      | $20062000.00  | 0.16%             | 2028-03-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION 0 9/25                              | ALIMENTATION 0 9/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19984742.00  | 0.16%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  34206000 | PA      | $34482504.89  | 0.28%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                 | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15044789.40  | 0.12%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-371807.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                         | Principal Life Global Funding II                                   | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25204666.25  | 0.20%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                     | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32019097.28  | 0.26%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  19000000 | PA      | $19296618.50  | 0.16%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                 | GREYWOLF CLO VII Ltd                                               | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |   2742491 | PA      | $2746228.31   | 0.02%             | 2031-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                           | Skandinaviska Enskilda Banken AB                                   | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  13500000 | PA      | $13528026.00  | 0.11%             | 2028-06-02      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                              | Nestle Holdings Inc                                                | CUSIP: 641062BK9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20100170.80  | 0.16%             | 2026-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 09/09/2025                        | ENBRIDGE U S I 09/09/2025                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29958657.00  | 0.24%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                 | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  29800000 | PA      | $30252003.42  | 0.24%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XVII Ltd                                    | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  42500000 | PA      | $42517293.25  | 0.34%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                           | Commonwealth Bank of Australia                                     | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  20700000 | PA      | $20779051.23  | 0.17%             | 2028-03-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1028489.10  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                  | Nordea Bank Abp                                                    | CUSIP: 65558RAL3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  24750000 | PA      | $25012174.28  | 0.20%             | 2028-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                      | Cargill Inc                                                        | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14003761.38  | 0.11%             | 2025-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                              | Silver Rock CLO II Ltd                                             | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  41750000 | PA      | $41766800.20  | 0.34%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2017-IV Ltd                                           | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |   7852150 | PA      | $7857388.10   | 0.06%             | 2030-10-24      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION CO 0 9/25                           | ALIMENTATION CO 0 9/25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7994917.60   | 0.06%             | 2025-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 34 Ltd                                                         | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40069988.00  | 0.32%             | 2034-10-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2021-SJ1                                 | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4433298 | PA      | $4272504.82   | 0.03%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                             | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10088235.90  | 0.08%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1      | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9620000 | PA      | $9538205.95   | 0.08%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK8                                                     | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17699319 | PA      | $17422300.00  | 0.14%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $261634.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                              | BOFA SECURITIES INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24998555.00  | 0.20%             | 2026-08-05      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                        | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   7250000 | PA      | $7265290.98   | 0.06%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                     | Stryker Corp                                                       | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30233758.80  | 0.24%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXIV Ltd                                      | CUSIP: 55820NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2132185 | PA      | $2133086.99   | 0.02%             | 2029-10-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                           | Skandinaviska Enskilda Banken AB                                   | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  35000000 | PA      | $35339447.50  | 0.29%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2018-5                                   | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2511724 | PA      | $2482695.13   | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                   | OneMain Direct Auto Receivables Trust 2023-1                       | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17100000 | PA      | $17248831.56  | 0.14%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | JP MORGAN SECURITIES LLC                                           | CUSIP: 46656HFW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17003642.59  | 0.14%             | 2026-01-27      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                | CUSIP: 17291LZD0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40080736.00  | 0.32%             | 2026-05-26      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital XII-B Ltd                                       | CUSIP: 66858CAN7<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |  10038690 | PA      | $10049956.44  | 0.08%             | 2031-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-67458.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | SOUND POINT CLO VII-R Ltd                                          | CUSIP: 83610HAL4<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |   4138590 | PA      | $4139451.43   | 0.03%             | 2031-10-23      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                        | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9759111.67   | 0.08%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                            | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40108658.40  | 0.32%             | 2027-06-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                        | CUSIP: 713448FV5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50071259.50  | 0.40%             | 2025-11-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                             | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14978525.40  | 0.12%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC 09/23/2025                         | VW CREDIT INC 09/23/2025                                           | CUSIP: 91842JWP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13640000 | PA      | $13597312.26  | 0.11%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                         | Commonwealth Bank of Australia/New York NY                         | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  17400000 | PA      | $17620358.82  | 0.14%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2016-C7 Commercial Mortgage Trust                            | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   5381937 | PA      | $5338623.82   | 0.04%             | 2049-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                    | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30045592.20  | 0.24%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33        | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17840000 | PA      | $17607063.12  | 0.14%             | 2050-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3281896.65  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                          | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10560000 | PA      | $10566730.52  | 0.09%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2015-GC31                      | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604627 | PA      | $1576079.15   | 0.01%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                 | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  18900000 | PA      | $19048009.68  | 0.15%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                     | Stryker Corp                                                       | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22845803.40  | 0.18%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES3                                      | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7029999 | PA      | $7142975.57   | 0.06%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                          | TCW CLO 2020-1 Ltd                                                 | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25010015.00  | 0.20%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                        | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  14286000 | PA      | $14302491.76  | 0.12%             | 2025-12-10      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 39 Ltd                                                         | CUSIP: 50204NAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  50000000 | PA      | $50129790.00  | 0.40%             | 2034-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                            | Molson Coors Beverage Co                                           | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6919501.61   | 0.06%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS7                              | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32020000 | PA      | $31299633.25  | 0.25%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-246380.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-NXS5                    | CUSIP: 95000CBA0<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   4920000 | PA      | $4901833.88   | 0.04%             | 2059-01-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS3                              | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18160505 | PA      | $17912031.07  | 0.14%             | 2049-10-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                    | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  33900000 | PA      | $34165821.43  | 0.28%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-C38                     | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10507159 | PA      | $10334290.59  | 0.08%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                       | Intuit Inc                                                         | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50520701.50  | 0.41%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                             | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5752765.69   | 0.05%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                           | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10007653.30  | 0.08%             | 2026-04-10      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RFK5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $35018711.00  | 0.28%             | 2027-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                            | Sixth Street CLO VIII Ltd                                          | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  46500000 | PA      | $46558817.85  | 0.38%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                      | Balboa Bay Loan Funding 2021-2 Ltd                                 | CUSIP: 05766GAL1<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-CBDO         | CORP              | KY        |  24070000 | PA      | $24082420.12  | 0.19%             | 2035-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $779403.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                         | Svenska Handelsbanken/New York NY                                  | CUSIP: 86959TNB8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  24500000 | PA      | $24524147.20  | 0.20%             | 2026-04-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                            | Mountain View CLO 2013-1 Ltd                                       | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4004686 | PA      | $4008746.47   | 0.03%             | 2030-10-12      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 0.00 9/25                               | PHILLIPS 0.00 9/25                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36000000 | PA      | $35913639.60  | 0.29%             | 2025-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                        | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $26324793.04  | 0.21%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  23606000 | PA      | $23824340.39  | 0.19%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                            | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7595183.48   | 0.06%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                          | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  33600000 | PA      | $33771017.28  | 0.27%             | 2027-01-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                               | Pacific Life Global Funding II                                     | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35162563.10  | 0.28%             | 2028-07-10      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9531414.66   | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $12125760.00  | 0.10%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-65385.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP NY                          | Westpac Banking Corp/NY                                            | CUSIP: 96130AC30<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25007325.00  | 0.20%             | 2026-07-02      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS6                              | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5210629 | PA      | $5146522.97   | 0.04%             | 2050-05-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                     | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23732635.20  | 0.19%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                          | Astrazeneca Finance LLC                                            | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25290602.50  | 0.20%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION 0 10/25                             | ALIMENTATION 0 10/25                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  30000000 | PA      | $29874546.00  | 0.24%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2015-VII-R CLO Ltd                                      | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |  22462954 | PA      | $22479352.31  | 0.18%             | 2031-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                       | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9980671.00   | 0.08%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                        | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $20061442.00  | 0.16%             | 2027-10-26      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13011848.20  | 0.10%             | 2026-01-09      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 0 9/25                                  | PHILLIPS 0 9/25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  80000000 | PA      | $79959720.00  | 0.65%             | 2025-09-02      | 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      | $-304776.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS NY                                   | BNP PARIBAS NY                                                     | CUSIP: 05593DES8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26700000 | PA      | $26731324.44  | 0.22%             | 2026-02-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10063633.00  | 0.08%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL E 0 09/25                        | ALEXANDRIA REAL E 0 09/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14973364.50  | 0.12%             | 2025-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                  | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  43400000 | PA      | $43998902.21  | 0.35%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                         | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4918870.65   | 0.04%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                   | JPMDB Commercial Mortgage Securities Trust 2018-C8                 | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4277448 | PA      | $4252201.80   | 0.03%             | 2051-06-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                   | Benefit Street Partners CLO XXIII Ltd                              | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40036328.00  | 0.32%             | 2034-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS2                              | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14962000 | PA      | $14817618.20  | 0.12%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                            | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   9070000 | PA      | $9151776.93   | 0.07%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                              | Cbam 2018-7 Ltd                                                    | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |   4372054 | PA      | $4374066.91   | 0.04%             | 2031-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $1398.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10017.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                               | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20138394.00  | 0.16%             | 2027-01-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | BNP PARIBAS SA                                                     | CUSIP: 09660EYK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17825428.80  | 0.14%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                   | DBJPM 2016-C3 Mortgage Trust                                       | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6895141 | PA      | $6807332.43   | 0.05%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK4                                                     | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27747325 | PA      | $27393075.06  | 0.22%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $20331770.00  | 0.16%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                         | Bank of Montreal/Chicago IL                                        | CUSIP: 06370B3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  17000000 | PA      | $17004560.93  | 0.14%             | 2026-08-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2      | CUSIP: 46590MAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179468 | PA      | $179105.51    | 0.00%             | 2049-08-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXII Ltd                                          | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5420123 | PA      | $5419699.14   | 0.04%             | 2031-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C36                     | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |  12384973 | PA      | $12194368.36  | 0.10%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                         | Air Products and Chemicals Inc                                     | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $28227350.48  | 0.23%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $406058.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO II Ltd                                                  | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  44204791 | PA      | $44208482.42  | 0.36%             | 2032-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31        | CUSIP: 61766RAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6940763 | PA      | $6846793.16   | 0.06%             | 2049-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 29 Ltd                                           | CUSIP: 197363BJ2<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50085145.00  | 0.40%             | 2034-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE26 Mortgage Trust                                    | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3363316 | PA      | $3354628.85   | 0.03%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2023-5YR1                                                    | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3193000 | PA      | $3328515.71   | 0.03%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                            | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9170000 | PA      | $9190980.13   | 0.07%             | 2027-09-24      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | Cadence Design Systems Inc                                         | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6322091.64   | 0.05%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ANZ BANK                                         | AUSTRALIA & NEW ZEALAND B                                          | CUSIP: 05253AXT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41500000 | PA      | $41209558.10  | 0.33%             | 2025-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                          | Bayer US Finance II LLC                                            | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  32500000 | PA      | $32432455.25  | 0.26%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences Inc                                                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9966477.60   | 0.08%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $157910.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17635554.30  | 0.14%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                               | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40182147.60  | 0.32%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                          | Highbridge Loan Management 5-2015 Ltd                              | CUSIP: 44331DAQ2<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |  21096443 | PA      | $21100398.45  | 0.17%             | 2030-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40480310.80  | 0.33%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                   | DBJPM 2016-C3 Mortgage Trust                                       | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8353000 | PA      | $8225461.38   | 0.07%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2022-3 Ltd                              | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6231630 | PA      | $6231630.65   | 0.05%             | 2031-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2017-P7                        | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8184617 | PA      | $8080870.03   | 0.07%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                         | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14844760.65  | 0.12%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                   | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 | CUSIP: 06054MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21000000 | PA      | $20789838.30  | 0.17%             | 2049-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                            | CUSIP: 05571BXA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47000000 | PA      | $46765423.00  | 0.38%             | 2025-10-10      | 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      | $-301790.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XII                                                     | CUSIP: 03764DAM3<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   4945954 | PA      | $4947776.88   | 0.04%             | 2031-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                      | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12043451.40  | 0.10%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                     | DNB Bank ASA                                                       | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  25000000 | PA      | $25030670.00  | 0.20%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                            | CUSIP: 110122ED6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9276569.98   | 0.07%             | 2026-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2023-V2 Mortgage Trust                                   | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16856995 | PA      | $17458715.55  | 0.14%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                          | Cooperatieve Rabobank UA/NY                                        | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  28500000 | PA      | $28535416.95  | 0.23%             | 2026-01-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  14625000 | PA      | $14815138.46  | 0.12%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                             | ING US FUNDING LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9999515.00   | 0.08%             | 2026-08-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                          | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  13500000 | PA      | $13525691.45  | 0.11%             | 2026-03-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                            | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5050265.60   | 0.04%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $21757.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2022-3 LLC                              | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97975 | PA      | $97945.48     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                              | Nestle Holdings Inc                                                | CUSIP: 641062BA1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $11723125.06  | 0.09%             | 2025-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                   | CQS US CLO 2021-1 Ltd                                              | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |  11225000 | PA      | $11250593.00  | 0.09%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                            | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24062400.00  | 0.19%             | 2027-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2018-GS9                              | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12005000 | PA      | $11874864.60  | 0.10%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30180381.90  | 0.24%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY                         | Toronto-Dominion Bank/NY                                           | CUSIP: 89115D5Q5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  27000000 | PA      | $27032443.20  | 0.22%             | 2026-04-23      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                        | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  44000000 | PA      | $44033097.24  | 0.36%             | 2026-05-11      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                   | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1414391 | PA      | $1405919.31   | 0.01%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                        | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9845671.28   | 0.08%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5982922.99  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                            | CUSIP: 05571BYD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9514029.12   | 0.08%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                  | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  24828000 | PA      | $25149401.94  | 0.20%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                               | Pacific Life Global Funding II                                     | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30031929.30  | 0.24%             | 2027-02-04      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11062020.53  | 0.09%             | 2028-02-04      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                               | Siemens Funding BV                                                 | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  29900000 | PA      | $30169733.88  | 0.24%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                             | IBM International Capital Pte Ltd                                  | CUSIP: 449276AA2<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $20046840.00  | 0.16%             | 2026-02-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp                                | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15022271.40  | 0.12%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                         | Bank of Nova Scotia/Houston                                        | CUSIP: 06418NCX8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25008010.00  | 0.20%             | 2025-10-24      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                         | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  23750000 | PA      | $24076466.55  | 0.19%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                  | DTE Electric Co                                                    | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  42750000 | PA      | $43203090.58  | 0.35%             | 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      | $1262124.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPA 4.75 9/25                           | INTESA SANPA 4.75 9/25                                             | CUSIP: 46115K5Q9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  90000000 | PA      | $90019107.00  | 0.73%             | 2025-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-ACNT                             | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65025232 | PA      | $65004911.84  | 0.52%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                           | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11893647.12  | 0.10%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                    | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  10290000 | PA      | $10408564.47  | 0.08%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                  | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  65000000 | PA      | $64997413.00  | 0.52%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2028906.24   | 0.02%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                       | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  68800000 | PA      | $70059216.13  | 0.57%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                               | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20015888.00  | 0.16%             | 2026-10-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                     | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  19306000 | PA      | $19028966.04  | 0.15%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2023-V3 Mortgage Trust                                   | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16734480 | PA      | $17614798.99  | 0.14%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-780182.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                        | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  48500000 | PA      | $48500000.00  | 0.39%             | 2025-09-04      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                               | Smith & Nephew PLC                                                 | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   6133000 | PA      | $6220254.19   | 0.05%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN UNITED S 0 09/25                        | GIVAUDAN UNITED S 0 09/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16963759.40  | 0.14%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2023-5YR1                                                    | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2820000 | PA      | $2899041.22   | 0.02%             | 2056-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                   | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  35000000 | PA      | $35206265.50  | 0.28%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11188799.60  | 0.09%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                             | ING US FUNDING LLC                                                 | CUSIP: 44988GGJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45000000 | PA      | $45004698.00  | 0.36%             | 2026-07-06      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                            | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34900000 | PA      | $35696201.62  | 0.29%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C34                     | CUSIP: 95000DBE0<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    302479 | PA      | $301550.79    | 0.00%             | 2049-06-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                 | CUSIP: 592179KK0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14019070.24  | 0.11%             | 2026-04-09      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1260713.18  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                          | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30214284.00  | 0.24%             | 2026-09-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 41 Ltd                                                     | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50108205.00  | 0.40%             | 2035-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                         | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  49500000 | PA      | $50298585.98  | 0.41%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | BANK OF MONTREAL                                                   | CUSIP: 06367L2X4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  17000000 | PA      | $17011248.56  | 0.14%             | 2026-05-27      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                               | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12176590.80  | 0.10%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29        | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11665000 | PA      | $11554149.84  | 0.09%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2016-C6 Commercial Mortgage Trust                            | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |  14500000 | PA      | $14351547.55  | 0.12%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                       | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15174495.00  | 0.12%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                          | HPS Loan Management 10-2016 Ltd                                    | CUSIP: 40436TBN5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50073355.00  | 0.40%             | 2034-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                            | ARI Fleet Lease Trust 2024-A                                       | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4003490 | PA      | $4026014.31   | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-467218.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                         | National Australia Bank Ltd/New York                               | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  32000000 | PA      | $32080025.60  | 0.26%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                           | Boardwalk Pipelines LP                                             | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  62174000 | PA      | $62589750.70  | 0.50%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-1 Ltd                              | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7242431 | PA      | $7245964.38   | 0.06%             | 2032-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                         | Nordea Bank Abp/New York NY                                        | CUSIP: 65558WMM7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  30000000 | PA      | $30010827.00  | 0.24%             | 2026-07-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG Resources Inc                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20194609.40  | 0.16%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27        | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3899919 | PA      | $3891929.89   | 0.03%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                    | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  33900000 | PA      | $34392069.35  | 0.28%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd Finance Corp                                             | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5997865.02   | 0.05%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                  | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17619862.93  | 0.14%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  19379000 | PA      | $19115843.06  | 0.15%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2064.91      | 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      | $-1093800.87  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                               | Roche Holdings Inc                                                 | CUSIP: 771196CE0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  60000000 | PA      | $60886701.60  | 0.49%             | 2026-11-13      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                        | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20317568.00  | 0.16%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                      | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18017353.80  | 0.15%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                 | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20024382.00  | 0.16%             | 2026-04-02      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                            | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  30000000 | PA      | $30086052.00  | 0.24%             | 2027-06-04      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                         | OZLM VI Ltd                                                        | CUSIP: 67108LBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4255328 | PA      | $4257596.48   | 0.03%             | 2031-04-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                  | Nordea Bank Abp                                                    | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  10500000 | PA      | $10500984.90  | 0.08%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                               | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19972790.20  | 0.16%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-LC22                    | CUSIP: 94989TAZ7<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    104937 | PA      | $104719.53    | 0.00%             | 2058-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2017-3 Ltd                                      | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |   2826279 | PA      | $2827442.97   | 0.02%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-584052.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | CGMS Commercial Mortgage Trust 2017-B1                             | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436904 | PA      | $1408076.26   | 0.01%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                   | CFCRE Commercial Mortgage Trust 2016-C4                            | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5564898.08   | 0.04%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                      | SREIT Trust 2021-MFP2                                              | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14955000 | PA      | $14950326.56  | 0.12%             | 2036-11-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                         | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22415027.63  | 0.18%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                               | Siemens Funding BV                                                 | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  18000000 | PA      | $18005565.60  | 0.15%             | 2028-05-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                 | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19024171.42  | 0.15%             | 2027-06-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2019-GC38                             | CUSIP: 36252SAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318702 | PA      | $1310116.54   | 0.01%             | 2052-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                     | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13521651.71  | 0.11%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY 0 9/25                             | SUNCOR ENERGY 0 9/25                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 111000000 | PA      | $110721057.00 | 0.89%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 34 CLO Ltd                                                 | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |  12314288 | PA      | $12334533.59  | 0.10%             | 2031-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $266666.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                             | Public Storage Operating Co                                        | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  19773000 | PA      | $19847103.87  | 0.16%             | 2027-04-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                         | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10181000 | PA      | $10049536.00  | 0.08%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| B A T INTL FIN 09/15/2025                        | B A T INTL FIN 09/15/2025                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12972293.10  | 0.10%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C5 Mortgage Trust                                        | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $20971448.00  | 0.17%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                   | CUSIP: 06376CHJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  50000000 | PA      | $50026595.00  | 0.40%             | 2026-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                 | Ryder System Inc                                                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   9483000 | PA      | $9622354.49   | 0.08%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | JP MORGAN SECURITIES LLC                                           | CUSIP: 46656HGR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45000000 | PA      | $45033101.55  | 0.36%             | 2026-04-29      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XVIII Ltd                                     | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12442150 | PA      | $12446989.10  | 0.10%             | 2030-10-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2020-1 Ltd                                      | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |  60500000 | PA      | $60557862.20  | 0.49%             | 2036-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                            | Unilever Capital Corp                                              | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  13650000 | PA      | $13747009.19  | 0.11%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1975359.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust 2016-NXSR                                               | CUSIP: 12594PAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850689 | PA      | $2836300.54   | 0.02%             | 2049-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                   | LCCM 2017-LC26                                                     | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960000 | PA      | $2903562.27   | 0.02%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                            | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14515725.74  | 0.12%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                            | PACCAR Financial Corp                                              | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50803026.50  | 0.41%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7084084.14   | 0.06%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                         | Agilent Technologies Inc                                           | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |  20800000 | PA      | $20818519.49  | 0.17%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                         | Tyco Electronics Group SA                                          | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |  23250000 | PA      | $23283038.25  | 0.19%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2018-BNK10                                                    | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |  22700000 | PA      | $22441397.06  | 0.18%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  41656000 | PA      | $42053409.07  | 0.34%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                        | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  50000000 | PA      | $50233100.00  | 0.41%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $23689.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp                                | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  52000000 | PA      | $52028020.72  | 0.42%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                               | Pacific Life Global Funding II                                     | CUSIP: 6944PL3B3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23021562.04  | 0.19%             | 2026-03-27      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                        | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005985.00   | 0.04%             | 2028-03-03      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                            | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $6176841.11   | 0.05%             | 2026-02-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26        | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4795391 | PA      | $4785666.09   | 0.04%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13023790.00  | 0.11%             | 2026-07-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2022-LP2                              | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8376969 | PA      | $8376968.53   | 0.07%             | 2039-02-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                  | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20125679.20  | 0.16%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C45                     | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   4842357 | PA      | $4815386.80   | 0.04%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2017-P8                        | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21272000 | PA      | $20840269.87  | 0.17%             | 2050-09-15      | Fixed         | 3.20%                 | 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      | $39960000.00  | 0.32%             | 2035-01-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO 18 Ltd                                               | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50084215.00  | 0.40%             | 2036-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                    | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10089057.90  | 0.08%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                      | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  36000000 | PA      | $36349028.64  | 0.29%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 0 09/25                              | PHILLIPS 66 0 09/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24965305.00  | 0.20%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                   | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   9333000 | PA      | $9418985.02   | 0.08%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2017-C8 Commercial Mortgage Trust                            | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11367446 | PA      | $11092588.94  | 0.09%             | 2050-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                         | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  15750000 | PA      | $15927105.44  | 0.13%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                      | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  37000000 | PA      | $36922646.32  | 0.30%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                   | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  10680000 | PA      | $10827690.09  | 0.09%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                          | GlaxoSmithKline Capital Inc                                        | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11988150.00  | 0.10%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BASF                                             | BASF SE                                                            | CUSIP: 05526LXH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39000000 | PA      | $38757938.70  | 0.31%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC 09/11/2025                         | RYDER SYS INC 09/11/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15973942.40  | 0.13%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 0% 09/19/2025                         | ABBVIE INC 0% 09/19/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49868165.00  | 0.40%             | 2025-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUC 0 09/25                        | ALIMENTATION COUC 0 09/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29931228.00  | 0.24%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK                             | BNP Paribas SA/New York NY                                         | CUSIP: 05593DBU6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  35000000 | PA      | $35002712.50  | 0.28%             | 2025-09-08      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES 09/10/2025                         | CBRE SERVICES 09/10/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  95000000 | PA      | $94849358.50  | 0.77%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30        | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21634902 | PA      | $21197022.40  | 0.17%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | JP MORGAN SECURITIES LLC                                           | CUSIP: 46656HFJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15257582.30  | 0.12%             | 2026-01-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2020-1 Ltd                                           | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |  26539063 | PA      | $26578062.47  | 0.21%             | 2033-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                 | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12487950.25  | 0.10%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                      | Target Corp                                                        | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14141205.82  | 0.11%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                   | JPMDB Commercial Mortgage Securities Trust 2016-C4                 | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2997029 | PA      | $2955368.98   | 0.02%             | 2049-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                           | Federation des Caisses Desjardins du Quebec                        | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  83000000 | PA      | $82998846.30  | 0.67%             | 2027-01-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20188828.20  | 0.16%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                            | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21013965.00  | 0.17%             | 2026-03-06      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                           | CUSIP: 341081GR2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16523581.31  | 0.13%             | 2026-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                         | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10560310.64  | 0.09%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                            | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14031379.60  | 0.11%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US 0 09/25                        | AMRIZE FINANCE US 0 09/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  48000000 | PA      | $47939865.60  | 0.39%             | 2025-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8537803.24   | 0.07%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9882295.60   | 0.08%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                  | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22850090.78  | 0.18%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I 2017-HR2                                  | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5395000 | PA      | $5314522.25   | 0.04%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                         | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $34087062.10  | 0.28%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                   | Benchmark 2024-V8 Mortgage Trust                                   | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11700000 | PA      | $12415181.22  | 0.10%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                   | Romark CLO II Ltd                                                  | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23648555 | PA      | $23659844.64  | 0.19%             | 2031-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                 | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29973231.00  | 0.24%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                   | DBJPM 2017-C6 Mortgage Trust                                       | CUSIP: 23312JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410586 | PA      | $404090.42    | 0.00%             | 2050-06-10      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                           | Mondelez International Inc                                         | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  47700000 | PA      | $47875398.15  | 0.39%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                 | Marathon CLO 2021-16 Ltd                                           | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50028800.00  | 0.40%             | 2034-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point Clo XXI Ltd                                            | CUSIP: 83613HAL1<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |  13869933 | PA      | $13887421.51  | 0.11%             | 2031-10-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                          | GlaxoSmithKline Capital PLC                                        | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  35000000 | PA      | $35228007.50  | 0.28%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2016-COR1 Mortgage Trust                                      | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10820143.40  | 0.09%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  15619000 | PA      | $16016278.64  | 0.13%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2016-BNK2                           | CUSIP: 61690YBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15230000 | PA      | $14961935.14  | 0.12%             | 2049-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust 2021-REV2                             | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $33894878.50  | 0.27%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BELL CDA DISC 10/21/2025                         | BELL CDA DISC 10/21/2025                                           | CUSIP: 07787PXM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19500000 | PA      | $19373616.60  | 0.16%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 37 CLO Ltd                                                 | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |  28637714 | PA      | $28683901.19  | 0.23%             | 2032-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2017-2 Ltd                                      | CUSIP: 77340GAJ0<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |   1493862 | PA      | $1494463.66   | 0.01%             | 2029-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC                                                       | CUSIP: 11135MXM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11920323.60  | 0.10%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PI 09/02/2025                        | TRANSCANADA PI 09/02/2025                                          | CUSIP: 89356TW21<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  65000000 | PA      | $64967487.00  | 0.52%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C32                | CUSIP: 46590JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6385737 | PA      | $6367893.17   | 0.05%             | 2048-11-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2023-5C2 Mortgage Trust                                        | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21175000 | PA      | $22770563.78  | 0.18%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                        | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $34412821.88  | 0.28%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-371828.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                         | Nordea Bank Abp/New York NY                                        | CUSIP: 65558WLP1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  30000000 | PA      | $30012123.00  | 0.24%             | 2026-06-29      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-3 Ltd                                                | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |   8204369 | PA      | $8214209.55   | 0.07%             | 2031-10-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                     | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998238.90   | 0.08%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                         | Bank of Montreal/Chicago IL                                        | CUSIP: 06370B3X0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15001735.50  | 0.12%             | 2026-08-28      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | ARES XLIV CLO Ltd                                                  | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50081065.00  | 0.40%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2015-1 Ltd                                       | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25011235.00  | 0.20%             | 2034-05-21      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS Mortgage Trust 2023-5C23                                     | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34875000 | PA      | $37174319.21  | 0.30%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK9                                                     | CUSIP: 06540RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2215187 | PA      | $2173753.03   | 0.02%             | 2054-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                       | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10006539.00  | 0.08%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                          | Cooperatieve Rabobank UA/NY                                        | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  12920000 | PA      | $12964070.12  | 0.10%             | 2026-08-28      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                           | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8017503.52   | 0.06%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B A T INTL FIN 09/05/2025                        | B A T INTL FIN 09/05/2025                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21980708.20  | 0.18%             | 2025-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17477993.23  | 0.14%             | 2028-04-04      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                         | OZLM IX Ltd                                                        | CUSIP: 67109KBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12746360 | PA      | $12759309.86  | 0.10%             | 2031-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                         | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  17187000 | PA      | $17407833.18  | 0.14%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                         | Duke Energy Progress LLC                                           | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30185494.80  | 0.24%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P6                        | CUSIP: 17291EAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10464343 | PA      | $10346859.51  | 0.08%             | 2049-12-10      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 30 Ltd                                           | CUSIP: 19736WAU4<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | KY        |  22000000 | PA      | $22027324.00  | 0.18%             | 2034-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                           | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  14000000 | PA      | $14149447.20  | 0.11%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                   | Ford Credit Floorplan Master Owner Trust A                         | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  17100000 | PA      | $17179588.53  | 0.14%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                            | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7511192.47   | 0.06%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                   | AGL CLO 13 Ltd                                                     | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50125000.00  | 0.40%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-C2                        | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14491998 | PA      | $14293247.88  | 0.12%             | 2049-08-10      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                          | CUSIP: 89115DF84<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25006330.00  | 0.20%             | 2026-07-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  50150000 | PA      | $51278703.98  | 0.41%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 28A Clo Ltd                                                | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30026694.00  | 0.24%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK9                                                     | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20040000 | PA      | $19639514.63  | 0.16%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 31 Ltd                                                         | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10009440.00  | 0.08%             | 2034-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2014-V-R CLO Ltd                                        | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |   2556615 | PA      | $2556729.76   | 0.02%             | 2031-05-07      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2024-5C1                     | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58870000 | PA      | $61825091.50  | 0.50%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group Inc                                               | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23011651.34  | 0.19%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $25140017.50  | 0.20%             | 2028-11-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17781124.38  | 0.14%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                           | National Securities Clearing Corp                                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9463530.79   | 0.08%             | 2027-05-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                      | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30098037.00  | 0.24%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-ARIA                                                 | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31312000 | PA      | $31312000.00  | 0.25%             | 2036-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                               | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7027000 | PA      | $7038236.88   | 0.06%             | 2026-04-27      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                            | Accenture Capital Inc                                              | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  22940000 | PA      | $22941099.97  | 0.19%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2021-3 Ltd                                           | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40091208.00  | 0.32%             | 2035-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2016-CD2 Mortgage Trust                                         | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2327985 | PA      | $2290336.85   | 0.02%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2024-1 LLC                              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3967693 | PA      | $3999111.93   | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                  | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  27500000 | PA      | $27913235.63  | 0.23%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                          | Cooperatieve Rabobank UA/NY                                        | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $15054583.50  | 0.12%             | 2027-03-05      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BELL CDA DISC 09/23/2025                         | BELL CDA DISC 09/23/2025                                           | CUSIP: 07787PWP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24922935.00  | 0.20%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVIII Ltd                                   | CUSIP: 55821KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    807692 | PA      | $807679.54    | 0.01%             | 2034-07-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C4                              | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11843356 | PA      | $11639802.25  | 0.09%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note                   | Toyota Auto Loan Extended Note Trust 2021-1                        | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |  56600000 | PA      | $55727827.96  | 0.45%             | 2034-02-27      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                | Jamestown CLO IX Ltd                                               | CUSIP: 47048JBF9<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50082520.00  | 0.40%             | 2034-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | SOUND POINT CLO XXII LTD                                           | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30135760 | PA      | $30140207.94  | 0.24%             | 2032-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BAYER CORP 0 8/26                                | BAYER CORP 0 8/26                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $28788867.00  | 0.23%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                          | O'Reilly Automotive Inc                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10170587.70  | 0.08%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $34707008.00  | 0.28%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                           | CUSIP: 89236TND3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13753969.08  | 0.11%             | 2026-02-24      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14989441.50  | 0.12%             | 2027-11-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                          | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17980311.60  | 0.15%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE4 Mortgage Trust                                     | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89694 | PA      | $86570.83     | 0.00%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                  | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $14773147.47  | 0.12%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                              | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $4982884.20   | 0.04%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                      | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  29290000 | PA      | $29736607.48  | 0.24%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50836515.00  | 0.41%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group Inc                                               | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5999996.64   | 0.05%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                       | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  55000000 | PA      | $55199922.80  | 0.45%             | 2027-04-02      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                           | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40663032.80  | 0.33%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION                                 | TORONTO-DOMINION                                                   | CUSIP: 89119AXA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34823768.00  | 0.28%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CDA DISC 10/24/2025                         | BELL CDA DISC 10/24/2025                                           | CUSIP: 07787PXQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19500000 | PA      | $19366493.25  | 0.16%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 22 Ltd                                                     | CUSIP: 00118XAS5<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |  50000000 | PA      | $50153765.00  | 0.40%             | 2037-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6650000 | PA      | $6823989.94   | 0.06%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                               | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10008264.00  | 0.08%             | 2026-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2017-1 Ltd                                      | CUSIP: 13876GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7260243 | PA      | $7267076.73   | 0.06%             | 2030-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2016-3 Ltd                                                | CUSIP: 92915HAW3<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   8354915 | PA      | $8361476.61   | 0.07%             | 2031-10-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                           | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $9138202.65   | 0.07%             | 2027-11-08      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  33740000 | PA      | $33775445.56  | 0.27%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30042804.90  | 0.24%             | 2026-01-29      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                         | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |  10710000 | PA      | $10835724.48  | 0.09%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                               | CUSIP: 9612E0DL8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $24964022.50  | 0.20%             | 2028-03-06      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HCP INC 0 9/25                                   | HCP INC 0 9/25                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53900000 | PA      | $53768667.26  | 0.43%             | 2025-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion Clo XXI Ltd                                              | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |  38000000 | PA      | $38066530.40  | 0.31%             | 2034-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                         | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13873457.64  | 0.11%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                        | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35024189.20  | 0.28%             | 2026-12-11      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                      | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   7976000 | PA      | $8150907.46   | 0.07%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ                        | ALEXANDRIA REAL ESTATE EQ                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  60000000 | PA      | $59736624.00  | 0.48%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                            | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  29000000 | PA      | $29045311.63  | 0.23%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                 | Whitebox CLO III Ltd                                               | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |  16100000 | PA      | $16135420.00  | 0.13%             | 2035-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                 | CUSIP: 907818GE2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16018918.72  | 0.13%             | 2026-02-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                       | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40101561.60  | 0.32%             | 2027-06-11      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  26510000 | PA      | $26330050.12  | 0.21%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $31331796.72  | 0.25%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  16700000 | PA      | $16914977.43  | 0.14%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P4                        | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9869807.00   | 0.08%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                            | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11215545.60  | 0.09%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2018-L1                             | CUSIP: 61691QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2322827 | PA      | $2312635.01   | 0.02%             | 2051-10-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK5                                                     | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20332027 | PA      | $20020839.42  | 0.16%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | JP MORGAN SECURITIES LLC                                           | CUSIP: 46656HFA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15002538.75  | 0.12%             | 2025-12-10      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                      | PPM CLO 2018-1 Ltd                                                 | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |   1544391 | PA      | $1546723.46   | 0.01%             | 2031-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| DOW CHEM CO 0% 09/23/2025                        | DOW CHEM CO 0% 09/23/2025                                          | CUSIP: 26055AWP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49842475.00  | 0.40%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2015-5 Ltd                    | CUSIP: 14312JBG6<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |  13015683 | PA      | $13023287.13  | 0.11%             | 2032-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE 0 10/25                              | NTT FINANCE 0 10/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   5500000 | PA      | $5472261.30   | 0.04%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                    | MTN Commercial Mortgage Trust 2022-LPFL                            | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2230000 | PA      | $2228606.25   | 0.02%             | 2039-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                   | DBJPM 16-C1 Mortgage Trust                                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1913500 | PA      | $1891794.79   | 0.02%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SVENSKA HAN 4.5 10/25                            | SVENSKA HAN 4.5 10/25                                              | CUSIP: 86959THV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45000000 | PA      | $45003460.50  | 0.36%             | 2025-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                         | Mondelez International Holdings Netherlands BV                     | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |  13750000 | PA      | $13747872.88  | 0.11%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                            | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  11635000 | PA      | $11662107.57  | 0.09%             | 2027-06-11      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital XV Ltd                                          | CUSIP: 66860GAU8<br>LEI: 549300YIKFTAGHX8G333 | Long             | ABS-CBDO         | CORP              | KY        |  52000000 | PA      | $52052000.00  | 0.42%             | 2034-06-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $3033842.40   | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                       | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15000000 | PA      | $15066031.50  | 0.12%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XXV CLO Ltd                                                 | CUSIP: 36319XBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  54000000 | PA      | $54000000.00  | 0.44%             | 2036-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6053308.92   | 0.05%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                         | CUSIP: 00287BW21<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19989996.00  | 0.16%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS4                              | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19897500 | PA      | $19645852.34  | 0.16%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US Clo 2020-1 Ltd                                              | CUSIP: 449251AU1<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50000000.00  | 0.40%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1130811.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                     | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19193354.07  | 0.15%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                              | Wells Fargo Bank NA                                                | CUSIP: 94988J6J1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12811939.97  | 0.10%             | 2026-01-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO XII Ltd                                              | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |  19298300 | PA      | $19295393.78  | 0.16%             | 2031-05-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS4                              | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4599766 | PA      | $4537818.23   | 0.04%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2017-C4                        | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073600 | PA      | $1049029.78   | 0.01%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                               | BANK OF AMERICA NA                                                 | CUSIP: 06050FMT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14505320.05  | 0.12%             | 2025-10-27      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                         | CUSIP: 00287BW54<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11040000 | PA      | $11030319.02  | 0.09%             | 2025-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                      | Cargill Inc                                                        | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  45700000 | PA      | $46359308.87  | 0.37%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                          | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  22500000 | PA      | $22764579.75  | 0.18%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 2020-2 Ltd                                           | CUSIP: 05875DAJ1<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |  15071488 | PA      | $15094973.43  | 0.12%             | 2031-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8354178.25   | 0.07%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co                                                    | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |  13336000 | PA      | $13367977.33  | 0.11%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                 | Lseg US Fin Corp                                                   | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   7140000 | PA      | $7201588.21   | 0.06%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C35                     | CUSIP: 95000FAS5<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1657178 | PA      | $1637636.12   | 0.01%             | 2048-07-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE 0 9/25                               | DOLLAR TREE 0 9/25                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55000000 | PA      | $54965284.00  | 0.44%             | 2025-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2017-CD3 Mortgage Trust                                         | CUSIP: 12515GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1126507 | PA      | $1112148.69   | 0.01%             | 2050-02-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ                        | ALEXANDRIA REAL ESTATE EQ                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  49000000 | PA      | $48956551.70  | 0.39%             | 2025-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10036945.20  | 0.08%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2018-BNK13                                                    | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  13500000 | PA      | $13427694.00  | 0.11%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19038143.26  | 0.15%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                               | BANK OF AMERICA NA                                                 | CUSIP: 06054RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25015996.25  | 0.20%             | 2026-04-27      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                                | Natixis SA/New York NY                                             | CUSIP: 63873Q6M1<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10029371.00  | 0.08%             | 2026-10-29      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                              | TCW CLO 2017-1 Ltd                                                 | CUSIP: 87240NBG0<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |  35000000 | PA      | $35044499.00  | 0.28%             | 2034-10-29      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO L                   | Saratoga Investment Corp CLO 2013-1 Ltd                            | CUSIP: 80349BCD7<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-CBDO         | CORP              | KY        |  12389657 | PA      | $12403766.30  | 0.10%             | 2033-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2014-1 Ltd                    | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    842643 | PA      | $843226.78    | 0.01%             | 2031-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C24                | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797969 | PA      | $781239.41    | 0.01%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                          | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25243127.25  | 0.20%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-2 Ltd                                                | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |    713084 | PA      | $713997.54    | 0.01%             | 2031-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                   | Starbucks Corp                                                     | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  34375000 | PA      | $34735067.81  | 0.28%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PI 09/26/2025                        | TRANSCANADA PI 09/26/2025                                          | CUSIP: 89355PWS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9965026.00   | 0.08%             | 2025-09-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-2 LLC                              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3215189 | PA      | $3235896.39   | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                            | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  16670000 | PA      | $16714689.77  | 0.13%             | 2027-03-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2019-RPL1 Trust                                               | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3134484 | PA      | $3079933.36   | 0.02%             | 2058-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN UNITED S 0 09/25                        | GIVAUDAN UNITED S 0 09/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11959512.00  | 0.10%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 09/24/2025                        | ENBRIDGE U S I 09/24/2025                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4983738.00   | 0.04%             | 2025-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8518646.45   | 0.07%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                          | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  18200000 | PA      | $18251471.24  | 0.15%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2018-COR3 Mortgage Trust                                      | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589909 | PA      | $1560847.44   | 0.01%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                         | Principal Life Global Funding II                                   | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   7714000 | PA      | $7798614.94   | 0.06%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XLV Ltd                                       | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $16998974.90  | 0.14%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XLVIII Ltd                                    | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13502108 | PA      | $13525736.75  | 0.11%             | 2033-04-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                | Jamestown CLO XII Ltd                                              | CUSIP: 47047JAJ3<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   6365126 | PA      | $6365126.38   | 0.05%             | 2032-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  20625000 | PA      | $20651303.48  | 0.17%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-3 LLC                              | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7545418 | PA      | $7658253.33   | 0.06%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                          | UDR INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14214229.65  | 0.11%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                | Johnson & Johnson                                                  | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $20172228.91  | 0.16%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15038700.00  | 0.12%             | 2027-04-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                              | BOFA SECURITIES INC                                                | CUSIP: 06054CLE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35004966.50  | 0.28%             | 2026-05-28      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                   | One New York Plaza Trust 2020-1NYP                                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17410000 | PA      | $16891317.80  | 0.14%             | 2036-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                           | CUSIP: 89236TKT1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15020943.30  | 0.12%             | 2026-05-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                           | Banque Federative du Credit Mutuel SA                              | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10890000 | PA      | $10960780.64  | 0.09%             | 2027-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                | Elevation Clo 2021-13 Ltd                                          | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |  62500000 | PA      | $62476243.75  | 0.50%             | 2034-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                 | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15996720.00  | 0.13%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                        | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13748160.94  | 0.11%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-XL2                              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4878808 | PA      | $4877283.13   | 0.04%             | 2038-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                 | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  17000000 | PA      | $17015510.80  | 0.14%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                           | Morgan Stanley Bank NA                                             | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  30420000 | PA      | $30478855.10  | 0.25%             | 2027-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD                           | Jefferson Mill CLO Ltd                                             | CUSIP: 47421MBJ1<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |  13121873 | PA      | $13135029.36  | 0.11%             | 2031-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                          | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $7531050.00   | 0.06%             | 2028-06-02      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB New York Branch         | Svenska Handelsbanken AB New York Branch                           | CUSIP: 86959TJD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13255272.18  | 0.11%             | 2025-11-12      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                   | Octagon 64 Ltd                                                     | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50109030.00  | 0.40%             | 2035-07-21      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2015-GC33                      | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343930 | PA      | $343246.81    | 0.00%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B5 Mortgage Trust                                   | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521933 | PA      | $515854.62    | 0.00%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                          | Canadian Imperial Bank of Commerce/New York NY                     | CUSIP: 13606DLT7<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | CA        |  35000000 | PA      | $35027713.00  | 0.28%             | 2026-08-03      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2022-LBA6                                                 | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74019000 | PA      | $73995869.06  | 0.60%             | 2039-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG L 09/17/2025                        | GLENCORE FDG L 09/17/2025                                          | CUSIP: 37790AWH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24939740.00  | 0.20%             | 2025-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                          | Canadian Imperial Bank of Commerce/New York NY                     | CUSIP: 13606DBK7<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | CA        |  31000000 | PA      | $31018575.20  | 0.25%             | 2025-11-21      | Floating      | 4.69%                 | 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        | 193458111 | NS      | $193458110.62 | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER CORPORATION 0 7/26                         | BAYER CORPORATION 0 7/26                                           | CUSIP: 07273MGL4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |  31000000 | PA      | $29803105.50  | 0.24%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P5                        | CUSIP: 17325DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4836259 | PA      | $4757573.75   | 0.04%             | 2049-10-10      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                             | ING US FUNDING LLC                                                 | CUSIP: 44988GEZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35000253.75  | 0.28%             | 2025-09-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                 | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |  33000000 | PA      | $32972590.20  | 0.27%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2024-HE2                                  | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |   6065782 | PA      | $6071769.36   | 0.05%             | 2054-10-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-TY                                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10204000 | PA      | $10207188.75  | 0.08%             | 2038-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                        | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $24981872.50  | 0.20%             | 2028-03-06      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                | Jamestown CLO XIV Ltd                                              | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40040000.00  | 0.32%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                 | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  21700000 | PA      | $22058689.93  | 0.18%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3354563.55   | 0.03%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAYER CORP 0% 09/22/2025                         | BAYER CORP 0% 09/22/2025                                           | CUSIP: 07273LWN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18942146.90  | 0.15%             | 2025-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEM CO 0% 09/22/2025                        | DOW CHEM CO 0% 09/22/2025                                          | CUSIP: 26055AWN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49848665.00  | 0.40%             | 2025-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trus                   | 3650R 2021-PF1 Commercial Mortgage Trust                           | CUSIP: 88581EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160150 | PA      | $2115732.55   | 0.02%             | 2054-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B5 Mortgage Trust                                   | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5564035.68   | 0.04%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                           | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16227946.72  | 0.13%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                       | Clover CLO 2021-3 LLC                                              | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16000656.00  | 0.13%             | 2035-01-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-C1                        | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5706372 | PA      | $5666217.51   | 0.05%             | 2049-05-10      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                      | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  74336000 | PA      | $73323419.54  | 0.59%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US 0 09/25                        | HOLCIM FINANCE US 0 09/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44000000 | PA      | $43977991.20  | 0.35%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOL 4.51 10/25                        | CREDIT AGRICOL 4.51 10/25                                          | CUSIP: 22536HXV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20002788.00  | 0.16%             | 2025-10-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                  | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  52711000 | PA      | $51600611.16  | 0.42%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  55609000 | PA      | $54377515.90  | 0.44%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-NXS6                    | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   2390000 | PA      | $2350269.60   | 0.02%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 09/23/2025                        | ENBRIDGE U S I 09/23/2025                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31000000 | PA      | $30902982.40  | 0.25%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                   | Romark WM-R Ltd                                                    | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5438824 | PA      | $5438062.16   | 0.04%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | Quest Diagnostics Inc                                              | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7477818.40   | 0.06%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-C41                     | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $797548.00    | 0.01%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | TRINITAS CLO IV LTD                                                | CUSIP: 89640XBK1<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |    539125 | PA      | $539227.88    | 0.00%             | 2031-10-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-1 LLC                              | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508408 | PA      | $1512436.27   | 0.01%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20268936.00  | 0.16%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC 09/08/2025                         | VW CREDIT INC 09/08/2025                                           | CUSIP: 91842JW88<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10986005.80  | 0.09%             | 2025-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                       | CUSIP: 055451AY4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |  30000000 | PA      | $30064587.00  | 0.24%             | 2026-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                        | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7530573.77   | 0.06%             | 2026-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 11 Ltd                                                     | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |    244723 | PA      | $244918.43    | 0.00%             | 2031-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CABOT CORP 0% 09/03/2025                         | CABOT CORP 0% 09/03/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10993180.00  | 0.09%             | 2025-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-LC23 Mortgage Trust                                      | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6311515 | PA      | $6299830.63   | 0.05%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                               | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  37000000 | PA      | $37013502.78  | 0.30%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1316480.65  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Static Senior Loan Fund                    | Atlas Static Senior Loan Fund I Ltd                                | CUSIP: 04942PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2330854 | PA      | $2330738.35   | 0.02%             | 2030-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                          | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  13150000 | PA      | $13084819.53  | 0.11%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-C3                        | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6597000 | PA      | $6476708.32   | 0.05%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Swedbank Sparbanken Svenge Ab                    | Swedbank Sparbanken Svenge Ab                                      | CUSIP: 87019WZN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30002577.00  | 0.24%             | 2025-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                                     | TIAA CLO IV Ltd                                                    | CUSIP: 88631YAL1<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |  10385379 | PA      | $10396802.47  | 0.08%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                           | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6020951.34   | 0.05%             | 2026-08-07      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2014-1 Ltd                                                | CUSIP: 92915PAH8<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |    321995 | PA      | $322216.87    | 0.00%             | 2031-04-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                 | ERP OPERATING LP                                                   | CUSIP: 26885TW23<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55000000 | PA      | $54972489.00  | 0.44%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                               | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $26066406.34  | 0.21%             | 2027-03-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF                                 | PGIM AAA CLO ETF                                                   | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |   2437500 | NS      | $125592187.50 | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $216369.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                  | Hershey Co/The                                                     | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12186449.28  | 0.10%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                 | ABN AMRO Bank NV                                                   | CUSIP: 00084DBG4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  93000000 | PA      | $93713198.40  | 0.76%             | 2027-01-22      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2018-2                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199759 | PA      | $2172425.11   | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33        | CUSIP: 61767CAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17000000 | PA      | $16740070.00  | 0.14%             | 2050-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO X LTD                                                | CUSIP: 94949WAR7<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |  40504467 | PA      | $40535853.86  | 0.33%             | 2032-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-2 Ltd                              | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20831794 | PA      | $20856792.27  | 0.17%             | 2033-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-VII Ltd                                          | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50000000.00  | 0.40%             | 2035-01-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-LBA                                                  | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9982231 | PA      | $9979111.55   | 0.08%             | 2036-02-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-CIP                              | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50528573 | PA      | $50513474.62  | 0.41%             | 2038-12-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC 10/22/2025                         | VW CREDIT INC 10/22/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19865060.00  | 0.16%             | 2025-10-22      | 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      | $-76104.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2016-1 Ltd                                      | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10258916 | PA      | $10258220.93  | 0.08%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29937313.20  | 0.24%             | 2027-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 18 Ltd                                                     | CUSIP: 48251JAL7<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   1783539 | PA      | $1783539.76   | 0.01%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                     | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10014737.40  | 0.08%             | 2026-04-10      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                            | AMERICAN HONDA 10/27/2025                                          | CUSIP: 02665JXT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9925168.00   | 0.08%             | 2025-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                         | Regatta XVI Funding Ltd                                            | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |  27857713 | PA      | $27888172.75  | 0.22%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co                                      | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  31000000 | PA      | $31002046.31  | 0.25%             | 2025-10-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                       | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  25000000 | PA      | $24858052.50  | 0.20%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB NY                           | Credit Agricole Corporate and Investment Bank/New York             | CUSIP: 22532XYG7<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10087359.30  | 0.08%             | 2027-06-07      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                            | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  16600000 | PA      | $16578088.00  | 0.13%             | 2028-01-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-34832.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                     | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20083304.60  | 0.16%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                   | Starbucks Corp                                                     | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30311728.80  | 0.24%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO XI Ltd                                                | CUSIP: 89641HBC3<br>LEI: 549300T8V1JZG1WFK175 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50043500.00  | 0.40%             | 2034-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                           | RR 17 Ltd                                                          | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40000000.00  | 0.32%             | 2034-07-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2016-1 Ltd                                                | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |   4687703 | PA      | $4687703.48   | 0.04%             | 2031-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                  | CUSIP: 17275RBC5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  19573000 | PA      | $19445668.83  | 0.16%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                       | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  21470000 | PA      | $21206363.43  | 0.17%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                           | National Securities Clearing Corp                                  | CUSIP: 637639AN5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  29250000 | PA      | $29452676.47  | 0.24%             | 2027-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                          | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   6210000 | PA      | $6186796.09   | 0.05%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                          | Canadian Imperial Bank of Commerce/New York NY                     | CUSIP: 13606DHZ8<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | CA        |  17500000 | PA      | $17522702.75  | 0.14%             | 2026-05-08      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** PGIM ETF Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer