# EDGAR Filing Document

**Accession Number:** 0000834126
**File Stem:** 0001752724-25-207944
**Filing Date:** 2025-8
**Character Count:** 263026
**Document Hash:** f83b020962430b3bd9a7c764dd6895f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207944.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207944

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL SHORT-TERM CORPORATE BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000834126

**ORGANIZATION NAME:**
- **EIN:** 133468311
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05594
- **FILM NUMBER:** 251261836

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8714121190.90

**Total Liabilities:** $374200633.01

**Net Assets:** $8339920557.89

**Delayed Delivery Securities:** $18416613.60

**Cash Not Reported:** $12800000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21315.05795000 | **1-Year:** 790289.41087000 | **5-Year:** 1489948.76865000 | **10-Year:** 80047.76556000 | **30-Year:** 4814.17900000

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

- **3-Month:** 246.91337000 | **1-Year:** 22894.47163000 | **5-Year:** 31140.81967000 | **10-Year:** 1827.38889000 | **30-Year:** 194.81771000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012967 | 0.46%                | 0.20%                | 0.85%                |
| Class ID C000012963 | 0.49%                | 0.23%                | 0.88%                |
| Class ID C000196794 | 0.48%                | 0.21%                | 0.86%                |
| Class ID C000012966 | 0.60%                | 0.16%                | 0.99%                |
| Class ID C000196795 | 0.50%                | 0.24%                | 0.88%                |
| Class ID C000012965 | 0.43%                | 0.16%                | 0.81%                |
| Class ID C000110772 | 0.52%                | 0.26%                | 0.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1642009.84             | $12082710.02                               |
| Month 2  | $-537510.56              | $4948684.73                                |
| Month 3  | $692992.41               | $45610777.26                               |

**Designated Index Information**

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

- **Index Identifier:** LD18TRUU Index

### Schedule of Portfolio Investments

| Name                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9620000 | PA      | $9640385.74   | 0.12%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   12800000 | PA      | $13175832.32  | 0.16%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                        | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9964303.00   | 0.12%             | 2025-10-24      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   21568000 | PA      | $18263708.31  | 0.22%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7200000 | PA      | $7412116.32   | 0.09%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| WRKCO INC                                        | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4837665.17   | 0.06%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                         | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   17864000 | PA      | $17546708.56  | 0.21%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   21470000 | PA      | $21627868.97  | 0.26%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   17390000 | PA      | $17562902.73  | 0.21%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $6537460.43   | 0.08%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                         | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26650000 | PA      | $27191893.85  | 0.33%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                                  | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3501960.90   | 0.04%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12921000 | PA      | $11521154.06  | 0.14%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14557595.06  | 0.17%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24250000 | PA      | $24184401.95  | 0.29%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   13855000 | PA      | $14290050.72  | 0.17%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         56 | NC      | $142091.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1552337.57   | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    8590000 | PA      | $7406606.51   | 0.09%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                  | CMS Energy Corp                                                                 | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2387654.52   | 0.03%             | 2027-02-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2457189.12   | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    6755000 | PA      | $6863209.70   | 0.08%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2924000 | PA      | $2915557.68   | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    5685000 | PA      | $5822408.72   | 0.07%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                             | Ferguson Finance PLC                                                            | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   12105000 | PA      | $11992037.35  | 0.14%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                           | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   19950000 | PA      | $19961770.50  | 0.24%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6595000 | PA      | $6110754.87   | 0.07%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    7215000 | PA      | $7280008.17   | 0.09%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   46450000 | PA      | $45136819.90  | 0.54%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    6590000 | PA      | $6744086.72   | 0.08%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   22233000 | PA      | $22096079.46  | 0.26%             | 2067-06-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9385777.57   | 0.11%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20633150.00  | 0.25%             | 2084-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                      | CDS HOST HOTELS & RESORTS LP                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-17416.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -790000000 | OU      | $-3081980.13  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    3329000 | PA      | $3292816.07   | 0.04%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2876742.50   | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   18650000 | PA      | $18084357.25  | 0.22%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   10436460 | PA      | $10204540.20  | 0.12%             | 2049-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                  | Hillenbrand Inc                                                                 | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   16150000 | PA      | $16214867.23  | 0.19%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   18710000 | PA      | $17465906.49  | 0.21%             | 2028-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50804000 | PA      | $49630423.18  | 0.60%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8160000 | PA      | $8165223.00   | 0.10%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   13226000 | PA      | $13098808.19  | 0.16%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   16550000 | PA      | $16004414.36  | 0.19%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: —       |
| CEDARS-SINAI HEALTH SYS                          | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5821000 | PA      | $5083822.13   | 0.06%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16130000 | PA      | $15795605.30  | 0.19%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   39652000 | PA      | $42300327.46  | 0.51%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ROCHE HOLDINGS INC                               | Roche Holdings Inc                                                              | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $23054181.75  | 0.28%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $10242620.97  | 0.12%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO II Ltd                                                          | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |    2455820 | PA      | $2457907.54   | 0.03%             | 2031-01-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   20510000 | PA      | $21854531.00  | 0.26%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: —       |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    9072000 | PA      | $8056886.69   | 0.10%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11401668.99  | 0.14%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   11690000 | PA      | $11929233.49  | 0.14%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2810000 | PA      | $2882444.61   | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   25310000 | PA      | $23945074.19  | 0.29%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                             | Edison International                                                            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14981524.88  | 0.18%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                        | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $13902299.78  | 0.17%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    9595000 | PA      | $9706837.03   | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 39 Ltd                                                                      | CUSIP: 50204NAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   48400000 | PA      | $48431944.00  | 0.58%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   17250000 | PA      | $17646116.45  | 0.21%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                         | EIDP Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   11085000 | PA      | $11294541.19  | 0.14%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                         | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4862253.13   | 0.06%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                  | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $6812039.29   | 0.08%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   16600000 | PA      | $17240446.26  | 0.21%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5343302.79   | 0.06%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8535000 | PA      | $8537634.75   | 0.10%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25605000 | PA      | $26593152.65  | 0.32%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    9987000 | PA      | $10102266.02  | 0.12%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    7101000 | PA      | $7158688.07   | 0.09%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREEPORT MINERALS CORP                           | Freeport Minerals Corp                                                          | CUSIP: 717265AL6<br>LEI: G4008SUSNH0WBKRVG414 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6099997.08   | 0.07%             | 2031-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13211517.53  | 0.16%             | 2030-01-07      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8638258.43   | 0.10%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $200562.50    | 0.00%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4585000 | PA      | $4519101.14   | 0.05%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                         | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19417000 | PA      | $19179913.73  | 0.23%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   20690000 | PA      | $20894677.89  | 0.25%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| ALCON FINANCE CORP                               | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   31133000 | PA      | $29317673.74  | 0.35%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   24885000 | PA      | $24428494.89  | 0.29%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Sixth Street CLO LTD.                            | Sixth Street CLO VIII Ltd                                                       | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   45000000 | PA      | $44997871.50  | 0.54%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5181174.11   | 0.06%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO II Ltd                                                               | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   38562058 | PA      | $38537875.58  | 0.46%             | 2032-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1453256.00   | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2595000 | PA      | $2594283.78   | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7992541.68   | 0.10%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12892000 | PA      | $13146691.11  | 0.16%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   35380000 | PA      | $35948639.08  | 0.43%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   49115000 | PA      | $49887698.66  | 0.60%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   14260000 | PA      | $14372539.92  | 0.17%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sounds Point CLO IV-R LTD                                                       | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |   10095522 | PA      | $10111290.82  | 0.12%             | 2031-04-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6790000 | PA      | $6839803.97   | 0.08%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   10735000 | PA      | $9563442.72   | 0.11%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                         | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   14558000 | PA      | $14393370.86  | 0.17%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11715000 | PA      | $11986035.52  | 0.14%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4471913.71   | 0.05%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   24010000 | PA      | $22042733.88  | 0.26%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9887000 | PA      | $8467305.65   | 0.10%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   40964000 | PA      | $40740568.91  | 0.49%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                                  | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   29250000 | PA      | $29409469.45  | 0.35%             | 2026-04-14      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1651452.98   | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1291 | NC      | $1027737.33   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   39288000 | PA      | $37903624.62  | 0.45%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                           | Yara International ASA                                                          | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   11000000 | PA      | $10125500.00  | 0.12%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10179000 | PA      | $10326146.79  | 0.12%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   24160000 | PA      | $23496069.04  | 0.28%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE CORP                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893570BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4857762.65   | 0.06%             | 2026-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   17340000 | PA      | $17751825.00  | 0.21%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   12488000 | PA      | $12250987.87  | 0.15%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   20335000 | PA      | $20701062.54  | 0.25%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| SCE RECOVERY FUNDING LLC                         | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2492097 | PA      | $2191714.85   | 0.03%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3427064.94   | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                         | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $5664230.03   | 0.07%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    7738000 | PA      | $7535268.19   | 0.09%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $9114884.51   | 0.11%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3989748.81   | 0.05%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XI Ltd                                                   | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |    2543414 | PA      | $2543454.63   | 0.03%             | 2031-07-26      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2490722.77   | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    8125000 | PA      | $8187461.75   | 0.10%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   11230000 | PA      | $11162690.47  | 0.13%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                             | NYACK Park CLO Ltd                                                              | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12512500.00  | 0.15%             | 2034-10-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                          | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   10345000 | PA      | $10398814.69  | 0.12%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   32810000 | PA      | $33404719.41  | 0.40%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                  | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   18194000 | PA      | $18564975.66  | 0.22%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WARNER MEDIA LLC                                 | Warner Media LLC                                                                | CUSIP: 887317BA2<br>LEI: 5493004RSX004WU3UT62 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4765596.91   | 0.06%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2166569 | PA      | $2147689.47   | 0.03%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                          | Virginia Power Fuel Securitization LLC                                          | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   17069000 | PA      | $17320953.70  | 0.21%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4731084.61   | 0.06%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                             | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $8962258.06   | 0.11%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13945000 | PA      | $13028769.92  | 0.16%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   33760000 | PA      | $34062193.15  | 0.41%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| WESTERN UNION CO/THE                             | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   10595000 | PA      | $10340756.27  | 0.12%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   25035000 | PA      | $25512669.02  | 0.31%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                         | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   12220000 | PA      | $12425326.39  | 0.15%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                     | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   10635000 | PA      | $9426166.92   | 0.11%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                             | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    5415000 | PA      | $5750575.82   | 0.07%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4524000 | PA      | $4447098.33   | 0.05%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AB3<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    6176000 | PA      | $6605610.19   | 0.08%             | 2028-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    7765000 | PA      | $7841804.91   | 0.09%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   50000000 | PA      | $46702310.00  | 0.56%             | 2081-10-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4225000 | PA      | $3716236.91   | 0.04%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2452295.90   | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                    | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    4894000 | PA      | $4650717.79   | 0.06%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    9559000 | PA      | $9886450.16   | 0.12%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   11065000 | PA      | $11290903.63  | 0.14%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                         | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   14760000 | PA      | $15214177.70  | 0.18%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   23745000 | PA      | $23873384.01  | 0.29%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        157 | NC      | $505755.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15865000 | PA      | $16770142.03  | 0.20%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22900000 | PA      | $23482222.80  | 0.28%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                     | Stryker Corp                                                                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   30544000 | PA      | $31157287.93  | 0.37%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5000316.52   | 0.06%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                          | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2731819 | PA      | $2707763.25   | 0.03%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   16725000 | PA      | $16229438.25  | 0.19%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 28A Clo Ltd                                                             | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $25007125.00  | 0.30%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $7897271.30   | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12360000 | PA      | $12657247.74  | 0.15%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10835000 | PA      | $11081472.80  | 0.13%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-8R Ltd                                                             | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $18031446.00  | 0.22%             | 2036-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   14675000 | PA      | $14574554.52  | 0.17%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST TOLL HIGHWAY AUTH                    | Illinois State Toll Highway Authority                                           | CUSIP: 452252FK0<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   17290000 | PA      | $18057347.96  | 0.22%             | 2034-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9297423.25   | 0.11%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7680567.06   | 0.09%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $10361594.63  | 0.12%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   26313000 | PA      | $24880700.00  | 0.30%             | 2028-04-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: —       |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   28183000 | PA      | $28017892.71  | 0.34%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   14285000 | PA      | $14420611.91  | 0.17%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13175000 | PA      | $13628413.67  | 0.16%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24385000 | PA      | $24266885.16  | 0.29%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12645000 | PA      | $12424100.15  | 0.15%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                  | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   10835000 | PA      | $11002146.06  | 0.13%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2021-4 Ltd                                                        | CUSIP: 89288CAA7<br>LEI: 254900EH90TKUEDWUZ75 | Long             | ABS-CBDO         | CORP              | KY        |   32000000 | PA      | $32114748.80  | 0.39%             | 2034-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12191423.31  | 0.15%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2271000 | PA      | $2267787.16   | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2574000 | PA      | $2316681.08   | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   13100000 | PA      | $12436799.40  | 0.15%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   26550000 | PA      | $26021514.93  | 0.31%             | 2026-03-25      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   11505000 | PA      | $11929542.92  | 0.14%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   12610000 | PA      | $12992582.36  | 0.16%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   13640000 | PA      | $14065286.80  | 0.17%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   12515000 | PA      | $12426034.81  | 0.15%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8210000 | PA      | $8278160.24   | 0.10%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    7160000 | PA      | $7271911.79   | 0.09%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    6590000 | PA      | $6469552.93   | 0.08%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $5965824.77   | 0.07%             | 2077-08-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   21470000 | PA      | $21910047.97  | 0.26%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25945000 | PA      | $26786446.86  | 0.32%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   20305000 | PA      | $21900925.99  | 0.26%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   33415000 | PA      | $33793930.41  | 0.41%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAM1<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4429114.58   | 0.05%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CGI INC                                          | CGI Inc                                                                         | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5045397.50   | 0.06%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                              | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3318000 | PA      | $2898761.73   | 0.03%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6910160.74   | 0.08%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4798944.36   | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   23800000 | PA      | $23811763.65  | 0.29%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1515000 | PA      | $1507306.64   | 0.02%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3278671.41   | 0.04%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   12425000 | PA      | $12490688.04  | 0.15%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                         | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4601251.89   | 0.06%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $9316542.50   | 0.11%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10675000 | PA      | $10382348.06  | 0.12%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   28034000 | PA      | $27635794.56  | 0.33%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   48420000 | PA      | $46755943.53  | 0.56%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5034000 | PA      | $5016292.27   | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6155000 | PA      | $6054036.57   | 0.07%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8054000 | PA      | $8090175.35   | 0.10%             | 2027-04-02      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                         | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     365000 | PA      | $377510.74    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                         | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   11996000 | PA      | $10520182.50  | 0.13%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                           | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     132000 | NS      | $3883440.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                         | Principal Life Global Funding II                                                | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    6001000 | PA      | $5934228.52   | 0.07%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| TELEDYNE FLIR LLC                                | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2381000 | PA      | $2154890.18   | 0.03%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7100000 | PA      | $7171979.80   | 0.09%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                       | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12770096.30  | 0.15%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4408128.78   | 0.05%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $12348547.53  | 0.15%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   16975000 | PA      | $16484093.19  | 0.20%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   11540000 | PA      | $12085055.54  | 0.14%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18971000 | PA      | $19231378.52  | 0.23%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $7163913.99   | 0.09%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   14165000 | PA      | $13414708.41  | 0.16%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5398000 | PA      | $5552699.39   | 0.07%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   54840000 | PA      | $56151033.22  | 0.67%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   27812000 | PA      | $26976013.23  | 0.32%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                              | TCW CLO 2017-1A Ltd                                                             | CUSIP: 87240NBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $24998637.50  | 0.30%             | 2034-10-29      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   16915000 | PA      | $17277793.41  | 0.21%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                     | Comcast Corp                                                                    | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $13019065.02  | 0.16%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                              | Citadel Finance LLC                                                             | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   25730000 | PA      | $25976282.31  | 0.31%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                           | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9728955.99   | 0.12%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| SILGAN HOLDINGS INC                              | Silgan Holdings Inc                                                             | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   11575000 | PA      | $11262434.21  | 0.14%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4295000 | PA      | $4375531.25   | 0.05%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8060000 | PA      | $8019600.33   | 0.10%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   12590000 | PA      | $12415608.35  | 0.15%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                             | ERAC USA Finance LLC                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    9230000 | PA      | $9099565.54   | 0.11%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5681450.72   | 0.07%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                     | WP Carey Inc                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2255552.75   | 0.03%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    6823000 | PA      | $6785794.70   | 0.08%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   29560000 | PA      | $29505018.40  | 0.35%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 30 Ltd                                                    | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |   31100000 | PA      | $31178300.47  | 0.37%             | 2037-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7005000 | PA      | $7205687.01   | 0.09%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   56555000 | PA      | $55339487.18  | 0.66%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5595000 | PA      | $5571361.04   | 0.07%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: —       |
| STATE STREET CORP                                | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   15115000 | PA      | $15336761.96  | 0.18%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9430000 | PA      | $9274646.89   | 0.11%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS FORD MOTOR CO                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2256984.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                    | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   13005000 | PA      | $13085454.45  | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D         | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  251013765 | NS      | $250838055.24 | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15603000 | PA      | $15889787.54  | 0.19%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    5962000 | PA      | $4828875.84   | 0.06%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                         | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   18395000 | PA      | $17930222.73  | 0.21%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25668363.28  | 0.31%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                              | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1744626.24   | 0.02%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                     | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   11510000 | PA      | $11568401.29  | 0.14%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                  | Yamana Gold Inc                                                                 | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    3925000 | PA      | $3904177.09   | 0.05%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $5508358.66   | 0.07%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    9094000 | PA      | $9071265.00   | 0.11%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7021705.65   | 0.08%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                             | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $3970317.20   | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $9067106.78   | 0.11%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8521000 | PA      | $8774790.29   | 0.11%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FI                          | Great-West Lifeco US Finance 2020 LP                                            | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12142752.72  | 0.15%             | 2025-08-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                          | TCW CLO 2020-1 Ltd                                                              | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   40000000 | PA      | $39983580.00  | 0.48%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                                     | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10795069.74  | 0.13%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                         | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10685000 | PA      | $10825096.38  | 0.13%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $5487184.03   | 0.07%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9708933.85   | 0.12%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   10645000 | PA      | $10843282.29  | 0.13%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3998324.26   | 0.05%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9015000 | PA      | $9340655.67   | 0.11%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    7355000 | PA      | $7601933.44   | 0.09%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $17058977.25  | 0.20%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   18455000 | PA      | $18672050.21  | 0.22%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                               | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10151081.55  | 0.12%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    5766000 | PA      | $5833096.01   | 0.07%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6948757.41   | 0.08%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   37574000 | PA      | $36512529.71  | 0.44%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3723451.20   | 0.04%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32800000 | PA      | $30745436.57  | 0.37%             | 2029-06-14      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12902913.77  | 0.15%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                               | Roche Holdings Inc                                                              | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10570269.73  | 0.13%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   10150000 | PA      | $10314238.17  | 0.12%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $6068831.94   | 0.07%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   13761000 | PA      | $13491182.70  | 0.16%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                               | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   31461000 | PA      | $29324309.36  | 0.35%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2015-1 Ltd                                                    | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   40000000 | PA      | $39946920.00  | 0.48%             | 2034-05-21      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   15790000 | PA      | $16160512.35  | 0.19%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6019558.66   | 0.07%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14010000 | PA      | $14239409.55  | 0.17%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   14954000 | PA      | $15711006.20  | 0.19%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   28645000 | PA      | $27349130.09  | 0.33%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    8025000 | PA      | $8312447.48   | 0.10%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1665000 | PA      | $1656866.48   | 0.02%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   28375000 | PA      | $26152123.17  | 0.31%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   24524000 | PA      | $22885664.37  | 0.27%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                              | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2651426.52   | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $9019211.55   | 0.11%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14750000 | PA      | $14979089.79  | 0.18%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    7755000 | PA      | $7943579.89   | 0.10%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                      | Bacardi Ltd                                                                     | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   10340000 | PA      | $10142551.50  | 0.12%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   26700000 | PA      | $27319685.64  | 0.33%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15635000 | PA      | $15680560.64  | 0.19%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33990000 | PA      | $33144788.27  | 0.40%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran Cavu 2019-1 Ltd                                                        | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   44851000 | PA      | $44827211.03  | 0.54%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                     | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   36045000 | PA      | $36914330.03  | 0.44%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9220000 | PA      | $9208516.86   | 0.11%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     775000 | PA      | $774939.45    | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2020-III Ltd                                                       | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12512500.00  | 0.15%             | 2034-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   33670000 | PA      | $29872397.74  | 0.36%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   16735000 | PA      | $17235206.55  | 0.21%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.                  | CDS TECK RESOURCES LTD                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1919093.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   39725000 | PA      | $38423791.74  | 0.46%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   32530000 | PA      | $33255093.70  | 0.40%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                               | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      70000 | PA      | $81986.70     | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6726000 | PA      | $6586037.19   | 0.08%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   59449000 | PA      | $57885925.56  | 0.69%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1702000 | PA      | $1540861.40   | 0.02%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   23040000 | PA      | $21425045.70  | 0.26%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $4554179.41   | 0.05%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3545000 | PA      | $3319560.16   | 0.04%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   10396000 | PA      | $10266666.10  | 0.12%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $5550590.34   | 0.07%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   17415000 | PA      | $18198039.68  | 0.22%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   15415000 | PA      | $15717562.55  | 0.19%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4245000 | PA      | $4387282.04   | 0.05%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    3800000 | PA      | $3322365.84   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2653000 | PA      | $2654144.42   | 0.03%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24090000 | PA      | $24563599.84  | 0.29%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                         | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $7857813.77   | 0.09%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20765000 | PA      | $21027016.92  | 0.25%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                               | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   22760000 | PA      | $22970252.33  | 0.28%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   14481000 | PA      | $14314057.24  | 0.17%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4308189.76   | 0.05%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2840644.46   | 0.03%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                | State Street Corp                                                               | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   11680000 | PA      | $12173185.46  | 0.15%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8018576.99   | 0.10%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN                    | Texas Natural Gas Securitization Finance Corp                                   | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |   21011977 | PA      | $21467919.87  | 0.26%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10955000 | PA      | $11281859.03  | 0.14%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25645000 | PA      | $24717525.17  | 0.30%             | 2027-06-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4625000 | PA      | $4621812.91   | 0.06%             | 2027-11-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15700000 | PA      | $14038582.47  | 0.17%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $9390403.46   | 0.11%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                           | Diageo Investment Corp                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $6265966.90   | 0.08%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   19600000 | PA      | $19833523.04  | 0.24%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   35510000 | PA      | $35436111.52  | 0.42%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                         | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    3728000 | PA      | $3659178.97   | 0.04%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2015-VII-R CLO Ltd                                                   | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    8244722 | PA      | $8245454.73   | 0.10%             | 2031-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    4206000 | PA      | $3577294.32   | 0.04%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10815000 | PA      | $10804037.92  | 0.13%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                      | Popular Inc                                                                     | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |   15795000 | PA      | $16670200.95  | 0.20%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                         | FMC Corp                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $5252019.32   | 0.06%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                              | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $19519371.30  | 0.23%             | 2034-07-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1005523.79   | 0.01%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3724495.75   | 0.04%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                           | Cox Communications Inc                                                          | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2781605.88   | 0.03%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2993742.09   | 0.04%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $12513113.06  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                         | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   28202000 | PA      | $27724999.83  | 0.33%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12366505 | PA      | $12145953.61  | 0.15%             | 2049-08-10      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $15984467.56  | 0.19%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10137964.00  | 0.12%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25735447.95  | 0.31%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2218218.19   | 0.03%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                              | CommonSpirit Health                                                             | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   24265000 | PA      | $24897599.28  | 0.30%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11815000 | PA      | $11107662.44  | 0.13%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                           | Smurfit Kappa Treasury Funding DAC                                              | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |    3902000 | PA      | $3944240.32   | 0.05%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $7881721.06   | 0.09%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   19795000 | PA      | $20303066.98  | 0.24%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   11540000 | PA      | $11042212.26  | 0.13%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    9180000 | PA      | $9370010.87   | 0.11%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                         | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    9075000 | PA      | $8469415.27   | 0.10%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2299888.25   | 0.03%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   11705000 | PA      | $10591923.31  | 0.13%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11642772.02  | 0.14%             | N/A             | Floating      | 7.12%                 | No            |                  2 | On Loan: —       |
| SPRINT LLC                                       | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1921480.84   | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    6735000 | PA      | $6908581.16   | 0.08%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6860000 | PA      | $6730751.97   | 0.08%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   35200000 | PA      | $34555808.32  | 0.41%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   24905000 | PA      | $25456751.29  | 0.31%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   13570000 | PA      | $14074040.53  | 0.17%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    7435000 | PA      | $7493604.18   | 0.09%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $912452.31    | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                               | First Horizon Corp                                                              | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5873474.32   | 0.07%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4522000 | PA      | $4388168.24   | 0.05%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8640633.48   | 0.10%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37310000 | PA      | $37568771.73  | 0.45%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS LINCOLN NATIONAL CORP                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-38478.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   21558000 | PA      | $20165804.93  | 0.24%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   16551000 | PA      | $16037901.75  | 0.19%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4643843.79   | 0.06%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6515000 | PA      | $6655782.60   | 0.08%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INGERSOLL RAND INC                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3695533.05   | 0.04%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-IG3 Mortgage Trust                                               | CUSIP: 08162QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22828182 | PA      | $22397811.18  | 0.27%             | 2048-09-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   17580000 | PA      | $17865113.29  | 0.21%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   21310000 | PA      | $21952311.10  | 0.26%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                     | Reliance Inc                                                                    | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9087664.66   | 0.11%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   15125000 | PA      | $15011562.50  | 0.18%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    9510000 | PA      | $9740889.56   | 0.12%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10716838.48  | 0.13%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   23430000 | PA      | $22492465.82  | 0.27%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                            | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   23730000 | PA      | $23202997.04  | 0.28%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                   | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   25250000 | PA      | $25543947.88  | 0.31%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                           | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   23245000 | PA      | $23238026.50  | 0.28%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| LYB FINANCE CO BV                                | LYB Finance Co BV                                                               | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    1008000 | PA      | $1063550.88   | 0.01%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   34910000 | PA      | $34454581.77  | 0.41%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   19156000 | PA      | $19881457.40  | 0.24%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2019-3 Ltd                                                             | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24451174 | PA      | $24500076.17  | 0.29%             | 2032-10-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2196228.62   | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5635000 | PA      | $5739018.63   | 0.07%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1210125.69   | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8774030.91   | 0.11%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   12087000 | PA      | $12332349.70  | 0.15%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   24357000 | PA      | $24904001.87  | 0.30%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   18893000 | PA      | $19875742.78  | 0.24%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                           | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    4386000 | PA      | $4412188.55   | 0.05%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12095000 | PA      | $11917018.98  | 0.14%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1928781.11   | 0.02%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                        | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $4518002.73   | 0.05%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | TRS IBOXXUSLIG INDEX                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1645450.47  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $226060.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8971000 | PA      | $9470338.03   | 0.11%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1004843.75   | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   63500000 | PA      | $61728685.15  | 0.74%             | 2027-07-22      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2016-C1                              | CUSIP: 46645LAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31688711 | PA      | $31474954.65  | 0.38%             | 2049-03-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $3420665.35   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| SUTTER HEALTH                                    | Sutter Health                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $7626456.77   | 0.09%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   50520000 | PA      | $49561693.99  | 0.59%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $8640285.17   | 0.10%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                       | Unum Group                                                                      | CUSIP: 743862AA2<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    4171000 | PA      | $4428760.18   | 0.05%             | 2028-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6790000 | PA      | $6795133.24   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HESS CORP                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   52486000 | PA      | $52377655.31  | 0.63%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17455000 | PA      | $15408602.50  | 0.18%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                          | HPS Loan Management 10-2016 Ltd                                                 | CUSIP: 40436TBN5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $50019900.00  | 0.60%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   14155000 | PA      | $14425915.72  | 0.17%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9603478.43   | 0.12%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $7037672.84   | 0.08%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4725735.00   | 0.06%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    2916000 | PA      | $2932253.73   | 0.04%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2217692.16   | 0.03%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    9355000 | PA      | $9251857.16   | 0.11%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   11657000 | PA      | $10912140.81  | 0.13%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS IMPERIAL BRANDS FINANCE PLC                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-221297.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   22365000 | PA      | $22407210.28  | 0.27%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   33450000 | PA      | $33476854.60  | 0.40%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2012-4 Ltd                                 | CUSIP: 14309YCA0<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | KY        |    7238079 | PA      | $7246608.00   | 0.09%             | 2032-04-22      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                      | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   21080000 | PA      | $21645580.27  | 0.26%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $4078088.05   | 0.05%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ERAC USA FINANCE LLC                             | ERAC USA Finance LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   13378000 | PA      | $13526306.53  | 0.16%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9951239.90   | 0.12%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   10680000 | PA      | $10750255.16  | 0.13%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   26769000 | PA      | $28081914.01  | 0.34%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6803376.53   | 0.08%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                              | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    5158000 | PA      | $5825954.04   | 0.07%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2559000 | PA      | $2633089.95   | 0.03%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9571006 | PA      | $9492333.33   | 0.11%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3594290.11   | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5750000 | PA      | $5444596.23   | 0.07%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   20635000 | PA      | $19867830.08  | 0.24%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11535000 | PA      | $11682263.38  | 0.14%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7105000 | PA      | $8027220.38   | 0.10%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   25145000 | PA      | $25145000.00  | 0.30%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   15390000 | PA      | $14496192.56  | 0.17%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   17405000 | PA      | $17598020.33  | 0.21%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   11225000 | PA      | $10602607.40  | 0.13%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $9456224.92   | 0.11%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8025000 | PA      | $8373168.78   | 0.10%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   30162000 | PA      | $28636675.84  | 0.34%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                         | American Airlines 2013-1 Class A Pass Through Trust                             | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     896708 | PA      | $895753.03    | 0.01%             | 2025-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | SOUND POINT CLO VII-R Ltd                                                       | CUSIP: 83610HAL4<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |   19219803 | PA      | $19233560.06  | 0.23%             | 2031-10-23      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                              | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   17080000 | PA      | $17391440.14  | 0.21%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   44311000 | PA      | $43864074.42  | 0.53%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                              | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   17400000 | PA      | $18041960.82  | 0.22%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2614253.94   | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   38250000 | PA      | $40486657.28  | 0.49%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO XI Ltd                                                             | CUSIP: 89641HBC3<br>LEI: 549300T8V1JZG1WFK175 | Long             | ABS-CBDO         | CORP              | KY        |   40000000 | PA      | $40053040.00  | 0.48%             | 2034-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                         | Principal Life Global Funding II                                                | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   19750000 | PA      | $20376641.67  | 0.24%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12229919.71  | 0.15%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   17980000 | PA      | $18573442.38  | 0.22%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    2250000 | PA      | $2246507.33   | 0.03%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   24090000 | PA      | $25333272.88  | 0.30%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    9985000 | PA      | $10129152.32  | 0.12%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Macmillan Bloedel Pembroke LP                                                   | CUSIP: 554783AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3055554.30   | 0.04%             | 2026-02-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   29000000 | PA      | $29714536.80  | 0.36%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   12355000 | PA      | $12375913.31  | 0.15%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| NEWMONT / NEWCREST FIN                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8095000 | PA      | $7722607.85   | 0.09%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   18905000 | PA      | $17515480.61  | 0.21%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   24930000 | PA      | $25215751.22  | 0.30%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8385000 | PA      | $8726621.22   | 0.10%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3382041 | PA      | $3401518.94   | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $12042228.05  | 0.14%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS IBOXIG INDEX                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1667994.65  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $6772888.33   | 0.08%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   13929000 | PA      | $14313076.30  | 0.17%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6630000 | PA      | $6540957.87   | 0.08%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -2817 | NC      | $-5998447.69  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   28750000 | PA      | $28880863.03  | 0.35%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 22 Ltd                                                                  | CUSIP: 00118XAS5<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |   25300000 | PA      | $25304478.10  | 0.30%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   42526000 | PA      | $43077694.05  | 0.52%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    9050000 | PA      | $9186066.75   | 0.11%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                     | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    6305000 | PA      | $6367069.57   | 0.08%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   32381000 | PA      | $27687348.41  | 0.33%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LII Ltd                                                    | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $25079550.00  | 0.30%             | 2035-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                       | NBN Co Ltd                                                                      | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   21420000 | PA      | $21276550.26  | 0.26%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   25830000 | PA      | $25058047.20  | 0.30%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    5065000 | PA      | $4910517.50   | 0.06%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20788681.29  | 0.25%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $7902280.12   | 0.09%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1014453.13   | 0.01%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $5062427.94   | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    8630000 | PA      | $8865603.03   | 0.11%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    2255000 | PA      | $2252181.25   | 0.03%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17800000 | PA      | $18303770.38  | 0.22%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-13567708.26 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13425000 | PA      | $15909653.32  | 0.19%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12355000 | PA      | $12366018.28  | 0.15%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   12837000 | PA      | $13893675.09  | 0.17%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4587993.38   | 0.06%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1647575.82   | 0.02%             | 2027-07-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      10557 | NC      | $13235209.13  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    8625000 | PA      | $8083435.63   | 0.10%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    5000000 | PA      | $4742493.00   | 0.06%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   33630000 | PA      | $34078974.90  | 0.41%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                             | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   30625000 | PA      | $30285189.44  | 0.36%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5910962.78   | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   20988000 | PA      | $19327321.13  | 0.23%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10884082.74  | 0.13%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $3014062.50   | 0.04%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  146433841 | NS      | $146433841.34 | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    7735000 | PA      | $7886319.03   | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8940000 | PA      | $9178190.33   | 0.11%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6700000 | PA      | $6216534.03   | 0.07%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11895092.43  | 0.14%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   11145000 | PA      | $11296261.55  | 0.14%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1680502.90   | 0.02%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12650000 | PA      | $12852060.13  | 0.15%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-228097.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10845000 | PA      | $10898755.65  | 0.13%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    7280000 | PA      | $7241232.54   | 0.09%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5254216.58   | 0.06%             | N/A             | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   13180000 | PA      | $13290805.63  | 0.16%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $5582773.73   | 0.07%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   16010000 | PA      | $16250023.58  | 0.19%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   10960000 | PA      | $11238768.62  | 0.13%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -790000000 | OU      | $-148588.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29305000 | PA      | $28454221.81  | 0.34%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   16080000 | PA      | $15718700.09  | 0.19%             | N/A             | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   23725000 | PA      | $20983573.88  | 0.25%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                                  | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $6221118.46   | 0.07%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2960000 | PA      | $2868644.63   | 0.03%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4702535.24   | 0.06%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   21300000 | PA      | $21195900.51  | 0.25%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   19483000 | PA      | $19108120.50  | 0.23%             | 2028-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US Clo 2020-1 Ltd                                                           | CUSIP: 449251AU1<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   58800000 | PA      | $58800217.56  | 0.71%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                      | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $11291447.02  | 0.14%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                         | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $14165920.36  | 0.17%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11555000 | PA      | $12006233.15  | 0.14%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7610000 | PA      | $7648167.32   | 0.09%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO X LTD                                                             | CUSIP: 94949WAR7<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |   23906156 | PA      | $23906155.84  | 0.29%             | 2032-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   14535000 | PA      | $14819378.05  | 0.18%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6085000 | PA      | $6214349.49   | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12699556.07  | 0.15%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4223000 | PA      | $4219041.02   | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7685000 | PA      | $7838064.37   | 0.09%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                        | Infor LLC                                                                       | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    6934000 | PA      | $6923155.12   | 0.08%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  790000000 | OU      | $291562.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS FINANCE INC                          | BAE Systems Finance Inc                                                         | CUSIP: 11041RAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5463000 | PA      | $5801837.11   | 0.07%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4633948.39   | 0.06%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16485000 | PA      | $16742446.25  | 0.20%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18715000 | PA      | $16732560.71  | 0.20%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $20421598.00  | 0.24%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18293000 | PA      | $17852614.31  | 0.21%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   45780000 | PA      | $46377869.25  | 0.56%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        146 | NC      | $627172.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DN2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    9578000 | PA      | $9846190.76   | 0.12%             | 2026-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $20787610.56  | 0.25%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5129455.59   | 0.06%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   10785000 | PA      | $10873801.97  | 0.13%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1744457.04   | 0.02%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15965000 | PA      | $16487840.88  | 0.20%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    9513000 | PA      | $9453307.32   | 0.11%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10260000 | PA      | $10313704.69  | 0.12%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund VII Ltd                                                  | CUSIP: 04941TBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21599812 | PA      | $21618415.72  | 0.26%             | 2031-11-27      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $9365684.68   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown City CLO I                                 | Crown City CLO I                                                                | CUSIP: 22823RAJ8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   60000000 | PA      | $60032226.00  | 0.72%             | 2034-07-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                         | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6042656.21   | 0.07%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13715000 | PA      | $14071170.06  | 0.17%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BNY Capital Markets, LLC                         | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-575480.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   16420000 | PA      | $17212842.98  | 0.21%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14321064.23  | 0.17%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4638380.55   | 0.06%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   19840000 | PA      | $20222638.21  | 0.24%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $603562.50    | 0.01%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4745000 | PA      | $4470444.47   | 0.05%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17750000 | PA      | $18181607.68  | 0.22%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   33760000 | PA      | $32660099.20  | 0.39%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2496134.43   | 0.03%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $729490.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                       | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $4519395.81   | 0.05%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   33250000 | PA      | $34095261.94  | 0.41%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                               | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $5056291.83   | 0.06%             | 2027-08-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| LSEG US FIN CORP                                 | Lseg US Fin Corp                                                                | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5391628.72   | 0.06%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     825000 | PA      | $820488.28    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11054000 | PA      | $11239041.68  | 0.13%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $16442263.38  | 0.20%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                       | Nuveen LLC                                                                      | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2963622.63   | 0.04%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| AUTONATION INC                                   | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8348036.53   | 0.10%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6100000 | PA      | $5690819.93   | 0.07%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: —       |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3504251.56   | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   24775000 | PA      | $25122282.65  | 0.30%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer