# EDGAR Filing Document

**Accession Number:** 0001896670
**File Stem:** 0001410368-26-054094
**Filing Date:** 2026-5
**Character Count:** 186437
**Document Hash:** 782cf14a5465f6cf3a5c38a2b0da0e4f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054094.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054094

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Thrivent ETF Trust
- **CENTRAL INDEX KEY:** 0001896670

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23759
- **FILM NUMBER:** 261029810

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE
- **STREET 2:** SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE
- **STREET 2:** SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

## Series and Classes Contracts Data

### Thrivent Ultra Short Bond ETF (Series ID: S000089906)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000256749 | Thrivent Ultra Short Bond ETF | TUSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23759

- **c. CIK number of Registrant:** 0001896670

- **d. LEI of Registrant:** 549300TD5WNREV0BEU12

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

  - **Street Address 1:** 901 MARQUETTE AVENUE

  - **City:** MINNEAPOLIS

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-7190

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

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

- **b. EDGAR series identifier (if any):** S000089906

- **c. LEI of Series:** 254900LOT3O0UO2HJB14

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $212996401.96

**Total Liabilities:** $677059.15

**Net Assets:** $212319342.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1437.43000000 | **1-Year:** -14818.66000000 | **5-Year:** -8421.58000000 | **10-Year:** -259.14000000 | **30-Year:** -83.49000000

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

- **3-Month:** -85.28000000 | **1-Year:** -688.39000000 | **5-Year:** -405.54000000 | **10-Year:** -227.87000000 | **30-Year:** -195.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256749 | 0.43%                | 0.29%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $72010.14                | $7464.75                                   |
| Month 2  | $1844.28                 | $27389.35                                  |
| Month 3  | $1112.26                 | $-859447.32                                |

**Designated Index Information**

- **Index Name:** 20% Bloomberg Short-Term Corporate Index, 20% Bloomberg US Credit 1-3 Year Index, 10% Bloomberg Short-Term Treasury Index, 10% Bloomberg US Government 1-3 Year Bond Index, 20% ICE BofA ABS 0-3 Year Index, 20%JPM US CLOIE AAA Index

- **Index Identifier:** I26729US,LD01TRUU, I09389US, LD24TRUU, R1A0, JCLOAAAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                 | ABN AMRO Bank NV                                                    | CUSIP: 00084DBH2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $996399.66    | 0.47%             | 2028-07-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                               | A&D Mortgage Trust 2023-NQM3                                        | CUSIP: 00249FAA5<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |    221931 | PA      | $222685.39    | 0.10%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                              | Abbott Laboratories                                                 | CUSIP: 002824BY5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000988.00   | 0.94%             | 2029-03-09      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                          | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001900.00   | 0.94%             | 2028-03-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    800000 | PA      | $791187.87    | 0.37%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $493236.29    | 0.23%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X1                           | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53344 | PA      | $53375.35     | 0.03%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X2                           | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332543 | PA      | $332789.00    | 0.16%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                       | Air Canada                                                          | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $398006.24    | 0.19%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                       | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $449439.73    | 0.21%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                               | Alcon Finance Corp                                                  | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347183.42    | 0.16%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                  | Allegro CLO X Ltd                                                   | CUSIP: 01750FAW6<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249273.00    | 0.12%             | 2032-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                  | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101559.58    | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                        | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982811.06   | 0.93%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                    | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453719.66    | 0.21%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                      | CUSIP: 023135CZ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999510.00    | 0.47%             | 2028-03-13      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                   | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495406.36    | 0.23%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2025-2                 | CUSIP: 024938AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75810 | PA      | $75887.16     | 0.04%             | 2028-09-12      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2025-4                 | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349971 | PA      | $350264.53    | 0.16%             | 2029-05-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2025-3                 | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258180 | PA      | $258487.97    | 0.12%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                 | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200238.00    | 0.09%             | 2027-07-28      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                 | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757636.69    | 0.36%             | 2029-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                 | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997020.84    | 0.47%             | 2029-02-09      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                         | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199780.22    | 0.09%             | 2028-03-03      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                         | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500309.78    | 0.24%             | 2027-07-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                         | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300033.75    | 0.14%             | 2027-03-08      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                         | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987781.29    | 0.47%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust         | American Heritage Auto Receivables Trust 2024-1                     | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110567.46    | 0.05%             | 2029-09-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                 | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $497078.16    | 0.23%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                         | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986086.05    | 0.46%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                           | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347938.71    | 0.16%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                       | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501461.19    | 0.24%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                       | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496995.98    | 0.23%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC           | Amur Equipment Finance Receivables XI LLC                           | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     56795 | PA      | $56833.32     | 0.03%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                  | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500790.56    | 0.24%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                                   | Annisa CLO Ltd 2016-2                                               | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    217236 | PA      | $217237.10    | 0.10%             | 2031-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APA CORP                                         | APA Corp                                                            | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    243000 | PA      | $244159.67    | 0.11%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                              | Apex Credit CLO 2022-1 Ltd                                          | CUSIP: 03753YAJ7<br>LEI: 2138006ZTCQQWC5OOL40 | Long             | ABS-CBDO         | CORP              | BM        |    160417 | PA      | $160447.31    | 0.08%             | 2038-10-22      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXXIX Ltd                                                | CUSIP: 03766HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    458333 | PA      | $458847.59    | 0.22%             | 2038-10-21      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                         | Apollo Debt Solutions BDC                                           | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493793.78    | 0.23%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                   | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292079.87    | 0.14%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                         | Ares Strategic Income Fund                                          | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247398.36    | 0.12%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares LXXI CLO Ltd                                                   | CUSIP: 04020MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $238965.36    | 0.11%             | 2037-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                             | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752057.69    | 0.35%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                               | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150125.93    | 0.07%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XV Ltd                                       | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    192020 | PA      | $192111.69    | 0.09%             | 2032-10-23      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XXVI Ltd                                     | CUSIP: 04942WAA0<br>LEI: 2138002FK7N1KZ7PEF33 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200268.60    | 0.09%             | 2038-10-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                             | Atlas Warehouse Lending Co LP                                       | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738650.23    | 0.35%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                           | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1002823.94   | 0.47%             | 2028-06-18      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                           | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $500978.48    | 0.24%             | 2028-12-08      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                     | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112316 | PA      | $112463.32    | 0.05%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                          | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392753.52    | 0.18%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                          | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492710.93    | 0.23%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    416667 | PA      | $414141.50    | 0.20%             | 2027-08-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $490877.95    | 0.23%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $292071.44    | 0.14%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                         | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $981262.17    | 0.46%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                     | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402608.25    | 0.19%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                    | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348166.71    | 0.16%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                  | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200483.18    | 0.09%             | 2027-03-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                  | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999998.33    | 0.47%             | 2027-08-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                         | Banco Bilbao Vizcaya Argentaria SA                                  | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $600006.00    | 0.28%             | 2029-03-03      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                  | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200820.00    | 0.09%             | 2028-07-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744288.32    | 0.35%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498487.00    | 0.23%             | 2031-01-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502852.91    | 0.24%             | 2029-05-09      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                    | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $344407.42    | 0.16%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                    | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $550532.24    | 0.26%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                    | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $997971.59    | 0.47%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                    | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001892.65   | 0.47%             | 2028-06-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                    | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247497.41    | 0.12%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                             | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999981.68    | 0.47%             | 2028-09-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                             | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495442.68    | 0.23%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust        | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3   | CUSIP: 06427DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247898 | PA      | $247215.53    | 0.12%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK4                                                      | CUSIP: 06541FAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78882 | PA      | $78598.78     | 0.04%             | 2050-05-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                           | Banque Federative du Credit Mutuel SA                               | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $752558.12    | 0.35%             | 2028-10-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1100703.96   | 0.52%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                        | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $997153.19    | 0.47%             | 2030-05-24      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                   | Bardot CLO Ltd                                                      | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |    684919 | PA      | $684549.63    | 0.32%             | 2032-10-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd. 3                 | Barings Loan Partners CLO Ltd 3                                     | CUSIP: 06762QAQ0<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |    382213 | PA      | $382004.84    | 0.18%             | 2033-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446295.74    | 0.21%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2023-V3 Mortgage Trust                                    | CUSIP: 08163VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40215 | PA      | $40640.37     | 0.02%             | 2056-07-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2021-A                                     | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39276 | PA      | $39094.42     | 0.02%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                           | Blackstone Private Credit Fund                                      | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244589.99    | 0.12%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                     | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443952.50    | 0.21%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                         | Blue Owl Technology Finance Corp                                    | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345911.75    | 0.16%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                      | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $394288.24    | 0.19%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497634.70    | 0.23%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499339.80    | 0.24%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441111.77    | 0.21%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                 | BOF VII AL Funding Trust I                                          | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55044 | PA      | $55869.75     | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    300000 | PA      | $297216.52    | 0.14%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust 2023-NQM5                           | CUSIP: 10569UAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    492742 | PA      | $493153.34    | 0.23%             | 2063-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2025-3                | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491785 | PA      | $492182.48    | 0.23%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2025-4                | CUSIP: 10807UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413336 | PA      | $413586.39    | 0.19%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752170.39    | 0.35%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd Finance Corp                                              | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298601.50    | 0.14%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                    | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245757.10    | 0.12%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2018-CD7 Mortgage Trust                                          | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137848 | PA      | $137231.57    | 0.06%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2017-CD5 Mortgage Trust                                          | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191028 | PA      | $189813.15    | 0.09%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                            | CCG Receivables Trust 2025-1                                        | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198986 | PA      | $199640.62    | 0.09%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2017-IV Ltd                                            | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |     32025 | PA      | $32029.68     | 0.02%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2017-CX10 Commercial Mortgage Trust                           | CUSIP: 12595JAL8<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    106806 | PA      | $106416.53    | 0.05%             | 2050-11-15      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2025-C                                   | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865938 | PA      | $867601.00    | 0.41%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                     | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    749000 | PA      | $763494.12    | 0.36%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                     | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448852.89    | 0.21%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                        | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $500825.13    | 0.24%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | California Street CLO IX LP                                         | CUSIP: 13079WDC9<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    274214 | PA      | $274467.55    | 0.13%             | 2032-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                            | Campbell's Company/The                                              | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502688.20    | 0.24%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100430.16    | 0.05%             | 2029-03-30      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000020.00   | 0.47%             | 2028-09-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607QWA6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $498670.79    | 0.23%             | 2030-01-29      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                          | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442564.04    | 0.21%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | CARLYLE US CLO 2019-1 LTD                                           | CUSIP: 14316BBG9<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |    323277 | PA      | $323471.45    | 0.15%             | 2031-04-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO III Ltd                                                  | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    211047 | PA      | $210940.21    | 0.10%             | 2032-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-P3                              | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278909 | PA      | $277873.78    | 0.13%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | Carval CLO X-C Ltd                                                  | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250283.50    | 0.12%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp                                 | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250423.43    | 0.12%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp                                 | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995212.52    | 0.47%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp                                 | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500058.07    | 0.24%             | 2028-01-10      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp                                 | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498920.89    | 0.23%             | 2029-02-23      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    326000 | PA      | $320234.59    | 0.15%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                             | CHNGE Mortgage Trust 2023-2                                         | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335572 | PA      | $334865.21    | 0.16%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                              | Citadel Finance LLC                                                 | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489892.47    | 0.23%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-P6                         | CUSIP: 17291EAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28613 | PA      | $28541.14     | 0.01%             | 2049-12-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450012.72    | 0.21%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502170.96    | 0.24%             | 2028-05-07      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                       | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400004.00    | 0.19%             | 2029-03-04      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust 2018-RP3                              | CUSIP: 17327DAA9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    714100 | PA      | $704139.55    | 0.33%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                       | Clover CLO 2018-1 LLC                                               | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $880054.56    | 0.41%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                           | Commonwealth Bank of Australia                                      | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $501810.67    | 0.24%             | 2028-03-14      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                               | Conagra Brands Inc                                                  | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475296.67    | 0.22%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393555.01    | 0.19%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                          | Cooperatieve Rabobank UA/NY                                         | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301891.90    | 0.14%             | 2029-10-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                          | Cooperatieve Rabobank UA/NY                                         | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250403.28    | 0.12%             | 2027-05-27      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                            | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1288212.32   | 0.61%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                      | Corevest American Finance 2020-4 Trust                              | CUSIP: 21873AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76365 | PA      | $75928.31     | 0.04%             | 2052-12-15      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Corporate One Auto Receivables Trust             | Corporate One Auto Receivables Trust 2026-1                         | CUSIP: 22004UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499381.35    | 0.24%             | 2028-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    450000 | PA      | $445685.90    | 0.21%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                        | Danone SA                                                           | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $397308.49    | 0.19%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                             | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997341.00    | 0.47%             | 2029-03-09      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                   | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302108.26    | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2025-1                                 | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350286 | PA      | $350857.17    | 0.17%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                        | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $402698.09    | 0.19%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                        | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $251068.05    | 0.12%             | 2029-01-10      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                         | Dext ABS 2023-2 LLC                                                 | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39042 | PA      | $39134.83     | 0.02%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                  | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482904.59   | 0.70%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                        | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79355.70     | 0.04%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 45 Senior Loan Fund                                          | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    144060 | PA      | $143917.93    | 0.07%             | 2030-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 80 CLO Ltd                                                   | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    292939 | PA      | $292772.11    | 0.14%             | 2033-01-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 55 CLO Ltd                                                   | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    165816 | PA      | $165971.86    | 0.08%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 78 CLO Ltd                                                   | CUSIP: 26253LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $238961.52    | 0.11%             | 2037-04-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG Resources Inc                                                   | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501533.29    | 0.24%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                              | Eaton Vance CLO 2019-1 Ltd                                          | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |    264000 | PA      | $264190.34    | 0.12%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                       | Ecolab Inc                                                          | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751806.12    | 0.35%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2022-4 LLC                               | CUSIP: 29374GAB7<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     12558 | PA      | $12573.28     | 0.01%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2024-1 LLC                               | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     65052 | PA      | $65370.33     | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2024-2 LLC                               | CUSIP: 29375RAB2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     88867 | PA      | $88988.83     | 0.04%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                          | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496182.81    | 0.23%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                            | Evergy Kansas Central Inc                                           | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150692.03    | 0.07%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-3                          | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289587 | PA      | $290383.73    | 0.14%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2025-5                          | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190032 | PA      | $190123.85    | 0.09%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2025-4                          | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285956 | PA      | $286159.11    | 0.13%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-1                          | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $931664.16    | 0.44%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-6                          | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33928 | PA      | $33959.47     | 0.02%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust       | Exeter Select Automobile Receivables Trust 2025-3                   | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464046 | PA      | $463957.10    | 0.22%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-3                          | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84047 | PA      | $84278.58     | 0.04%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                              | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    300000 | PA      | $299344.40    | 0.14%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRTKL                                            | FRTKL 2021-SFR1                                                     | CUSIP: 30322DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645000 | PA      | $634967.54    | 0.30%             | 2038-09-17      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                          | Federal Home Loan Bank Discount Notes                               | CUSIP: 313385WD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99710.81     | 0.05%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                          | Federal Home Loan Bank Discount Notes                               | CUSIP: 313385XK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $298225.08    | 0.14%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136A8BZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94007 | PA      | $92573.20     | 0.04%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136A8PM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54485 | PA      | $53648.26     | 0.03%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136A9XW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84129 | PA      | $82684.82     | 0.04%             | 2027-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136ABES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51478 | PA      | $50515.95     | 0.02%             | 2028-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136ABH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110470 | PA      | $109829.07    | 0.05%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136ABNM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89681 | PA      | $88361.75     | 0.04%             | 2028-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136AFRA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529126 | PA      | $522516.94    | 0.25%             | 2028-07-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136ARHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570500 | PA      | $568117.92    | 0.27%             | 2046-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136AUB83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130471 | PA      | $129738.44    | 0.06%             | 2043-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 3136BQN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872111 | PA      | $878657.90    | 0.41%             | 2050-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137ALEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65954 | PA      | $65575.29     | 0.03%             | 2040-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137AN3R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383006 | PA      | $376243.39    | 0.18%             | 2041-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137B2CM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59130 | PA      | $58130.56     | 0.03%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137B2TQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56535 | PA      | $55997.32     | 0.03%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137B3C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39461 | PA      | $39355.68     | 0.02%             | 2032-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137B7NQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135031 | PA      | $133902.24    | 0.06%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137BJSY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293502 | PA      | $291156.04    | 0.14%             | 2034-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FKKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100812 | PA      | $100536.90    | 0.05%             | 2029-12-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137HANU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117155 | PA      | $116895.54    | 0.06%             | 2048-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137HDEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345038 | PA      | $345365.79    | 0.16%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 3137HJBS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747041 | PA      | $744641.09    | 0.35%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                   | CUSIP: 31396LSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321184 | PA      | $319685.46    | 0.15%             | 2036-11-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 31397BJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    760265 | PA      | $759237.50    | 0.36%             | 2032-01-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                  | CUSIP: 31398QWU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81410 | PA      | $80348.16     | 0.04%             | 2039-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                     | CUSIP: 3140HTS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341758 | PA      | $340629.17    | 0.16%             | 2026-05-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                     | CUSIP: 3140W15W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289802 | PA      | $285542.03    | 0.13%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                         | Fedex Freight Holding Co Inc                                        | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494004.41    | 0.23%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                          | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747900.28    | 0.35%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2022-1                             | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35053 | PA      | $35027.43     | 0.02%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2025-1                             | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500464.00    | 0.24%             | 2028-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2023-1                             | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114973 | PA      | $115611.39    | 0.05%             | 2028-10-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                 | First National Master Note Trust                                    | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $480158.54    | 0.23%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                   | FirstKey Homes 2021-SFR2 Trust                                      | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373925 | PA      | $368617.85    | 0.17%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                   | FirstKey Homes 2021-SFR1 Trust                                      | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797173 | PA      | $788392.91    | 0.37%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                   | FirstKey Homes 2021-SFR1 Trust                                      | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $741553.43    | 0.35%             | 2038-08-17      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                   | FirstKey Homes 2022-SFR3 Trust                                      | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659641 | PA      | $657928.38    | 0.31%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                          | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761697.92    | 0.36%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                              | 522 Funding CLO 2018-3A Ltd                                         | CUSIP: 33835NAA9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      8106 | PA      | $8106.44      | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2021-2                                   | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282633 | PA      | $280712.68    | 0.13%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                 | Flatiron CLO 21 Ltd                                                 | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250013.00    | 0.12%             | 2037-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                     | Ford Credit Auto Owner Trust 2022-D                                 | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133000 | PA      | $133549.62    | 0.06%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit         | Ford Credit Auto Owner Trust 2021-REV1                              | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99882.37     | 0.05%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                      | Fortress Credit Bsl VII Ltd                                         | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    283688 | PA      | $283731.23    | 0.13%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                         | Fortitude Global Funding                                            | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494924.42    | 0.23%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                    | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $518928.50    | 0.24%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS5                               | CUSIP: 36252HAE1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    169742 | PA      | $169225.19    | 0.08%             | 2050-03-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305958.94    | 0.14%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Trust 2024-PJ5                        | CUSIP: 36269XAM9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    186876 | PA      | $186699.66    | 0.09%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                     | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450042.01    | 0.21%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                     | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347014.87    | 0.16%             | 2027-05-08      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                     | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501742.07    | 0.24%             | 2028-04-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                 | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250287.36    | 0.12%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                    | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497071.04    | 0.23%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399165.31    | 0.19%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501925.30    | 0.24%             | 2027-04-04      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200319.75    | 0.09%             | 2026-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                          | Global Net Lease Inc / Global Net Lease Operating Partnership LP    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $484488.50    | 0.23%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751389.00    | 0.35%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1609520.94   | 0.76%             | 2028-04-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000500.67   | 0.47%             | 2029-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805916.78    | 0.38%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                         | Goldman Sachs Private Credit Corp                                   | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199475.65    | 0.09%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                         | Goldman Sachs Private Credit Corp                                   | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245729.03    | 0.12%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                         | Goldman Sachs Private Credit Corp                                   | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246185.41    | 0.12%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                               | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296123.96    | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                            | CUSIP: 38378W6V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    982167 | PA      | $974843.61    | 0.46%             | 2043-09-20      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                            | CUSIP: 38380YR49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100677 | PA      | $100242.94    | 0.05%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                            | CUSIP: 38383LZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    408742 | PA      | $408925.08    | 0.19%             | 2043-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Issuer Trust 2025-1                       | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20764 | PA      | $20815.94     | 0.01%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504903.28    | 0.24%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                   | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200530.00    | 0.09%             | 2029-03-03      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                   | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $992583.60    | 0.47%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                         | HPS Corporate Lending Fund                                          | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485824.73    | 0.23%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust 2024-2                                        | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $538782.77    | 0.25%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LP                                      | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773000 | PA      | $761842.60    | 0.36%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                     | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $249499.15    | 0.12%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450368.41    | 0.21%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496763.28    | 0.23%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2024-1B                                | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15795 | PA      | $16045.50     | 0.01%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance US LLC                                               | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200502.67    | 0.09%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-2 Trust                               | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163089 | PA      | $160346.61    | 0.08%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                          | Honeywell Aerospace Inc                                             | CUSIP: 43849RAD7<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1741570.25   | 0.82%             | 2029-03-16      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                            | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    750000 | PA      | $741111.53    | 0.35%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                             | Howmet Aerospace Inc                                                | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494241.07    | 0.23%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust 2023-2                                        | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32532 | PA      | $32562.92     | 0.02%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                          | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486933.57    | 0.23%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                             | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501695.83    | 0.24%             | 2027-06-23      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                             | CUSIP: 44891AEG8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997951.29    | 0.47%             | 2029-01-08      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                         | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $348964.09    | 0.16%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                         | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250184.33    | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                        | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $452004.05    | 0.21%             | 2027-09-11      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                        | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $701883.00    | 0.33%             | 2029-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                              | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959147.83    | 0.45%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507608.06   | 0.71%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                 | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650365.44    | 0.31%             | 2029-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2025-12MPR                          | CUSIP: 46660LAB3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    606983 | PA      | $605105.55    | 0.28%             | 2056-06-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                | Jamestown CLO XI Ltd                                                | CUSIP: 47049QAA4<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |     22203 | PA      | $22204.39     | 0.01%             | 2031-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 11 Ltd                                                      | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |     17638 | PA      | $17637.48     | 0.01%             | 2031-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                             | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342436.00    | 0.16%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL I                                | KeyCorp Capital I                                                   | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $491149.32    | 0.23%             | 2028-07-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                                | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548664.03    | 0.26%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                               | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508448.00    | 0.24%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 29 Ltd                                                          | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     65213 | PA      | $65286.59     | 0.03%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                           | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498061.24    | 0.23%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp of America Holdings                                 | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398138.35    | 0.19%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298406.28    | 0.14%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303906.54    | 0.14%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                            | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200850.11    | 0.09%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                            | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501987.42    | 0.24%             | 2029-06-13      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                             | Lockheed Martin Corp                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500365.48    | 0.24%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                              | M&T Equipment 2023-LEAF1 Notes                                      | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204900 | PA      | $205687.21    | 0.10%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                 | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    745000 | PA      | $725089.96    | 0.34%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                               | Macquarie Bank Ltd                                                  | CUSIP: 55608PCC6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $499880.00    | 0.24%             | 2029-03-29      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                   | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $351261.61    | 0.17%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXIV Ltd                                       | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    157147 | PA      | $157150.54    | 0.07%             | 2029-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78031.46     | 0.04%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite Xxx Ltd                                                   | CUSIP: 55953UAL8<br>LEI: 549300RI4HRUG7CFWM27 | Long             | ABS-CBDO         | CORP              | KY        |    757000 | PA      | $757524.60    | 0.36%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                         | Manufacturers & Traders Trust Co                                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752070.59    | 0.35%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                            | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200610.99    | 0.09%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                         | MassMutual Global Funding II                                        | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651760.70    | 0.31%             | 2027-01-29      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                             | CUSIP: 58769JBK2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499933.00    | 0.24%             | 2028-03-10      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                      | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002060.00   | 0.47%             | 2029-03-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                            | Molson Coors Beverage Co                                            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249041.98    | 0.12%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                         | Mondelez International Holdings Netherlands BV                      | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $295843.04    | 0.14%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                      | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1136481.62   | 0.54%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                      | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492163.14    | 0.23%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                      | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353802.41    | 0.17%             | 2029-04-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                      | CUSIP: 61748UAJ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749548.46    | 0.35%             | 2029-10-18      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                      | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499981.48    | 0.24%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                      | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499283.36    | 0.24%             | 2028-07-06      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                      | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999120.00    | 0.47%             | 2028-11-17      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                        | Mosaic Co/The                                                       | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497353.67    | 0.23%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $501138.22    | 0.24%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    602000 | PA      | $604662.82    | 0.28%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                   | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999348.35    | 0.47%             | 2027-08-09      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                         | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1002632.39   | 0.47%             | 2029-07-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                   | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $451903.50    | 0.21%             | 2028-03-01      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                   | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250922.50    | 0.12%             | 2029-05-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                 | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501910.59    | 0.24%             | 2028-03-21      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 35 Ltd                           | CUSIP: 64133CAS8<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-CBDO         | CORP              | KY        |    237595 | PA      | $237461.09    | 0.11%             | 2033-01-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 41 Ltd                           | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $274596.58    | 0.13%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                        | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452867.54    | 0.21%             | 2028-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004824.40   | 0.47%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital XII-B Ltd                                        | CUSIP: 66858CAN7<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |    106659 | PA      | $106619.57    | 0.05%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital XVIII Ltd                                        | CUSIP: 66860MAN1<br>LEI: 254900SMQTOM6SO54O33 | Long             | ABS-CBDO         | CORP              | KY        |    357503 | PA      | $357326.23    | 0.17%             | 2032-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                               | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002296.61   | 0.47%             | 2028-11-05      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                      | OCCU Auto Receivables Trust 2025-1                                  | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338445 | PA      | $339065.29    | 0.16%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                          | O'Reilly Automotive Inc                                             | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252082.00    | 0.12%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2023-NQM4 Trust                                                 | CUSIP: 67448GAD5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $423947.83    | 0.20%             | 2063-03-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                      | OCCU Auto Receivables Trust 2023-1                                  | CUSIP: 674921AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405703.12    | 0.19%             | 2029-09-17      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2023-3                                     | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33727 | PA      | $33802.44     | 0.02%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.            | Octagon Investment Partners 36 Ltd                                  | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |     79735 | PA      | $79743.55     | 0.04%             | 2031-04-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2020-2                             | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591908 | PA      | $583803.50    | 0.27%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                         | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795645.23    | 0.37%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                         | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987361.73    | 0.47%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                        | Orange SA                                                           | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $494993.91    | 0.23%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                           | Blue Owl Credit Income Corp                                         | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304206.09    | 0.14%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                            | Blue Owl Capital Corp                                               | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99214.60     | 0.05%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                      | PNC Bank NA                                                         | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500019.94    | 0.24%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                      | PNC Bank NA                                                         | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500834.87    | 0.24%             | 2028-07-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                      | PRKCM 2023-AFC1 Trust                                               | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487317 | PA      | $485900.85    | 0.23%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                      | PRKCM 2023-AFC3 Trust                                               | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445641 | PA      | $446529.90    | 0.21%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6 | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322834 | PA      | $323325.69    | 0.15%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-3 Ltd                               | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500066.50    | 0.24%             | 2032-08-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-3 Ltd                               | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499550.50    | 0.24%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-2 Ltd                               | CUSIP: 69702WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499997.50    | 0.24%             | 2033-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-1 Ltd                               | CUSIP: 69703NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $449757.45    | 0.21%             | 2032-10-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-2 Ltd                               | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249282.00    | 0.12%             | 2033-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                 | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100182.25    | 0.05%             | 2028-03-06      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                         | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499711.23    | 0.24%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                     | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499565.00    | 0.24%             | 2028-04-28      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                     | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749447.18    | 0.35%             | 2028-10-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                            | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487703.45    | 0.23%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                            | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $983658.56    | 0.46%             | 2027-12-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                      | RKTL 2026-1                                                         | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466755 | PA      | $466237.52    | 0.22%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 14 Ltd                                                      | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249727.25    | 0.12%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                              | Citizens Bank NA/Providence RI                                      | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496861.65    | 0.23%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                          | Reinsurance Group of America Inc                                    | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349639.88    | 0.16%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                  | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497318.22    | 0.23%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                             | Roc Mortgage Trust 2025-RTL1                                        | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150365.90    | 0.07%             | 2040-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $593509.50    | 0.28%             | 2026-10-15      | Fixed         | 2.88%                 | 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        |    750000 | PA      | $749479.50    | 0.35%             | 2036-01-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2019-2 Ltd                                       | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    405483 | PA      | $405985.16    | 0.19%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                           | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $395059.04    | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250395.00    | 0.12%             | 2029-01-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                | CUSIP: 78017DAL2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001546.59   | 0.47%             | 2029-08-06      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $498518.02    | 0.23%             | 2028-11-03      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $350198.59    | 0.16%             | 2027-10-18      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2004-A                        | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |     81325 | PA      | $81149.69     | 0.04%             | 2033-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                   | SNF Group SACA                                                      | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246250.00    | 0.12%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                      | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000257.52   | 0.47%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2024-B               | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196126 | PA      | $197271.82    | 0.09%             | 2033-01-18      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                     | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198770.73    | 0.09%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                          | CUSIP: 80282KBP0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100778.52    | 0.05%             | 2029-03-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-2                       | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252110 | PA      | $251903.99    | 0.12%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2025-4                       | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468516 | PA      | $468715.35    | 0.22%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                             | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004101.00   | 0.47%             | 2027-03-03      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                | Seagate Data Storage Technology Pte Ltd                             | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    650000 | PA      | $629098.34    | 0.30%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                         | Shire Acquisitions Investments Ireland DAC                          | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $348373.53    | 0.16%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 5 Ltd                                               | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250038.75    | 0.12%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                           | Skandinaviska Enskilda Banken AB                                    | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $501629.00    | 0.24%             | 2028-06-02      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2017-B                             | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |      4188 | PA      | $4187.89      | 0.00%             | 2035-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $754992.77    | 0.36%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                 | CUSIP: 83368RCB6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $251262.50    | 0.12%             | 2029-04-13      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                 | SoFi Consumer Loan Program 2025-3 Trust                             | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282751 | PA      | $282760.08    | 0.13%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                 | SoFi Consumer Loan Program 2025-4 Trust                             | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340735 | PA      | $340168.07    | 0.16%             | 2035-08-25      | Fixed         | 4.24%                 | 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        |    328690 | PA      | $328549.51    | 0.15%             | 2032-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXV Ltd                                             | CUSIP: 83614DAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435492 | PA      | $435200.53    | 0.20%             | 2033-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800218.40    | 0.38%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                   | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1133347.50   | 0.53%             | 2026-08-03      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                   | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752439.64    | 0.35%             | 2028-04-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                 | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201052.00    | 0.09%             | 2029-07-09      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                         | Sumitomo Mitsui Trust Bank Ltd                                      | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1001555.55   | 0.47%             | 2028-09-11      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                            | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $250723.37    | 0.12%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVI Ltd                                                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    149757 | PA      | $149796.95    | 0.07%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XX Ltd                                                 | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    203014 | PA      | $203320.62    | 0.10%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                 | TSTAT 2022-1 Ltd                                                    | CUSIP: 872899BL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $499719.50    | 0.24%             | 2032-01-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                           | Takeoff Merger Sub Inc                                              | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745977.68    | 0.35%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501291.50    | 0.24%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                      | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $495029.40    | 0.23%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                      | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $512455.00    | 0.24%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                            | Toorak Mortgage Trust 2025-RRTL1                                    | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200704.68    | 0.09%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                           | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $751298.51    | 0.35%             | 2028-10-13      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $695937.61    | 0.33%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                            | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998995.00    | 0.47%             | 2028-01-12      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2025-SFR1 Trust                                  | CUSIP: 895974AA1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    247017 | PA      | $246553.76    | 0.12%             | 2042-03-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2020-SFR1                                     | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815548 | PA      | $808066.19    | 0.38%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2020-SFR1                                     | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $361644.30    | 0.17%             | 2038-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2020-SFR1                                     | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $792810.88    | 0.37%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2021-SFR1 Trust                                  | CUSIP: 89614YAB2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $744203.85    | 0.35%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2022-SFR1 Trust                                  | CUSIP: 89616QAA9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    258055 | PA      | $255671.04    | 0.12%             | 2039-04-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                         | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500006.83    | 0.24%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                         | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749960.89    | 0.35%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                         | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998831.65    | 0.47%             | 2029-01-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                               | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451133.60    | 0.21%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                  | Tyson Foods Inc                                                     | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742992.53    | 0.35%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                               | UBS AG/Stamford CT                                                  | CUSIP: 90261AAF9<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1000743.00   | 0.47%             | 2029-03-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C2                               | CUSIP: 90276CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220333 | PA      | $219391.95    | 0.10%             | 2050-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C5                               | CUSIP: 90276TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174723 | PA      | $173175.18    | 0.08%             | 2050-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C11                              | CUSIP: 90276XAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135120 | PA      | $134486.00    | 0.06%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                            | US Bank NA/Cincinnati OH                                            | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250973.10    | 0.12%             | 2028-05-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                         | United Airlines Holdings Inc                                        | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489040.85    | 0.23%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                 | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2770195.31   | 1.30%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8450000 | PA      | $8476076.19   | 3.99%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                       | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98805.09     | 0.05%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 42 CLO Ltd                                                  | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249937.50    | 0.12%             | 2034-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XIX CLO Ltd                                                 | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    124561 | PA      | $124629.38    | 0.06%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 37 CLO Ltd                                                  | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |     52686 | PA      | $52697.00     | 0.02%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2023-3                                   | CUSIP: 92539GAC5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    349770 | PA      | $348558.61    | 0.16%             | 2068-03-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2023-8                                   | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    196358 | PA      | $197649.90    | 0.09%             | 2068-12-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $498633.48    | 0.23%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    350000 | PA      | $349590.87    | 0.16%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                  | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $349518.12    | 0.16%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                             | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200394.00    | 0.09%             | 2027-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                             | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498534.80    | 0.23%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2018-2 Ltd                                                 | CUSIP: 92917JAA5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    191196 | PA      | $191320.22    | 0.09%             | 2031-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group Inc                                                | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007317.24   | 0.47%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellman Park CLO Ltd                             | Wellman Park CLO Ltd                                                | CUSIP: 949723AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499750.00    | 0.24%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                    | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549913.15    | 0.26%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                    | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3030877.83   | 1.43%             | 2029-04-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2025-3                        | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481479 | PA      | $481687.55    | 0.23%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $648428.77    | 0.31%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co                                                     | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     33000 | PA      | $33009.15     | 0.02%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                    | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    224289 | PA      | $226179.07    | 0.11%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                     | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397602.04    | 0.19%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                          | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250730.90    | 0.12%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                 | Zions Bancorp NA                                                    | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743322.44    | 0.35%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                 | Zions Bancorp NA                                                    | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496266.47    | 0.23%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -75 | NC      | $103302.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 3YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -84 | NC      | $165787.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-15

**Name of Applicant:** Thrivent ETF Trust

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer