# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-000460
**Filing Date:** 2026-1
**Character Count:** 197248
**Document Hash:** 01c7f1651d7782af633157ad9064c2fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000460.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000460

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 26555402

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Low Duration Bond Factor ETF (Series ID: S000062079)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000201028 | Fidelity Low Duration Bond Factor ETF | FLDR            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Low Duration Bond Factor ETF**

**November 30, 2025**

LDE-NPRT1-0126

1.9887645.107 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 86.8%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 86.8%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 86.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 10.1%  |  |  |
| Financials - 9.3% |  |  |
| Banks - 7.9% |  |  |
| Australia & New Zealand Banking Group Ltd U.S. SOFR Index + 0.68%, 4.7693% 7/16/2027 (b)(c)(d) | 6300000 | 6335040 |
| Australia & New Zealand Banking Group Ltd U.S. SOFR Index + 0.81%, 4.891% 1/18/2027 (b)(c)(d) | 4900000 | 4922039 |
| Australia & New Zealand Banking Group Ltd U.S. SOFR Index + 0.85%, 5.0002% 12/16/2029 (b)(c)(d) | 7200000 | 7275048 |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.46%, 4.47% 11/27/2026 (b)(c)(d) | 6050000 | 6062762 |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.52%, 4.675% 6/15/2026 (b)(c)(d) | 2310000 | 2312781 |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.64%, 4.795% 3/14/2028 (b)(c)(d) | 3000000 | 3012640 |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.75%, 4.905% 3/13/2026 (b)(c)(d) | 1200000 | 1201467 |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.78%, 4.8945% 10/1/2030 (b)(c)(d) | 1750000 | 1761531 |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.81%, 4.965% 3/14/2030 (b)(c)(d) | 10350000 | 10435245 |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.97%, 5.125% 3/14/2027 (b)(c)(d) | 800000 | 806170 |
| National Australia Bank Ltd U.S. SOFR Index + 0.5%, 4.6798% 3/6/2028 (b)(c)(d) | 3000000 | 3003033 |
| National Australia Bank Ltd U.S. SOFR Index + 0.6%, 4.6517% 10/26/2027 (b)(c)(d) | 400000 | 401756 |
| National Australia Bank Ltd U.S. SOFR Index + 0.62%, 4.7822% 6/11/2027 (b)(c)(d) | 19950000 | 20042425 |
| National Australia Bank Ltd U.S. SOFR Index + 0.65%, 4.7473% 1/12/2027 (b)(c)(d) | 850000 | 852607 |
| National Australia Bank Ltd U.S. SOFR Index + 0.65%, 4.805% 6/13/2028 (b)(c)(d) | 2000000 | 2009608 |
| National Australia Bank Ltd U.S. SOFR Index + 0.79%, 4.8873% 1/14/2030 (b)(c)(d) | 1200000 | 1208428 |
| Westpac Banking Corp U.S. SOFR Index + 0.42%, 4.5088% 4/16/2026 (b)(c) | 1600000 | 1601299 |
| Westpac Banking Corp U.S. SOFR Index + 0.46%, 4.541% 10/20/2026 (b)(c) | 629000 | 629823 |
| Westpac Banking Corp U.S. SOFR Index + 0.5%, 4.6787% 3/6/2028 (b)(c)(d) | 7430000 | 7439852 |
| Westpac Banking Corp U.S. SOFR Index + 0.52%, 4.7146% 6/3/2026 (b)(c) | 1185000 | 1186668 |
| Westpac Banking Corp U.S. SOFR Index + 0.81%, 4.8993% 4/16/2029 (b)(c) | 6500000 | 6557552 |
| Westpac Banking Corp U.S. SOFR Index + 0.82%, 4.9345% 7/1/2030 (b)(c) | 3800000 | 3837164 |
|  |  | 92894938 |
| Capital Markets - 1.4% |  |  |
| Macquarie Bank Ltd U.S. SOFR Index + 0.74%, 4.8986% 6/12/2028 (b)(c)(d) | 5850000 | 5879704 |
| Macquarie Bank Ltd U.S. SOFR Index + 0.92%, 5.0338% 7/2/2027 (b)(c)(d) | 5981000 | 6038031 |
| Macquarie Bank Ltd U.S. SOFR Index + 1.2%, 5.3798% 12/7/2026 (b)(c)(d) | 600000 | 605075 |
| Macquarie Bank Ltd U.S. SOFR Index + 1.24%, 5.3941% 6/15/2026 (b)(c)(d) | 900000 | 904040 |
| Macquarie Group Ltd U.S. SOFR Index + 0.92%, 5.0436% 9/23/2027 (b)(c)(d) | 3180000 | 3187919 |
|  |  | 16614769 |
| TOTAL FINANCIALS |  | 109509707 |
| Materials - 0.8% |  |  |
| Metals & Mining - 0.8% |  |  |
| Glencore Funding LLC U.S. SOFR Averages Index + 0.75%, 4.8645% 10/1/2026 (b)(c)(d) | 3225000 | 3228221 |
| Glencore Funding LLC U.S. SOFR Averages Index + 1.06%, 5.1689% 4/4/2027 (b)(c)(d) | 2200000 | 2208992 |
| Rio Tinto Finance USA PLC U.S. SOFR Averages Index + 0.84%, 4.995% 3/14/2028 (b)(c) | 3446000 | 3477051 |
|  |  | 8914264 |
| TOTAL AUSTRALIA |  | 118423971 |
| CANADA - 8.7%  |  |  |
| Financials - 8.7% |  |  |
| Banks - 8.7% |  |  |
| Bank of Montreal U.S. SOFR Averages Index + 0.62%, 4.775% 9/15/2026 (b)(c) | 1530000 | 1534441 |
| Bank of Montreal U.S. SOFR Averages Index + 0.76%, 4.9457% 6/4/2027 (b)(c) | 2784000 | 2798433 |
| Bank of Montreal U.S. SOFR Averages Index + 0.88%, 5.0457% 9/10/2027 (b)(c) | 3005000 | 3013783 |
| Bank of Montreal U.S. SOFR Averages Index + 1.16%, 5.3222% 12/11/2026 (b)(c) | 800000 | 806531 |
| Bank of Montreal U.S. SOFR Averages Index + 1.33%, 5.5128% 6/5/2026 (b)(c) | 1200000 | 1205980 |
| Bank of Montreal U.S. SOFR Index + 0.86%, 4.9117% 1/27/2029 (b)(c) | 3975000 | 3983414 |
| Bank of Nova Scotia/The U.S. SOFR Averages Index + 0.545%, 4.7433% 3/2/2026 (b)(c) | 5659000 | 5664224 |
| Bank of Nova Scotia/The U.S. SOFR Averages Index + 1.08%, 5.0744% 8/1/2029 (b)(c) | 2000000 | 2016850 |
| Bank of Nova Scotia/The U.S. SOFR Index + 0.61%, 4.765% 9/15/2026 (b)(c) | 900000 | 901685 |
| Bank of Nova Scotia/The U.S. SOFR Index + 0.89%, 4.8462% 2/14/2029 (b)(c) | 2415000 | 2418195 |
| Bank of Nova Scotia/The U.S. SOFR Index + 1%, 5.1798% 9/8/2028 (b)(c) | 4334000 | 4358838 |
| Canadian Imperial Bank of Commerce U.S. SOFR Averages Index + 0.93%, 5.0922% 9/11/2027 (b)(c) | 1183000 | 1186749 |
| Canadian Imperial Bank of Commerce U.S. SOFR Index + 0.72%, 4.8173% 1/13/2028 (b)(c) | 2350000 | 2353465 |
| Canadian Imperial Bank of Commerce U.S. SOFR Index + 0.94%, 5.0596% 6/28/2027 (b)(c) | 1800000 | 1813068 |
| Canadian Imperial Bank of Commerce U.S. SOFR Index + 1.03%, 5.1481% 3/30/2029 (b)(c) | 4250000 | 4274652 |
| Canadian Imperial Bank of Commerce U.S. SOFR Index + 1.22%, 5.3338% 10/2/2026 (b)(c) | 1800000 | 1813135 |
| National Bank of Canada U.S. SOFR Averages Index + 1.03%, 5.1437% 7/2/2027 (b)(c) | 400000 | 401142 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.525%, 4.606% 1/20/2026 (b)(c) | 2492000 | 2493134 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.57%, 4.6217% 4/27/2026 (b)(c) | 2400000 | 2403049 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.59%, 4.5844% 11/2/2026 (b)(c) | 2832000 | 2837668 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.71%, 4.785% 1/21/2027 (b)(c) | 3400000 | 3413362 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.72%, 4.801% 10/18/2027 (b)(c) | 4590000 | 4602154 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.79%, 4.852% 7/23/2027 (b)(c) | 11823000 | 11852746 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.86%, 4.941% 10/18/2028 (b)(c) | 8047000 | 8096345 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.88%, 4.833% 8/6/2029 (b)(c) | 3300000 | 3304111 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.95%, 5.031% 1/19/2027 (b)(c) | 3300000 | 3320836 |
| Royal Bank of Canada U.S. SOFR Averages Index + 1.03%, 5.0222% 2/4/2031 (b)(c) | 1000000 | 999614 |
| Royal Bank of Canada U.S. SOFR Averages Index + 1.08%, 5.161% 7/20/2026 (b)(c) | 200000 | 201219 |
| Royal Bank of Canada U.S. SOFR Averages Index + 1.08%, 5.1773% 1/12/2026 (b)(c) | 400000 | 400419 |
| Toronto Dominion Bank U.S. SOFR Index + 0.59%, 4.7557% 9/10/2026 (b)(c) | 1100000 | 1102349 |
| Toronto Dominion Bank U.S. SOFR Index + 0.73%, 4.8389% 4/5/2027 (b)(c) | 5564000 | 5586429 |
| Toronto Dominion Bank U.S. SOFR Index + 0.82%, 4.8247% 1/31/2028 (b)(c) | 4275000 | 4290230 |
| Toronto Dominion Bank U.S. SOFR Index + 1.03%, 5.1676% 12/17/2029 (b)(c) | 3700000 | 3727158 |
| Toronto Dominion Bank U.S. SOFR Index + 1.08%, 5.1664% 7/17/2026 (b)(c) | 2578000 | 2590620 |
| TOTAL CANADA |  | 101766028 |
| FINLAND - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Nordea Bank Abp U.S. SOFR Index + 0.7%, 4.8376% 3/17/2028 (b)(c)(d) | 2500000 | 2509850 |
| Nordea Bank Abp U.S. SOFR Index + 0.74%, 4.8684% 3/19/2027 (b)(c)(d) | 3500000 | 3516507 |
| Nordea Bank Abp U.S. SOFR Index + 0.83%, 4.84% 8/28/2030 (b)(c)(d) | 1500000 | 1503108 |
| Nordea Bank Abp U.S. SOFR Index + 1.02%, 5.1857% 9/10/2029 (b)(c)(d) | 1800000 | 1823143 |
| TOTAL FINLAND |  | 9352608 |
| FRANCE - 2.9%  |  |  |
| Financials - 2.9% |  |  |
| Banks - 2.9% |  |  |
| Banque Federative du Credit Mutuel SA U.S. SOFR Averages Index + 1.07%, 5.0239% 2/16/2028 (b)(c)(d) | 5400000 | 5431057 |
| Banque Federative du Credit Mutuel SA U.S. SOFR Averages Index + 1.23%, 5.2951% 1/22/2030 (b)(c)(d) | 600000 | 605651 |
| Banque Federative du Credit Mutuel SA U.S. SOFR Averages Index + 1.4%, 5.4973% 7/13/2026 (b)(c)(d) | 800000 | 804721 |
| Banque Federative du Credit Mutuel SA U.S. SOFR Index + 0.99%, 5.0793% 10/16/2028 (b)(c)(d) | 3150000 | 3163447 |
| Banque Federative du Credit Mutuel SA U.S. SOFR Index + 1.13%, 5.192% 1/23/2027 (b)(c)(d) | 1260000 | 1267533 |
| BNP Paribas SA U.S. SOFR Index + 1.43%, 5.3819% 5/9/2029 (b)(c)(d) | 2551000 | 2580471 |
| BPCE SA U.S. SOFR Averages Index + 1.98%, 6.061% 10/19/2027 (b)(c)(d) | 900000 | 909701 |
| Credit Agricole SA U.S. SOFR Index + 0.87%, 5.0322% 3/11/2027 (b)(c)(d) | 1500000 | 1505268 |
| Credit Agricole SA U.S. SOFR Index + 1.21%, 5.3722% 9/11/2028 (b)(c)(d) | 7073000 | 7117843 |
| Credit Agricole SA U.S. SOFR Index + 1.29%, 5.3989% 7/5/2026 (b)(c)(d) | 2000000 | 2010590 |
| Societe Generale SA U.S. SOFR Index + 1.41%, 5.5073% 4/13/2029 (b)(c)(d) | 2500000 | 2510722 |
| Societe Generale SA U.S. SOFR Index + 1.42%, 5.3659% 5/22/2029 (b)(c)(d) | 1300000 | 1308741 |
| Societe Generale SA U.S. SOFR Index + 1.66%, 5.741% 1/19/2028 (b)(c)(d) | 5225000 | 5268867 |
| TOTAL FRANCE |  | 34484612 |
| GERMANY - 3.4%  |  |  |
| Consumer Discretionary - 2.7% |  |  |
| Automobiles - 2.7% |  |  |
| BMW US Capital LLC U.S. SOFR Averages Index + 0.8%, 4.7562% 8/13/2026 (b)(c)(d) | 5000000 | 5014498 |
| BMW US Capital LLC U.S. SOFR Averages Index + 0.92%, 5.0443% 3/21/2028 (b)(c)(d) | 6100000 | 6140321 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.63%, 4.6899% 7/31/2026 (b)(c)(d) | 3600000 | 3605463 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.67%, 4.7923% 1/9/2026 (b)(c)(d) | 2000000 | 2000951 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.78%, 4.8945% 4/1/2027 (b)(c)(d) | 5074000 | 5092556 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.85%, 4.8062% 11/15/2027 (b)(c)(d) | 2100000 | 2113763 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.93%, 5.0481% 3/31/2028 (b)(c)(d) | 1000000 | 1004052 |
| Volkswagen Group of America Finance LLC U.S. SOFR Index + 0.83%, 4.9543% 3/20/2026 (b)(c)(d) | 3400000 | 3404389 |
| Volkswagen Group of America Finance LLC U.S. SOFR Index + 1.06%, 5.0162% 8/14/2026 (b)(c)(d) | 2991000 | 2999934 |
|  |  | 31375927 |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| Deutsche Bank AG/New York NY U.S. SOFR Index + 1.21%, 5.3083% 1/10/2029 (b)(c)(e) | 2600000 | 2613214 |
| Deutsche Bank AG/New York NY U.S. SOFR Index + 1.219%, 5.1729% 11/16/2027 (b)(c) | 900000 | 904193 |
| Siemens Funding BV U.S. SOFR Index + 0.64%, 4.6252% 5/26/2028 (b)(c)(d) | 1500000 | 1506110 |
|  |  | 5023517 |
| Industrials - 0.3% |  |  |
| Machinery - 0.3% |  |  |
| Daimler Truck Finance North America LLC U.S. SOFR Index + 0.84%, 4.9373% 1/13/2028 (b)(c)(d) | 1575000 | 1575391 |
| Daimler Truck Finance North America LLC U.S. SOFR Index + 0.96%, 5.0954% 9/25/2027 (b)(c)(d) | 1950000 | 1955528 |
|  |  | 3530919 |
| TOTAL GERMANY |  | 39930363 |
| JAPAN - 3.2%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| NTT Finance Corp U.S. SOFR Index + 1.31%, 5.4226% 7/16/2030 (b)(c)(d) | 4500000 | 4574270 |
| Financials - 2.8% |  |  |
| Banks - 2.6% |  |  |
| Mitsubishi UFJ Financial Group Inc U.S. SOFR Index + 1.13%, 5.3187% 9/12/2031 (b)(c) | 2000000 | 2008043 |
| Sumitomo Mitsui Financial Group Inc U.S. SOFR Index + 0.88%, 4.9949% 1/14/2027 (b)(c) | 1170000 | 1176176 |
| Sumitomo Mitsui Financial Group Inc U.S. SOFR Index + 1.05%, 5.1636% 4/15/2030 (b)(c) | 3100000 | 3102585 |
| Sumitomo Mitsui Financial Group Inc U.S. SOFR Index + 1.17%, 5.2923% 7/9/2029 (b)(c) | 2900000 | 2934689 |
| Sumitomo Mitsui Financial Group Inc U.S. SOFR Index + 1.3%, 5.4149% 7/13/2026 (b)(c) | 1000000 | 1006459 |
| Sumitomo Mitsui Financial Group Inc U.S. SOFR Index + 1.43%, 5.5449% 1/13/2026 (b)(c) | 2512000 | 2515813 |
| Sumitomo Mitsui Trust Bank Ltd U.S. SOFR Index + 0.75%, 4.942% 9/11/2028 (b)(c)(d) | 4200000 | 4207652 |
| Sumitomo Mitsui Trust Bank Ltd U.S. SOFR Index + 0.98%, 5.1751% 9/10/2027 (b)(c)(d) | 6990000 | 7064149 |
| Sumitomo Mitsui Trust Bank Ltd U.S. SOFR Index + 0.99%, 5.1678% 3/13/2030 (b)(c)(d) | 3500000 | 3538475 |
| Sumitomo Mitsui Trust Bank Ltd U.S. SOFR Index + 1.12%, 5.318% 3/9/2026 (b)(c)(d) | 1850000 | 1854106 |
| Sumitomo Mitsui Trust Bank Ltd U.S. SOFR Index + 1.15%, 5.3242% 9/14/2026 (b)(c)(d) | 1300000 | 1308627 |
|  |  | 30716774 |
| Capital Markets - 0.2% |  |  |
| Nomura Holdings Inc U.S. SOFR Index + 1.25%, 5.3819% 7/2/2027 (b)(c) | 2310000 | 2331023 |
| TOTAL FINANCIALS |  | 33047797 |
| TOTAL JAPAN |  | 37622067 |
| NETHERLANDS - 3.1%  |  |  |
| Financials - 3.1% |  |  |
| Banks - 3.1% |  |  |
| ABN AMRO Bank NV U.S. SOFR Averages Index + 1%, 5.1946% 12/3/2028 (b)(c)(d) | 8000000 | 8029205 |
| ABN AMRO Bank NV U.S. SOFR Averages Index + 1.78%, 5.9126% 9/18/2027 (b)(c)(d) | 2600000 | 2624444 |
| Cooperatieve Rabobank UA/NY U.S. SOFR Averages Index + 0.62%, 4.63% 8/28/2026 (b)(c) | 4500000 | 4511690 |
| Cooperatieve Rabobank UA/NY U.S. SOFR Averages Index + 0.71%, 4.8928% 3/5/2027 (b)(c) | 6450000 | 6498358 |
| Cooperatieve Rabobank UA/NY U.S. SOFR Averages Index + 0.89%, 4.9764% 10/17/2029 (b)(c) | 2900000 | 2924854 |
| Cooperatieve Rabobank UA/NY U.S. SOFR Averages Index + 0.9%, 5.0089% 10/5/2026 (b)(c) | 2550000 | 2564012 |
| ING Groep NV U.S. SOFR Averages Index + 1.01%, 5.1307% 3/25/2029 (b)(c) | 6100000 | 6117857 |
| ING Groep NV U.S. SOFR Averages Index + 1.01%, 5.1424% 4/1/2027 (b)(c) | 200000 | 200388 |
| ING Groep NV U.S. SOFR Averages Index + 1.56%, 5.7222% 9/11/2027 (b)(c) | 2500000 | 2519738 |
| TOTAL NETHERLANDS |  | 35990546 |
| NEW ZEALAND - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| ASB Bank Ltd U.S. SOFR Index + 0.9%, 4.9247% 10/29/2030 (b)(c)(d) | 1500000 | 1507719 |
| Bank of New Zealand U.S. SOFR Index + 0.81%, 4.8555% 1/27/2027 (b)(c)(d) | 350000 | 351240 |
| TOTAL NEW ZEALAND |  | 1858959 |
| SPAIN - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Banco Santander SA U.S. SOFR Index + 1.12%, 5.2336% 7/15/2028 (b)(c) | 2790000 | 2805520 |
| Banco Santander SA U.S. SOFR Index + 1.38%, 5.5578% 3/14/2028 (b)(c) | 3000000 | 3021713 |
| TOTAL SPAIN |  | 5827233 |
| SWEDEN - 1.1%  |  |  |
| Financials - 1.1% |  |  |
| Banks - 1.1% |  |  |
| Skandinaviska Enskilda Banken AB U.S. SOFR Index + 0.89%, 5.0728% 3/5/2027 (b)(c)(d) | 1500000 | 1509097 |
| Skandinaviska Enskilda Banken AB U.S. SOFR Index + 1.06%, 5.2546% 9/3/2030 (b)(c)(d) | 2500000 | 2493604 |
| Svenska Handelsbanken AB U.S. SOFR Index + 0.66%, 4.67% 5/28/2027 (b)(c)(d) | 1700000 | 1706442 |
| Svenska Handelsbanken AB U.S. SOFR Index + 0.74%, 4.6859% 5/23/2028 (b)(c)(d) | 3500000 | 3513839 |
| Svenska Handelsbanken AB U.S. SOFR Index + 1.25%, 5.405% 6/15/2026 (b)(c)(d) | 500000 | 502419 |
| Swedbank AB U.S. SOFR Averages Index + 1.38%, 5.5332% 6/15/2026 (b)(c)(d) | 1000000 | 1005549 |
| Swedbank AB U.S. SOFR Index + 1.03%, 4.9838% 11/20/2029 (b)(c)(d) | 2150000 | 2174443 |
| TOTAL SWEDEN |  | 12905393 |
| SWITZERLAND - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Capital Markets - 0.3% |  |  |
| UBS Group AG U.S. SOFR Index + 0.84%, 4.9636% 12/23/2029 (b)(c)(d) | 3000000 | 2991252 |
| UNITED KINGDOM - 5.3%  |  |  |
| Financials - 5.0% |  |  |
| Banks - 4.6% |  |  |
| Barclays PLC U.S. SOFR Index + 1.08%, 5.0331% 11/11/2029 (b)(c) | 1550000 | 1554746 |
| Barclays PLC U.S. SOFR Index + 1.49%, 5.6486% 3/12/2028 (b)(c) | 5395000 | 5448761 |
| Barclays PLC U.S. SOFR Index + 1.88%, 6.035% 9/13/2027 (b)(c) | 800000 | 808424 |
| HSBC Holdings PLC U.S. SOFR Index + 1.29%, 5.5126% 3/3/2031 (b)(c) | 800000 | 806479 |
| HSBC Holdings PLC U.S. SOFR Index + 1.57%, 5.5174% 5/13/2031 (b)(c) | 2000000 | 2037809 |
| HSBC Holdings PLC U.S. SOFR Index + 1.57%, 5.5195% 8/14/2027 (b)(c) | 4100000 | 4130912 |
| Lloyds Banking Group PLC U.S. SOFR Averages Index + 1.06%, 4.9826% 11/26/2028 (b)(c) | 3650000 | 3669346 |
| Lloyds Banking Group PLC U.S. SOFR Averages Index + 1.06%, 5.2378% 6/13/2029 (b)(c) | 2400000 | 2409998 |
| Lloyds Banking Group PLC U.S. SOFR Averages Index + 1.56%, 5.5595% 8/7/2027 (b)(c) | 2400000 | 2417830 |
| Lloyds Banking Group PLC U.S. SOFR Averages Index + 1.58%, 5.7075% 1/5/2028 (b)(c) | 2515000 | 2540153 |
| NatWest Group PLC U.S. SOFR Index + 1.1%, 5.0459% 5/23/2029 (b)(c) | 1500000 | 1507111 |
| NatWest Group PLC U.S. SOFR Index + 1.25%, 5.4748% 3/1/2028 (b)(c) | 2950000 | 2968216 |
| NatWest Group PLC U.S. SOFR Index + 1.3%, 5.2512% 11/15/2028 (b)(c) | 2000000 | 2018536 |
| NatWest Markets PLC U.S. SOFR Index + 0.76%, 4.8796% 9/29/2026 (b)(c)(d) | 650000 | 652247 |
| NatWest Markets PLC U.S. SOFR Index + 0.9%, 4.8539% 5/17/2027 (b)(c)(d) | 1600000 | 1608855 |
| NatWest Markets PLC U.S. SOFR Index + 0.95%, 5.0743% 3/21/2028 (b)(c)(d) | 2080000 | 2091482 |
| NatWest Markets PLC U.S. SOFR Index + 1.14%, 5.0939% 5/17/2029 (b)(c)(d) | 1000000 | 1008088 |
| NatWest Markets PLC U.S. SOFR Index + 1.19%, 5.3143% 3/21/2030 (b)(c)(d) | 3000000 | 3029831 |
| Standard Chartered PLC U.S. SOFR Index + 1.17%, 5.1262% 5/14/2028 (b)(c)(d) | 4915000 | 4946095 |
| Standard Chartered PLC U.S. SOFR Index + 1.68%, 5.6362% 5/13/2031 (b)(c)(d) | 1500000 | 1536600 |
| Standard Chartered PLC U.S. SOFR Index + 1.93%, 6.0389% 7/6/2027 (b)(c)(d) | 5235000 | 5277146 |
| Standard Chartered PLC U.S. SOFR Index + 2.03%, 5.9819% 2/8/2028 (b)(c)(d) | 1600000 | 1624005 |
|  |  | 54092670 |
| Financial Services - 0.4% |  |  |
| Nationwide Building Society U.S. SOFR Index + 1.01%, 5.1281% 9/30/2030 (b)(c)(d) | 3000000 | 2997390 |
| Nationwide Building Society U.S. SOFR Index + 1.07%, 5.1673% 7/14/2029 (b)(c)(d) | 200000 | 200102 |
| Nationwide Building Society U.S. SOFR Index + 1.29%, 5.2439% 2/16/2028 (b)(c)(d) | 1200000 | 1207876 |
|  |  | 4405368 |
| TOTAL FINANCIALS |  | 58498038 |
| Health Care - 0.3% |  |  |
| Pharmaceuticals - 0.3% |  |  |
| GlaxoSmithKline Capital PLC U.S. SOFR Index + 0.5%, 4.6586% 3/12/2027 (b)(c) | 3800000 | 3813581 |
| TOTAL UNITED KINGDOM |  | 62311619 |
| UNITED STATES - 47.2%  |  |  |
| Consumer Discretionary - 5.5% |  |  |
| Automobiles - 5.5% |  |  |
| American Honda Finance Corp U.S. SOFR Averages Index + 0.72%, 4.8289% 10/5/2026 (b)(c) | 4100000 | 4109421 |
| American Honda Finance Corp U.S. SOFR Index + 0.55%, 4.5031% 5/11/2026 (b)(c) | 3000000 | 3003152 |
| American Honda Finance Corp U.S. SOFR Index + 0.62%, 4.7837% 12/11/2026 (b)(c) | 9950000 | 9970597 |
| American Honda Finance Corp U.S. SOFR Index + 0.71%, 4.8096% 1/9/2026 (b)(c) | 900000 | 900467 |
| American Honda Finance Corp U.S. SOFR Index + 0.71%, 4.8096% 7/9/2027 (b)(c) | 1636000 | 1636228 |
| American Honda Finance Corp U.S. SOFR Index + 0.72%, 4.7851% 10/22/2027 (b)(c) | 700000 | 700549 |
| American Honda Finance Corp U.S. SOFR Index + 0.73%, 4.6862% 8/13/2027 (b)(c) | 3600000 | 3608178 |
| American Honda Finance Corp U.S. SOFR Index + 0.77%, 4.9286% 3/12/2027 (b)(c) | 3231000 | 3237803 |
| American Honda Finance Corp U.S. SOFR Index + 0.82%, 5.0146% 3/3/2028 (b)(c) | 2700000 | 2705248 |
| American Honda Finance Corp U.S. SOFR Index + 0.87%, 4.9696% 7/9/2027 (b)(c)(e) | 1250000 | 1255565 |
| American Honda Finance Corp U.S. SOFR Index + 0.9%, 5.0874% 9/1/2028 (b)(c) | 3400000 | 3408993 |
| American Honda Finance Corp U.S. SOFR Index + 0.92%, 5.0174% 1/12/2026 (b)(c) | 1100000 | 1100911 |
| General Motors Financial Co Inc U.S. SOFR Averages Index + 1.17%, 5.2789% 4/4/2028 (b)(c) | 4162000 | 4161971 |
| General Motors Financial Co Inc U.S. SOFR Averages Index + 1.35%, 5.3019% 5/8/2027 (b)(c) | 2300000 | 2311007 |
| General Motors Financial Co Inc U.S. SOFR Index + 1.04%, 5.0252% 2/26/2027 (b)(c) | 4700000 | 4706151 |
| Hyundai Capital America U.S. SOFR Index + 0.92%, 5.0268% 1/7/2028 (b)(c)(d) | 3000000 | 3005489 |
| Hyundai Capital America U.S. SOFR Index + 1.03%, 5.1514% 9/24/2027 (b)(c)(d) | 400000 | 401544 |
| Hyundai Capital America U.S. SOFR Index + 1.04%, 5.1614% 6/24/2027 (b)(c)(d) | 4215000 | 4230611 |
| Hyundai Capital America U.S. SOFR Index + 1.04%, 5.1684% 3/19/2027 (b)(c)(d) | 2400000 | 2408560 |
| Hyundai Capital America U.S. SOFR Index + 1.3%, 5.4326% 9/18/2030 (b)(c)(d) | 1800000 | 1812388 |
| Hyundai Capital America U.S. SOFR Index + 1.35%, 5.4696% 3/27/2030 (b)(c)(d) | 4370000 | 4397606 |
| Hyundai Capital America U.S. SOFR Index + 1.5%, 5.5985% 1/8/2027 (b)(c)(d) | 900000 | 908114 |
|  |  | 63980553 |
| Consumer Staples - 1.8% |  |  |
| Beverages - 1.1% |  |  |
| Keurig Dr Pepper Inc U.S. SOFR Averages Index + 0.88%, 5.035% 3/15/2027 (b)(c) | 1323000 | 1323484 |
| Keurig Dr Pepper Inc U.S. SOFR Index + 0.58%, 4.5339% 11/15/2026 (b)(c) | 8625000 | 8622768 |
| PepsiCo Inc U.S. SOFR Averages Index + 0.4%, 4.3562% 2/13/2026 (b)(c) | 2400000 | 2400985 |
| Pepsico Singapore Financing I Pte Ltd U.S. SOFR Averages Index + 0.56%, 4.5139% 2/16/2027 (b)(c) | 1050000 | 1052171 |
|  |  | 13399408 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Walmart Inc U.S. SOFR Averages Index + 0.43%, 4.4755% 4/28/2027 (b)(c) | 750000 | 752496 |
| Food Products - 0.2% |  |  |
| Cargill Inc U.S. SOFR Index + 0.61%, 4.5619% 2/11/2028 (b)(c)(d) | 2520000 | 2523277 |
| Tobacco - 0.4% |  |  |
| Philip Morris International Inc U.S. SOFR Index + 0.66%, 4.6847% 10/27/2028 (b)(c) | 2000000 | 2001675 |
| Philip Morris International Inc U.S. SOFR Index + 0.83%, 4.8571% 4/28/2028 (b)(c) | 2653000 | 2670108 |
|  |  | 4671783 |
| TOTAL CONSUMER STAPLES |  | 21346964 |
| Energy - 1.8% |  |  |
| Oil, Gas & Consumable Fuels - 1.8% |  |  |
| Chevron USA Inc U.S. SOFR Averages Index + 0.36%, 4.3452% 2/26/2027 (b)(c)(e) | 8000000 | 8015034 |
| Chevron USA Inc U.S. SOFR Averages Index + 0.47%, 4.4552% 2/26/2028 (b)(c) | 6969000 | 6981503 |
| Chevron USA Inc U.S. SOFR Index + 0.57%, 4.5262% 8/13/2028 (b)(c) | 3260000 | 3274354 |
| Chevron USA Inc U.S. SOFR Index + 0.82%, 4.9162% 10/15/2030 (b)(c) | 1050000 | 1050008 |
| Shell Finance US Inc U.S. SOFR Index + 0.78%, 4.733% 11/6/2030 (b)(c) | 2000000 | 1998472 |
|  |  | 21319371 |
| Financials - 33.1% |  |  |
| Banks - 14.9% |  |  |
| Bank of America Corp CME Term SOFR 3 month Index + 1.0216%, 5.0594% 9/15/2026 (b)(c) | 4600000 | 4613607 |
| Bank of America Corp U.S. SOFR Index + 0.83%, 4.8782% 1/24/2029 (b)(c)(e) | 2120000 | 2122104 |
| Bank of America Corp U.S. SOFR Index + 0.97%, 5.0279% 7/22/2027 (b)(c) | 1775000 | 1779010 |
| Bank of America Corp U.S. SOFR Index + 1.05%, 5.0422% 2/4/2028 (b)(c)(e) | 4950000 | 4978866 |
| Bank of America Corp U.S. SOFR Index + 1.11%, 5.0904% 5/9/2029 (b)(c)(e) | 3765000 | 3790864 |
| Bank of America Corp U.S. SOFR Index + 1.35%, 5.4849% 9/15/2027 (b)(c) | 4551000 | 4582057 |
| Bank of America NA U.S. SOFR Index + 1.02%, 4.9697% 8/18/2026 (b)(c) | 2440000 | 2455766 |
| Citibank NA U.S. SOFR Averages Index + 0.59%, 4.6057% 4/30/2026 (b)(c) | 3000000 | 3002834 |
| Citibank NA U.S. SOFR Averages Index + 1.06%, 5.2457% 12/4/2026 (b)(c) | 600000 | 604085 |
| Citibank NA U.S. SOFR Index + 0.708%, 4.6814% 8/6/2026 (b)(c) | 1230000 | 1233292 |
| Citibank NA U.S. SOFR Index + 0.712%, 4.6603% 11/19/2027 (b)(c) | 13700000 | 13728110 |
| Citibank NA U.S. SOFR Index + 0.781%, 4.831% 5/29/2027 (b)(c) | 4022000 | 4041800 |
| Citibank NA U.S. SOFR Index + 1.117%, 5.167% 5/29/2030 (b)(c) | 1200000 | 1216098 |
| Citigroup Inc U.S. SOFR Index + 0.77%, 4.9465% 6/9/2027 (b)(c) | 4935000 | 4941622 |
| Citigroup Inc U.S. SOFR Index + 0.87%, 5.0447% 3/4/2029 (b)(c)(e) | 1484000 | 1485514 |
| Citigroup Inc U.S. SOFR Index + 1.1143%, 5.1182% 5/7/2028 (b)(c) | 9304000 | 9359104 |
| Citigroup Inc U.S. SOFR Index + 1.28%, 5.2259% 2/24/2028 (b)(c) | 3301000 | 3326583 |
| Fifth Third Bank OH U.S. SOFR Index + 0.81%, 4.8555% 1/28/2028 (b)(c) | 975000 | 976490 |
| HSBC USA Inc U.S. SOFR Index + 0.96%, 5.1457% 3/4/2027 (b)(c) | 5400000 | 5429909 |
| Huntington National Bank/The U.S. SOFR Index + 0.72%, 4.8173% 4/12/2028 (b)(c) | 1765000 | 1763986 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.765%, 4.8893% 9/22/2027 (b)(c) | 1850000 | 1854355 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.8%, 4.8567% 1/24/2029 (b)(c) | 3911000 | 3918872 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.86%, 4.9251% 10/22/2028 (b)(c) | 5000000 | 5023388 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.885%, 4.9501% 4/22/2027 (b)(c)(e) | 4675000 | 4685380 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.92%, 4.9851% 4/22/2028 (b)(c) | 8278000 | 8331922 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.93%, 4.9951% 7/22/2028 (b)(c)(e) | 3300000 | 3317756 |
| JPMorgan Chase & Co U.S. SOFR Index + 1.18%, 5.1259% 2/24/2028 (b)(c) | 708000 | 713249 |
| JPMorgan Chase & Co U.S. SOFR Index + 1.2%, 5.262% 1/23/2028 (b)(c)(e) | 6518000 | 6568377 |
| JPMorgan Chase Bank NA U.S. SOFR Index + 1%, 5.1798% 12/8/2026 (b)(c) | 5450000 | 5493391 |
| Morgan Stanley Bank NA U.S. SOFR Index + 0.685%, 4.7812% 10/15/2027 (b)(c) | 4850000 | 4859727 |
| Morgan Stanley Bank NA U.S. SOFR Index + 0.865%, 4.9155% 5/26/2028 (b)(c) | 6640000 | 6658806 |
| Morgan Stanley Bank NA U.S. SOFR Index + 0.9%, 4.9973% 1/12/2029 (b)(c) | 4100000 | 4110922 |
| Morgan Stanley Bank NA U.S. SOFR Index + 0.94%, 5.0273% 7/14/2028 (b)(c) | 3800000 | 3820559 |
| Morgan Stanley Bank NA U.S. SOFR Index + 1.08%, 5.1673% 1/14/2028 (b)(c) | 7293000 | 7338532 |
| Morgan Stanley Bank NA U.S. SOFR Index + 1.165%, 5.1814% 10/30/2026 (b)(c) | 1900000 | 1916956 |
| Morgan Stanley Private Bank NA U.S. SOFR Index + 0.77%, 4.8686% 7/6/2028 (b)(c) | 2200000 | 2204329 |
| PNC Bank NA U.S. SOFR Index + 0.5%, 4.5962% 1/15/2027 (b)(c) | 375000 | 375081 |
| Santander Holdings USA Inc U.S. SOFR Index + 1.61%, 5.7343% 3/20/2029 (b)(c) | 2000000 | 2017540 |
| US Bank NA/Cincinnati OH U.S. SOFR Index + 0.69%, 4.7551% 10/22/2027 (b)(c) | 4215000 | 4226448 |
| Wells Fargo & Co U.S. SOFR Index + 1.07%, 5.1351% 4/22/2028 (b)(c) | 9559000 | 9614920 |
| Wells Fargo & Co U.S. SOFR Index + 1.37%, 5.432% 4/23/2029 (b)(c) | 5010000 | 5072448 |
| Wells Fargo Bank NA U.S. SOFR Index + 1.06%, 5.0103% 8/7/2026 (b)(c) | 2200000 | 2210760 |
| Wells Fargo Bank NA U.S. SOFR Index + 1.07%, 5.2322% 12/11/2026 (b)(c) | 4100000 | 4130957 |
|  |  | 173896376 |
| Capital Markets - 6.2% |  |  |
| Athene Global Funding U.S. SOFR Averages Index + 0.75%, 4.8393% 7/16/2026 (b)(c)(d) | 6050000 | 6062850 |
| Athene Global Funding U.S. SOFR Averages Index + 0.83%, 4.9368% 1/7/2027 (b)(c)(d) | 4900000 | 4912201 |
| Athene Global Funding U.S. SOFR Averages Index + 0.85%, 4.8019% 5/8/2026 (b)(c)(d) | 3000000 | 3005639 |
| Athene Global Funding U.S. SOFR Averages Index + 0.95%, 5.1298% 3/6/2028 (b)(c)(d) | 2200000 | 2207165 |
| Athene Global Funding U.S. SOFR Averages Index + 1%, 5.1326% 9/18/2028 (b)(c)(d) | 2000000 | 2003341 |
| Athene Global Funding U.S. SOFR Averages Index + 1.21%, 5.3307% 3/25/2027 (b)(c)(d) | 1550000 | 1561583 |
| Bank of New York Mellon Corp/The U.S. SOFR Averages Index + 0.83%, 4.905% 7/21/2028 (b)(c) | 980000 | 984099 |
| Charles Schwab Corp/The U.S. SOFR Averages Index + 0.52%, 4.4762% 5/13/2026 (b)(c)(e) | 4833000 | 4837696 |
| Charles Schwab Corp/The U.S. SOFR Averages Index + 1.05%, 5.2446% 3/3/2027 (b)(c) | 4140000 | 4175616 |
| Equitable America Global Funding U.S. SOFR Index + 0.71%, 4.865% 9/15/2027 (b)(c)(d) | 1881000 | 1883069 |
| Goldman Sachs Bank USA U.S. SOFR Index + 0.75%, 4.6911% 5/21/2027 (b)(c) | 1850000 | 1853186 |
| Goldman Sachs Bank USA U.S. SOFR Index + 0.77%, 4.9026% 3/18/2027 (b)(c) | 3100000 | 3103968 |
| Goldman Sachs Group Inc/The CME Term SOFR 3 month Index + 2.0116%, 5.871% 10/28/2027 (b)(c) | 1560000 | 1580731 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 0.81%, 4.9865% 3/9/2027 (b)(c) | 1852000 | 1854292 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 0.82%, 4.9857% 9/10/2027 (b)(c) | 4165000 | 4171404 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 0.92%, 4.995% 10/21/2027 (b)(c) | 2800000 | 2807767 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 0.92%, 4.995% 10/21/2029 (b)(c)(e) | 3000000 | 2999033 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 1.12%, 5.0659% 2/24/2028 (b)(c) | 1398000 | 1405975 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 1.29%, 5.352% 4/23/2028 (b)(c)(e) | 680000 | 685584 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 1.85%, 6.005% 3/15/2028 (b)(c) | 3180000 | 3227944 |
| Morgan Stanley U.S. SOFR Index + 0.92%, 4.9851% 10/18/2029 (b)(c)(e) | 2000000 | 2001023 |
| Morgan Stanley U.S. SOFR Index + 1.02%, 5.1073% 4/13/2028 (b)(c) | 8400000 | 8440404 |
| Morgan Stanley U.S. SOFR Index + 1.38%, 5.4673% 4/12/2029 (b)(c) | 1500000 | 1519589 |
| Sammons Financial Group Global Funding U.S. SOFR Index + 0.85%, 5.0467% 9/2/2027 (b)(c)(d) | 2000000 | 2007880 |
| State Street Bank & Trust Co U.S. SOFR Index + 0.46%, 4.4126% 11/25/2026 (b)(c) | 2550000 | 2557335 |
| State Street Corp U.S. SOFR Index + 0.845%, 4.8239% 8/3/2026 (b)(c) | 800000 | 802423 |
|  |  | 72651797 |
| Consumer Finance - 5.5% |  |  |
| American Express Co U.S. SOFR Averages Index + 0.65%, 4.6422% 11/4/2026 (b)(c) | 2550000 | 2558748 |
| American Express Co U.S. SOFR Averages Index + 0.97%, 5.0155% 7/28/2027 (b)(c) | 1400000 | 1404894 |
| American Express Co U.S. SOFR Averages Index + 1%, 4.9539% 2/16/2028 (b)(c)(e) | 600000 | 603245 |
| American Express Co U.S. SOFR Index + 0.75%, 4.812% 4/23/2027 (b)(c) | 1127000 | 1128699 |
| American Express Co U.S. SOFR Index + 0.76%, 4.7162% 2/13/2026 (b)(c) | 1350000 | 1350916 |
| American Express Co U.S. SOFR Index + 0.85%, 4.891% 7/20/2029 (b)(c) | 2200000 | 2202090 |
| American Express Co U.S. SOFR Index + 0.93%, 4.9817% 7/26/2028 (b)(c) | 3730000 | 3748949 |
| American Express Co U.S. SOFR Index + 1.02%, 5.0357% 1/30/2031 (b)(c)(e) | 2000000 | 2001612 |
| Ford Motor Credit Co LLC U.S. SOFR Index + 1.45%, 5.4111% 11/5/2026 (b)(c) | 2600000 | 2605988 |
| Ford Motor Credit Co LLC U.S. SOFR Index + 2.03%, 6.1543% 3/20/2028 (b)(c) | 1760000 | 1767592 |
| John Deere Capital Corp U.S. SOFR Index + 0.44%, 4.6467% 3/6/2026 (b)(c) | 5150000 | 5154123 |
| John Deere Capital Corp U.S. SOFR Index + 0.5%, 4.7067% 3/6/2028 (b)(c) | 5478000 | 5483999 |
| John Deere Capital Corp U.S. SOFR Index + 0.57%, 4.7926% 3/3/2026 (b)(c) | 2400000 | 2403018 |
| John Deere Capital Corp U.S. SOFR Index + 0.6%, 4.711% 4/19/2027 (b)(c) | 2641000 | 2651877 |
| John Deere Capital Corp U.S. SOFR Index + 0.68%, 4.7936% 7/15/2027 (b)(c) | 4300000 | 4328788 |
| John Deere Capital Corp U.S. SOFR Index + 0.79%, 4.9967% 6/8/2026 (b)(c) | 3800000 | 3813521 |
| Stellantis Financial Services US Corp U.S. SOFR Index + 1.69%, 5.845% 9/15/2028 (b)(c)(d) | 1500000 | 1506220 |
| Toyota Motor Credit Corp U.S. SOFR Averages Index + 0.45%, 4.5483% 4/10/2026 (b)(c) | 1500000 | 1501368 |
| Toyota Motor Credit Corp U.S. SOFR Averages Index + 0.89%, 4.8396% 5/18/2026 (b)(c) | 1860000 | 1865623 |
| Toyota Motor Credit Corp U.S. SOFR Index + 0.45%, 4.4039% 5/15/2026 (b)(c) | 4294000 | 4298151 |
| Toyota Motor Credit Corp U.S. SOFR Index + 0.65%, 4.7784% 3/19/2027 (b)(c) | 4500000 | 4514408 |
| Toyota Motor Credit Corp U.S. SOFR Index + 0.71%, 4.6662% 5/14/2027 (b)(c)(e) | 4000000 | 4020720 |
| Toyota Motor Credit Corp U.S. SOFR Index + 0.77%, 4.7203% 8/7/2026 (b)(c) | 4062000 | 4076423 |
|  |  | 64990972 |
| Financial Services - 1.0% |  |  |
| Corebridge Global Funding U.S. SOFR Index + 0.75%, 4.8568% 1/7/2028 (b)(c)(d) | 2075000 | 2074244 |
| Corebridge Global Funding U.S. SOFR Index + 1.3%, 5.4207% 9/25/2026 (b)(c)(d) | 1550000 | 1560290 |
| Mastercard Inc U.S. SOFR Averages Index + 0.44%, 4.595% 3/15/2028 (b)(c) | 2000000 | 2004380 |
| National Rural Utilities Cooperative Finance Corp U.S. SOFR Index + 0.8%, 4.7611% 2/5/2027 (b)(c) | 3128000 | 3144058 |
| National Rural Utilities Cooperative Finance Corp U.S. SOFR Index + 0.82%, 4.9711% 9/16/2027 (b)(c) | 735000 | 738710 |
| PayPal Holdings Inc U.S. SOFR Index + 0.67%, 4.8498% 3/6/2028 (b)(c) | 2300000 | 2305674 |
|  |  | 11827356 |
| Insurance - 5.5% |  |  |
| Jackson National Life Global Funding U.S. SOFR Index + 0.89%, 5.0665% 6/9/2027 (b)(c)(d) | 800000 | 804175 |
| Jackson National Life Global Funding U.S. SOFR Index + 0.97%, 5.0673% 1/14/2028 (b)(c)(d) | 2000000 | 2005162 |
| Marsh & McLennan Cos Inc U.S. SOFR Averages Index + 0.7%, 4.6519% 11/8/2027 (b)(c) | 2134000 | 2144891 |
| MassMutual Global Funding II U.S. SOFR Index + 0.74%, 4.8396% 4/9/2027 (b)(c)(d) | 1500000 | 1506836 |
| MassMutual Global Funding II U.S. SOFR Index + 0.77%, 4.7947% 1/29/2027 (b)(c)(d) | 6950000 | 6983552 |
| MassMutual Global Funding II U.S. SOFR Index + 0.98%, 5.0783% 7/10/2026 (b)(c)(d) | 600000 | 602507 |
| Metropolitan Life Global Funding I U.S. SOFR Averages Index + 0.57%, 4.6696% 4/9/2026 (b)(c)(d) | 1000000 | 1001181 |
| Metropolitan Life Global Funding I U.S. SOFR Averages Index + 0.7%, 4.8622% 6/11/2027 (b)(c)(d) | 4400000 | 4419732 |
| Metropolitan Life Global Funding I U.S. SOFR Index + 0.7%, 4.6526% 8/25/2028 (b)(c)(d) | 850000 | 852899 |
| New York Life Global Funding U.S. SOFR Averages Index + 0.58%, 4.6693% 1/16/2026 (b)(c)(d) | 800000 | 800422 |
| New York Life Global Funding U.S. SOFR Averages Index + 0.93%, 5.0437% 4/2/2026 (b)(c)(d) | 1950000 | 1954700 |
| New York Life Global Funding U.S. SOFR Index + 0.41%, 4.3711% 2/5/2027 (b)(c)(d) | 600000 | 600584 |
| New York Life Global Funding U.S. SOFR Index + 0.48%, 4.6565% 6/9/2026 (b)(c)(d) | 1800000 | 1802291 |
| New York Life Global Funding U.S. SOFR Index + 0.55%, 4.7122% 6/11/2027 (b)(c)(d) | 4161000 | 4173425 |
| New York Life Global Funding U.S. SOFR Index + 0.66%, 4.7117% 7/25/2028 (b)(c)(d) | 2100000 | 2104271 |
| New York Life Global Funding U.S. SOFR Index + 0.67%, 4.7838% 4/2/2027 (b)(c)(d) | 6900000 | 6928084 |
| New York Life Global Funding U.S. SOFR Index + 0.88%, 4.9317% 4/25/2028 (b)(c)(d) | 3375000 | 3397561 |
| Northwestern Mutual Global Funding U.S. SOFR Index + 0.66%, 4.6126% 8/25/2028 (b)(c)(d) | 1150000 | 1152144 |
| Pacific Life Global Funding II U.S. SOFR Averages Index + 1.05%, 5.0955% 7/28/2026 (b)(c)(d) | 1400000 | 1407179 |
| Pacific Life Global Funding II U.S. SOFR Index + 0.48%, 4.4722% 2/4/2027 (b)(c)(d) | 1000000 | 1001312 |
| Pacific Life Global Funding II U.S. SOFR Index + 0.58%, 4.7043% 12/20/2027 (b)(c)(d) | 1000000 | 1001587 |
| Pacific Life Global Funding II U.S. SOFR Index + 0.6%, 4.6517% 1/27/2028 (b)(c)(d) | 2000000 | 2001730 |
| Pacific Life Global Funding II U.S. SOFR Index + 0.62%, 4.8057% 6/4/2026 (b)(c)(d) | 5710000 | 5720504 |
| Pacific Life Global Funding II U.S. SOFR Index + 0.75%, 4.8483% 7/10/2028 (b)(c)(d)(e) | 5000000 | 5024856 |
| Pacific Life Global Funding II U.S. SOFR Index + 0.85%, 4.8111% 2/5/2027 (b)(c)(d) | 400000 | 402240 |
| Principal Life Global Funding II U.S. SOFR Index + 0.81%, 4.7597% 8/18/2028 (b)(c)(d) | 2070000 | 2073416 |
| Protective Life Global Funding U.S. SOFR Index + 0.85%, 5.0122% 9/11/2028 (b)(c)(d) | 3200000 | 3206778 |
|  |  | 65074019 |
| TOTAL FINANCIALS |  | 388440520 |
| Health Care - 1.5% |  |  |
| Health Care Providers & Services - 0.2% |  |  |
| HCA Inc U.S. SOFR Index + 0.87%, 5.0706% 3/1/2028 (b)(c) | 2000000 | 2010831 |
| Pharmaceuticals - 1.3% |  |  |
| Bristol-Myers Squibb Co U.S. SOFR Index + 0.49%, 4.4313% 2/20/2026 (b)(c) | 2225000 | 2226594 |
| Eli Lilly & Co U.S. SOFR Index + 0.53%, 4.7467% 10/15/2028 (b)(c) | 2500000 | 2515638 |
| Novartis Capital Corp U.S. SOFR Index + 0.52%, 4.4811% 11/5/2028 (b)(c) | 3500000 | 3528280 |
| Pfizer Inc U.S. SOFR Index + 0.5%, 4.4277% 11/15/2027 (b)(c) | 939000 | 941324 |
| Roche Holdings Inc U.S. SOFR Index + 0.74%, 4.7087% 11/13/2026 (b)(c)(d) | 500000 | 502565 |
| Sanofi SA U.S. SOFR Index + 0.46%, 4.4544% 11/3/2027 (b)(c) | 6000000 | 6024615 |
|  |  | 15739016 |
| TOTAL HEALTH CARE |  | 17749847 |
| Industrials - 1.9% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| GE Aerospace CME Term SOFR 3 month Index + 0.6416%, 4.5422% 5/5/2026 (b)(c) | 3867000 | 3873115 |
| Machinery - 1.6% |  |  |
| Caterpillar Financial Services Corp U.S. SOFR Index + 0.46%, 4.47% 2/27/2026 (b)(c) | 500000 | 500322 |
| Caterpillar Financial Services Corp U.S. SOFR Index + 0.52%, 4.4762% 5/14/2027 (b)(c) | 623000 | 624849 |
| Caterpillar Financial Services Corp U.S. SOFR Index + 0.52%, 4.7146% 3/3/2028 (b)(c) | 4385000 | 4390768 |
| Caterpillar Financial Services Corp U.S. SOFR Index + 0.56%, 4.5139% 11/15/2027 (b)(c) | 4500000 | 4529191 |
| Caterpillar Financial Services Corp U.S. SOFR Index + 0.64%, 4.5939% 8/15/2028 (b)(c) | 4149000 | 4171746 |
| Caterpillar Financial Services Corp U.S. SOFR Index + 0.69%, 4.7793% 10/16/2026 (b)(c) | 3774000 | 3790105 |
|  |  | 18006981 |
| TOTAL INDUSTRIALS |  | 21880096 |
| Information Technology - 0.6% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Amphenol Corp U.S. SOFR Index + 0.53%, 4.4819% 11/15/2027 (b)(c) | 1482000 | 1484295 |
| Software - 0.3% |  |  |
| Oracle Corp U.S. SOFR Index + 0.76%, 4.7544% 8/3/2028 (b)(c) | 3100000 | 3107913 |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Hewlett Packard Enterprise Co U.S. SOFR Index + 0.96%, 5.115% 9/15/2028 (b)(c)(e) | 2000000 | 2006819 |
| TOTAL INFORMATION TECHNOLOGY |  | 6599027 |
| Real Estate - 0.2% |  |  |
| Specialized REITs - 0.2% |  |  |
| Public Storage Operating Co U.S. SOFR Averages Index + 0.7%, 4.7893% 4/16/2027 (b)(c) | 3266000 | 3275105 |
| Utilities - 0.8% |  |  |
| Electric Utilities - 0.8% |  |  |
| Consolidated Edison Co of New York Inc U.S. SOFR Averages Index + 0.52%, 4.4696% 11/18/2027 (b)(c) | 908000 | 909846 |
| Georgia Power Co U.S. SOFR Averages Index + 0.28%, 4.435% 9/15/2026 (b)(c) | 2000000 | 1999991 |
| NextEra Energy Capital Holdings Inc U.S. SOFR Averages Index + 0.76%, 4.7846% 1/29/2026 (b)(c) | 2300000 | 2302231 |
| NextEra Energy Capital Holdings Inc U.S. SOFR Averages Index + 0.8%, 4.7922% 2/4/2028 (b)(c)(e) | 3575000 | 3599311 |
| Pinnacle West Capital Corp U.S. SOFR Index + 0.82%, 4.9857% 6/10/2026 (b)(c) | 800000 | 801750 |
|  |  | 9613129 |
| TOTAL UNITED STATES |  | 554204612 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,015,159,894) |  | <br> **1017669263** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 12.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 12.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 12.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 12.1%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.375% 5/15/2033  | 3.80 to 4.50 | 9410000 | 9133581 |
| US Treasury Notes 3.5% 2/15/2033  | 3.86 to 4.57 | 11220000 | 10999545 |
| US Treasury Notes 3.875% 8/15/2033  | 3.92 to 4.91 | 13940000 | 13966138 |
| US Treasury Notes 3.875% 8/15/2034  | 3.79 to 4.42 | 16500000 | 16434952 |
| US Treasury Notes 4% 11/15/2035  | 4.02 | 5300000 | 5291719 |
| US Treasury Notes 4% 2/15/2034  | 3.84 to 4.69 | 15990000 | 16116171 |
| US Treasury Notes 4.25% 11/15/2034  | 4.01 to 4.62 | 14210000 | 14528615 |
| US Treasury Notes 4.25% 5/15/2035  | 4.10 to 4.59 | 15200000 | 15513500 |
| US Treasury Notes 4.25% 8/15/2035  | 3.98 to 4.22 | 12990000 | 13241681 |
| US Treasury Notes 4.375% 5/15/2034  | 4.02 to 4.59 | 12000000 | 12405937 |
| US Treasury Notes 4.5% 11/15/2033  | 3.86 to 4.50 | 7060000 | 7368048 |
| US Treasury Notes 4.625% 2/15/2035  | 3.97 to 4.30 | 7200000 | 7564216 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $139,448,471) |  |  | **142564103** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g) | 4.02 | 7210980 | 7212422 |
| Fidelity Securities Lending Cash Central Fund (g)(h) | 4.02 | 3505487 | 3505837 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $10,718,259) |  |  | **10718259** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.8%**<br> (Cost $1,165,326,624)<br>| <br>**1170951625** |
| **NET OTHER ASSETS (LIABILITIES) - 0.2%**  | **2779174** |
| **NET ASSETS - 100.0%** | **1173730799** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $370,424,603 or 31.6% of net assets.

(e) Security or a portion of the security is on loan at period end.

(f) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(h) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 7101498 | 46522059 | 46411109 | 73120 | (26) | - | 7212422 | 7210980 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 4272500 | 11637843 | 12404523 | 4130 | 17 | - | 3505837 | 3505487 | 0.0% |
| Total | 11373998 | 58159902 | 58815632 | 77250 | (9) | - | 10718259 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Merrimack Street Trust

- **b. Investment Company Act file number:** 811-22796

- **c. CIK number of Registrant:** 0001562565

- **d. LEI of Registrant:** 549300782HVYOIE6CE74

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Low Duration Bond Factor ETF

- **b. EDGAR series identifier (if any):** S000062079

- **c. LEI of Series:** 549300P0GRJFP715C880

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

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

- **b. Date as of which information is reported:** 2025-11-30

**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:** $1181369116.66

**Total Liabilities:** $11676825.07

**Net Assets:** $1169692291.59

**Cash Not Reported:** $2547889.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 29248.00759720 | **1-Year:** 91822.00832409 | **5-Year:** 99683.34757010 | **10-Year:** 63836.36638700 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201028 | 0.44%                | 0.44%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $166955.68               | $228549.47                                 |
| Month 2  | $1.05                    | $344443.08                                 |
| Month 3  | $18244.87                | $971933.14                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                      | Fidelity Cash Central Fund                                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   5159197 | NS      | $5160229.31   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Securities Lending Cash Central Fund                        | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3484089 | NS      | $3484437.11   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                      | GE AEROSPACE FRN TSFR3M+64.161 05/05/2026                            | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3867000 | PA      | $3873115.04   | 0.33%             | 2026-05-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN TSFR3M+102.161 09/15/2026            | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4613606.80   | 0.39%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN TSFR3M+201.161 10/28/2027          | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1580731.04   | 0.14%             | 2027-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+52.5 01/20/2026                    | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2492000 | PA      | $2493134.33   | 0.21%             | 2026-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFRINDX+54.5 03/02/2026                     | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5659000 | PA      | $5664223.71   | 0.48%             | 2026-03-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+81 03/09/2027                 | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1854292.15   | 0.16%             | 2027-03-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING GROEP NV FRN SOFRINDX+101 04/01/2027                             | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200388.79    | 0.02%             | 2027-04-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027                       | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4685380.23   | 0.40%             | 2027-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+97 07/22/2027                   | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1779010.51   | 0.15%             | 2027-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+57 04/27/2026                      | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2403049.32   | 0.21%             | 2026-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+52 06/03/2026                          | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1185000 | PA      | $1186668.07   | 0.10%             | 2026-06-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+62 06/04/2026 144A                       | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5720503.72   | 0.49%             | 2026-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                               | SCHWAB CHARLES CORP FRN SOFRINDX+52 05/13/2026                       | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4833000 | PA      | $4837695.94   | 0.41%             | 2026-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+82 09/10/2027                 | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4171403.77   | 0.36%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | MACQUARIE GROUP LTD FRN SOFR+92 09/23/2027 144A                      | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3180000 | PA      | $3187918.55   | 0.27%             | 2027-09-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+48 06/09/2026 144A                 | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1802290.57   | 0.15%             | 2026-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+77 06/09/2027                                 | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4941622.47   | 0.42%             | 2027-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+59 09/10/2026                         | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1102349.36   | 0.09%             | 2026-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+52 06/15/2026 144A              | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2310000 | PA      | $2312780.62   | 0.20%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+62 09/15/2026                      | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1530000 | PA      | $1534441.28   | 0.13%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFR+61 09/15/2026                           | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $901686.46    | 0.08%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+76.5 09/22/2027                       | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1854354.55   | 0.16%             | 2027-09-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+76 09/29/2026 144A                      | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $652247.14    | 0.06%             | 2026-09-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+59 11/02/2026                      | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2832000 | PA      | $2837668.39   | 0.24%             | 2026-11-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2027                 | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2807767.26   | 0.24%             | 2027-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFRINDX+65 11/04/2026                       | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2558748.26   | 0.22%             | 2026-11-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                    | DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+121.9 11/16/2027             | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904193.80    | 0.08%             | 2027-11-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+88 01/14/2027                  | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1170000 | PA      | $1176176.43   | 0.10%             | 2027-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 01/12/2027 144A              | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $852607.37    | 0.07%             | 2027-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                          | GENERAL MTRS FINL CO INC FRN SOFR+104 02/26/2027                     | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4706150.37   | 0.40%             | 2027-02-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+112 02/24/2028                | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1405975.03   | 0.12%             | 2028-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                               | BANK OF NEW ZEALAND FRN SOFR+81 01/27/2027 144A                      | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    350000 | PA      | $351240.97    | 0.03%             | 2027-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+71 01/21/2027                      | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3413362.27   | 0.29%             | 2027-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+105 02/04/2028                  | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4978865.97   | 0.43%             | 2028-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BUILDING SOCIETY                       | NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A          | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1207876.09   | 0.10%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+118 02/24/2028                        | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    708000 | PA      | $713248.79    | 0.06%             | 2028-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+128 02/24/2028                                | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3326582.75   | 0.28%             | 2028-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                               | SCHWAB CHARLES CORP FRN SOFRINDX+105 03/03/2027                      | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4175615.76   | 0.36%             | 2027-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+97 03/14/2027 144A              | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $806170.46    | 0.07%             | 2027-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+185 03/15/2028                | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3227943.59   | 0.28%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.125% 11/15/2032                                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4796753.92   | 0.41%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+143 01/13/2026                 | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2512000 | PA      | $2515813.24   | 0.22%             | 2026-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+92 01/12/2026                   | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100911.35   | 0.09%             | 2026-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+108 01/12/2026                     | CUSIP: 78016FZV9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400419.02    | 0.03%             | 2026-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.5% 02/15/2033                                            | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18320000 | PA      | $17960040.58  | 1.54%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+76 02/13/2026                           | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1350916.16   | 0.12%             | 2026-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PEPSICO INC FRN SOFRINDX+40 02/13/2026                               | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2400985.37   | 0.21%             | 2026-02-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+57 03/03/2026                       | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2403017.76   | 0.21%             | 2026-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+112 03/09/2026 144A          | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1854105.96   | 0.16%             | 2026-03-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+75 03/13/2026 144A              | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1201467.38   | 0.10%             | 2026-03-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+93 04/02/2026 144A             | CUSIP: 64953BBA5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1954699.81   | 0.17%             | 2026-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.375% 05/15/2033                                          | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9410000 | PA      | $9133581.25   | 0.78%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+89 05/18/2026                  | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1865622.69   | 0.16%             | 2026-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+133 06/05/2026                     | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1205979.59   | 0.10%             | 2026-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+79 06/08/2026                       | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3813520.78   | 0.33%             | 2026-06-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+124 06/15/2026 144A                      | CUSIP: 55608PBN3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $904039.58    | 0.08%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                       | SWEDBANK AB FRN SOFRINDX+138 06/15/2026 144A                         | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1005549.35   | 0.09%             | 2026-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                          | SVENSKA HANDELSBANKEN AB FRN SOFR+125 06/15/2026 144A                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $502419.14    | 0.04%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+193 07/06/2027 144A                  | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5235000 | PA      | $5277145.89   | 0.45%             | 2027-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | CREDIT AGRICOLE SA FRN SOFR+129 07/05/2026 144A                      | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2010589.68   | 0.17%             | 2026-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+140 07/13/2026 144A        | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $804721.47    | 0.07%             | 2026-07-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026                 | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1006459.10   | 0.09%             | 2026-07-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+108 07/17/2026                        | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2578000 | PA      | $2590620.01   | 0.22%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                          | MASSMUTUAL GLOBAL FDG II FRN SOFR+98 07/10/2026 144A                 | CUSIP: 57629TBQ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602507.45    | 0.05%             | 2026-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+108 07/20/2026                     | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201219.47    | 0.02%             | 2026-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFRINDX+97 07/28/2027                       | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1404894.15   | 0.12%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFRINDX+105 07/28/2026 144A                  | CUSIP: 6944PL2V0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407179.07   | 0.12%             | 2026-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027                 | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2417830.39   | 0.21%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | STATE STREET CORP FRN SOFR+84.5 08/03/2026                           | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802423.96    | 0.07%             | 2026-08-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.875% 08/15/2033                                          | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13940000 | PA      | $13966137.50  | 1.19%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION             | WELLS FARGO BK NATL ASSN FRN SOFR+106 08/07/2026                     | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2210760.38   | 0.19%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+157 08/14/2027                            | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4100000 | PA      | $4130911.79   | 0.35%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | BANK OF AMERICA NA FRN SOFR+102 08/18/2026                           | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2455765.55   | 0.21%             | 2026-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING GROEP NV FRN SOFRINDX+156 09/11/2027                             | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2519738.03   | 0.22%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+188 09/13/2027                                 | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $808424.00    | 0.07%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+115 09/14/2026 144A          | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1308627.11   | 0.11%             | 2026-09-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                    | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2624444.00   | 0.22%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+135 09/15/2027                  | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4551000 | PA      | $4582057.21   | 0.39%             | 2027-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                         | COREBRIDGE GBL FUNDING FRN SOFR+130 09/25/2026 144A                  | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1560289.57   | 0.13%             | 2026-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+122 10/02/2026                 | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1813134.98   | 0.16%             | 2026-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+90 10/05/2026                 | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2564011.66   | 0.22%             | 2026-10-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA FRN SOFRINDX+198 10/19/2027 144A                             | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $909701.65    | 0.08%             | 2027-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026             | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1916955.51   | 0.16%             | 2026-10-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+203 02/08/2028 144A                  | CUSIP: 853254CY4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1624005.12   | 0.14%             | 2028-02-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.5% 11/15/2033                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7060000 | PA      | $7368047.64   | 0.63%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                   | ROCHE HLDGS INC FRN SOFR+74 11/13/2026 144A                          | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502565.15    | 0.04%             | 2026-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFRINDX+106 12/04/2026                              | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604085.36    | 0.05%             | 2026-12-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+120 12/07/2026 144A                      | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $605075.61    | 0.05%             | 2026-12-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION             | WELLS FARGO BK NATL ASSN FRN SOFR+107 12/11/2026                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4130956.56   | 0.35%             | 2026-12-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                | JPMORGAN CHASE BANK NA FRN SOFR+100 12/08/2026                       | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5493391.27   | 0.47%             | 2026-12-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+116 12/11/2026                     | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $806531.23    | 0.07%             | 2026-12-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+150 01/08/2027 144A                        | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $908113.75    | 0.08%             | 2027-01-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+158 01/05/2028                 | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2515000 | PA      | $2540153.04   | 0.22%             | 2028-01-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+67 01/09/2026 144A  | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000951.20   | 0.17%             | 2026-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+71 01/09/2026                   | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900467.15    | 0.08%             | 2026-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+81 01/18/2027 144A         | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4900000 | PA      | $4922039.07   | 0.42%             | 2027-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | SOCIETE GENERALE FRANCE FRN SOFR+166 01/19/2028 144A                 | CUSIP: 83368RBU5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5225000 | PA      | $5268867.32   | 0.45%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+58 01/16/2026 144A             | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800422.46    | 0.07%             | 2026-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+95 01/19/2027                      | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3320836.37   | 0.28%             | 2027-01-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028               | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   7293000 | PA      | $7338531.51   | 0.63%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+120 01/23/2028                        | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6518000 | PA      | $6568376.58   | 0.56%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFR+113 01/23/2027 144A            | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1260000 | PA      | $1267532.95   | 0.11%             | 2027-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                          | MASSMUTUAL GLOBAL FDG II FRN SOFR+77 01/29/2027 144A                 | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6983552.38   | 0.60%             | 2027-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | NATIONAL RURAL UTL COOP FIN FRN SOFR+80 02/05/2027                   | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3144057.62   | 0.27%             | 2027-02-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                      | NEXTERA ENERGY CAP HLDGS INC FRN SOFRINDX+76 01/29/2026              | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2302231.00   | 0.20%             | 2026-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 02/15/2034                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14190000 | PA      | $14301967.90  | 1.22%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+85 02/05/2027 144A                       | CUSIP: 6944PL3A5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402240.24    | 0.03%             | 2027-02-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                          | GENERAL MTRS FINL CO INC FRN SOFRINDX+135 05/08/2027                 | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2311007.27   | 0.20%             | 2027-05-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFRINDX+100 02/16/2028                      | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603244.97    | 0.05%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| PEPSICO SINGAPORE FINANCING I PTE LTD             | PEPSICO SINGAPORE FINANCING I PTE LTD FRN SOFRINDX+56 02/16/2027     | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1050000 | PA      | $1052171.36   | 0.09%             | 2027-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026                       | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2226593.83   | 0.19%             | 2026-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+46 02/27/2026                    | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500322.41    | 0.04%             | 2026-02-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NATWEST GROUP PLC FRN SOFR+125 03/01/2028                            | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $2968215.51   | 0.25%             | 2028-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                      | HSBC USA INC FRN SOFR+96 03/04/2027                                  | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5429909.30   | 0.46%             | 2027-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                     | SKANDINAVISKA ENSKILDA BANKEN FRN SOFR+89 03/05/2027 144A            | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1509097.59   | 0.13%             | 2027-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+71 03/05/2027                 | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5742734.44   | 0.49%             | 2027-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A                       | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1505268.17   | 0.13%             | 2027-03-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | KEURIG DR PEPPER INC FRN SOFRINDX+88 03/15/2027                      | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1323483.65   | 0.11%             | 2027-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+149 03/12/2028                                 | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5395000 | PA      | $5448760.96   | 0.47%             | 2028-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+44 03/06/2026                       | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5154123.35   | 0.44%             | 2026-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | BANCO SANTANDER SA FRN SOFR+138 03/14/2028                           | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3021712.05   | 0.26%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+77 03/12/2027                   | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3237803.06   | 0.28%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A                          | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3500000 | PA      | $3516507.47   | 0.30%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | GOLDMAN SACHS BANK USA FRN SOFR+77 03/18/2027                        | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3103968.00   | 0.27%             | 2027-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                     | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A            | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3404388.69   | 0.29%             | 2026-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A                        | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2408560.42   | 0.21%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+65 03/19/2027                      | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4514407.92   | 0.39%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+121 03/25/2027 144A               | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1561583.07   | 0.13%             | 2027-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                  | GLENCORE FDG LLC FRN SOFRINDX+106 04/04/2027 144A                    | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2208992.32   | 0.19%             | 2027-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+73 04/05/2027                         | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5564000 | PA      | $5586428.43   | 0.48%             | 2027-04-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+67 04/02/2027 144A                 | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6928082.72   | 0.59%             | 2027-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                          | MASSMUTUAL GLOBAL FDG II FRN SOFR+74 04/09/2027 144A                 | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506835.53   | 0.13%             | 2027-04-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                | METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFRINDX+57 04/09/2026 144A   | CUSIP: 592179KK0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001181.30   | 0.09%             | 2026-04-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                    | PUBLIC STORAGE FRN SOFRINDX+70 04/16/2027                            | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3275105.87   | 0.28%             | 2027-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028                         | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8278000 | PA      | $8331920.91   | 0.71%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                | WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028                       | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9559000 | PA      | $9614920.15   | 0.82%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | MORGAN STANLEY FRN SOFR+102 04/13/2028                               | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8440404.00   | 0.72%             | 2028-04-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+60 04/19/2027                       | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2651876.69   | 0.23%             | 2027-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+75 04/23/2027                           | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1128699.13   | 0.10%             | 2027-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFRINDX+59 04/30/2026                               | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002833.83   | 0.26%             | 2026-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.375% 05/15/2034                                          | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12405937.44  | 1.06%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+85 05/08/2026 144A                | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005639.10   | 0.26%             | 2026-05-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+52 05/14/2027                    | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    623000 | PA      | $624848.75    | 0.05%             | 2027-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+117 05/14/2028 144A                  | CUSIP: 853254DD9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4915000 | PA      | $4946094.50   | 0.42%             | 2028-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+42 04/16/2026                          | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1601298.85   | 0.14%             | 2026-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+81 04/16/2029                          | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $6557552.30   | 0.56%             | 2029-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+45 05/15/2026                      | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $3347232.75   | 0.29%             | 2026-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+90 05/17/2027 144A                      | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1608854.94   | 0.14%             | 2027-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+114 05/17/2029 144A                     | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1008088.11   | 0.09%             | 2029-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | GOLDMAN SACHS BANK USA FRN SOFR+75 05/21/2027                        | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1853185.52   | 0.16%             | 2027-05-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                          | SVENSKA HANDELSBANKEN AB FRN SOFR+66 05/28/2027 144A                 | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1700000 | PA      | $1706442.24   | 0.15%             | 2027-05-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFRINDX+108 08/01/2029                      | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2016849.56   | 0.17%             | 2029-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+86.5 05/26/2028              | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6658806.27   | 0.57%             | 2028-05-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+76 06/04/2027                      | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2784000 | PA      | $2798433.23   | 0.24%             | 2027-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                | METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFRINDX+70 06/11/2027 144A   | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4419732.46   | 0.38%             | 2027-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+62 06/11/2027 144A              | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  19950000 | PA      | $20042424.76  | 1.71%             | 2027-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                        | PINNACLE WEST CAPITAL CORP FRN SOFR+82 06/10/2026                    | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801750.01    | 0.07%             | 2026-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1955527.57   | 0.17%             | 2027-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+104 06/24/2027 144A                        | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4230611.39   | 0.36%             | 2027-06-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+92 07/02/2027 144A                       | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5981000 | PA      | $6038030.57   | 0.52%             | 2027-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027                  | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1813067.89   | 0.16%             | 2027-06-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | NOMURA HOLDINGS INC FRN SOFR+125 07/02/2027                          | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2310000 | PA      | $2331023.40   | 0.20%             | 2027-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | NATIONAL BANK OF CANADA FRN SOFRINDX+103 07/02/2027                  | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $401142.22    | 0.03%             | 2027-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+117 07/09/2029                 | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2900000 | PA      | $2934688.67   | 0.25%             | 2029-07-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | BANCO SANTANDER SA FRN SOFR+112 07/15/2028                           | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2790000 | PA      | $2805520.46   | 0.24%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+68 07/16/2027 144A         | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6300000 | PA      | $6335040.29   | 0.54%             | 2027-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+71 07/09/2027                   | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1636228.04   | 0.14%             | 2027-07-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+107 02/16/2028 144A        | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5400000 | PA      | $5431056.05   | 0.46%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+93 07/22/2028                         | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3317756.24   | 0.28%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+79 07/23/2027                      | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  11823000 | PA      | $11852744.54  | 1.01%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                         | BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028                 | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    980000 | PA      | $984098.69    | 0.08%             | 2028-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+94 07/14/2028                | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3820559.29   | 0.33%             | 2028-07-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+93 07/26/2028                           | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3748948.40   | 0.32%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A  | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3605462.53   | 0.31%             | 2026-07-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+70.8 08/06/2026                                 | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1233291.92   | 0.11%             | 2026-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.875% 08/15/2034                                          | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16434952.05  | 1.41%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026                      | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4062000 | PA      | $4076422.82   | 0.35%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                   | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5014498.40   | 0.43%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                     | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A           | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2991000 | PA      | $2999933.97   | 0.26%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NATWEST GROUP PLC FRN SOFR+130 11/15/2028                            | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2018537.12   | 0.17%             | 2028-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026                    | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3790104.79   | 0.32%             | 2026-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026                 | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4511690.33   | 0.39%             | 2026-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+98 09/10/2027 144A           | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   6990000 | PA      | $7064148.59   | 0.60%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+68 07/15/2027                       | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4328787.51   | 0.37%             | 2027-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+102 09/10/2029 144A                         | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1800000 | PA      | $1823142.82   | 0.16%             | 2029-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027                      | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3005000 | PA      | $3013782.65   | 0.26%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | FORD MOTOR CREDIT CO LLC FRN SOFR+145 11/05/2026                     | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2605988.27   | 0.22%             | 2026-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | CREDIT AGRICOLE SA FRN SOFR+121 09/11/2028 144A                      | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7073000 | PA      | $7117842.82   | 0.61%             | 2028-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFR+100 09/08/2028                          | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4334000 | PA      | $4358837.72   | 0.37%             | 2028-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFRINDX+93 09/11/2027              | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1183000 | PA      | $1186749.25   | 0.10%             | 2027-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | NATIONAL RURAL UTL COOP FIN FRN SOFR+82 09/16/2027                   | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    735000 | PA      | $738710.16    | 0.06%             | 2027-09-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFRINDX+72 10/05/2026               | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4109421.31   | 0.35%             | 2026-10-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+103 09/24/2027 144A                        | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401543.84    | 0.03%             | 2027-09-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                  | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501368.69   | 0.13%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                      | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4590000 | PA      | $4602154.37   | 0.39%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+86 10/18/2028                      | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8047000 | PA      | $8096344.53   | 0.69%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026                   | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003151.92   | 0.26%             | 2026-05-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+89 10/17/2029                 | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2924854.13   | 0.25%             | 2029-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+86 10/22/2028                         | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5023387.90   | 0.43%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027              | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4859727.26   | 0.42%             | 2027-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                        | US BANK NA CINCINNATI OHIO FRN SOFR+69 10/22/2027                    | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4226448.15   | 0.36%             | 2027-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+72 10/22/2027                   | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700549.29    | 0.06%             | 2027-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 11/15/2034                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14210000 | PA      | $14528614.91  | 1.24%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                        | MARSH and MCLENNAN COS INC FRN SOFRINDX+70 11/08/2027                | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2144891.36   | 0.18%             | 2027-11-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+71.2 11/19/2027                                 | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13728109.66  | 1.17%             | 2027-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                       | SWEDBANK AB FRN SOFR+103 11/20/2029 144A                             | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2150000 | PA      | $2174443.05   | 0.19%             | 2029-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+46 10/20/2026                          | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    629000 | PA      | $629823.15    | 0.05%             | 2026-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC            | CONSOLIDATED EDISON CO OF NY FRN SOFRINDX+52 11/18/2027              | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    908000 | PA      | $909846.20    | 0.08%             | 2027-11-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+85 11/15/2027 144A  | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2113762.81   | 0.18%             | 2027-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+56 11/15/2027                    | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4529190.47   | 0.39%             | 2027-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 11/26/2028                 | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3650000 | PA      | $3669345.00   | 0.31%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A              | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6050000 | PA      | $6062762.29   | 0.52%             | 2026-11-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY               | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                  | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2557335.13   | 0.22%             | 2026-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+60 10/26/2027 144A              | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $401756.35    | 0.03%             | 2027-10-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO BANK NV FRN SOFRINDX+100 12/03/2028 144A                    | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $8029204.72   | 0.69%             | 2028-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                         | PNC BANK NA PITTSBURGH PA FRN SOFR+50 01/15/2027                     | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375081.04    | 0.03%             | 2027-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+103 12/17/2029                        | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3727158.00   | 0.32%             | 2029-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+85 12/16/2029 144A         | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7200000 | PA      | $7275047.62   | 0.62%             | 2029-12-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+58 12/20/2027 144A                       | CUSIP: 6944PL3D9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001587.41   | 0.09%             | 2027-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+83 01/07/2027 144A                | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4912201.10   | 0.42%             | 2027-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+79 01/14/2030 144A              | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1208427.71   | 0.10%             | 2030-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+92 01/07/2028 144A                         | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005489.28   | 0.26%             | 2028-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+105 04/15/2030                 | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3100000 | PA      | $3102584.50   | 0.27%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+72 01/13/2028                  | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2350000 | PA      | $2353464.91   | 0.20%             | 2028-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                         | COREBRIDGE GBL FUNDING FRN SOFR+75 01/07/2028 144A                   | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2074244.47   | 0.18%             | 2028-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | SOCIETE GENERALE FRANCE FRN SOFR+141 04/13/2029 144A                 | CUSIP: 83368RCB6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2510721.83   | 0.21%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                    | DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+121 01/10/2029               | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2613213.62   | 0.22%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL FDG                      | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A             | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005162.00   | 0.17%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+84 01/13/2028 144A | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1575391.95   | 0.13%             | 2028-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+123 01/22/2030 144A        | CUSIP: 06675DCP5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $605650.83    | 0.05%             | 2030-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+80 01/24/2029                         | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3911000 | PA      | $3918872.30   | 0.34%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+90 01/12/2029                | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4110922.32   | 0.35%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+83 01/24/2029                   | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2122103.74   | 0.18%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+60 01/27/2028 144A                       | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001729.76   | 0.17%             | 2028-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+103 02/04/2031                     | CUSIP: 78017DAD0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999613.67    | 0.09%             | 2031-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFR+86 01/27/2029                          | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3975000 | PA      | $3983413.72   | 0.34%             | 2029-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK CINN OH                          | FIFTH THIRD BANK CINN OH FRN SOFR+81 01/28/2028                      | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    975000 | PA      | $976490.37    | 0.08%             | 2028-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+82 01/31/2028                         | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4275000 | PA      | $4290229.77   | 0.37%             | 2028-01-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+102 01/30/2031                          | CUSIP: 025816EA3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001611.92   | 0.17%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                       | ORACLE CORP FRN SOFR+76 08/03/2028                                   | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3107912.81   | 0.27%             | 2028-08-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                      | NEXTERA ENERGY CAP HLDGS INC FRN SOFRINDX+80 02/04/2028              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3599310.00   | 0.31%             | 2028-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFR+89 02/14/2029                           | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2415000 | PA      | $2418194.63   | 0.21%             | 2029-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+41 02/05/2027 144A                 | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600584.10    | 0.05%             | 2027-02-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.625% 02/15/2035                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4937752.32   | 0.42%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | CARGILL INC FRN SOFR+61 02/11/2028 144A                              | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2523276.86   | 0.22%             | 2028-02-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+48 02/04/2027 144A                       | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001311.52   | 0.09%             | 2027-02-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA INC FRN SOFR+87 03/01/2028                                       | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010830.94   | 0.17%             | 2028-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | MASTERCARD INC FRN SOFRINDX+44 03/15/2028                            | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004379.84   | 0.17%             | 2028-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                          | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1763985.99   | 0.15%             | 2028-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | GEORGIA POWER CO FRN SOFRINDX+28 09/15/2026                          | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999991.34   | 0.17%             | 2026-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                           | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8015034.40   | 0.69%             | 2027-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+52 03/03/2028                    | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4390768.38   | 0.38%             | 2028-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+87 03/04/2029                                 | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1485514.04   | 0.13%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+129 03/03/2031                            | CUSIP: 404280EU9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $806478.78    | 0.07%             | 2031-03-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+50 03/06/2028 144A              | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3003033.12   | 0.26%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | CHEVRON USA INC FRN SOFRINDX+47 02/26/2028                           | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   6969000 | PA      | $6981502.53   | 0.60%             | 2028-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                          | GENERAL MTRS FINL CO INC FRN SOFRINDX+117 04/04/2028                 | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4162000 | PA      | $4161971.03   | 0.36%             | 2028-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+50 03/06/2028 144A                     | CUSIP: 9612E0DL8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   7430000 | PA      | $7439851.44   | 0.64%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+99 03/13/2030 144A           | CUSIP: 86563VCA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3538474.66   | 0.30%             | 2030-03-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PAYPAL HOLDINGS INC FRN SOFR+67 03/06/2028                           | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2305674.15   | 0.20%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+50 03/06/2028                       | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5478000 | PA      | $5483999.29   | 0.47%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+82 03/03/2028                   | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2705248.15   | 0.23%             | 2028-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+95 03/06/2028 144A                | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2207164.94   | 0.19%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                           | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                       | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3813581.20   | 0.33%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+64 03/14/2028 144A              | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3012640.44   | 0.26%             | 2028-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+81 03/14/2030 144A              | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  10350000 | PA      | $10435243.95  | 0.89%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+62 12/11/2026                   | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $9970596.30   | 0.85%             | 2026-12-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+75 07/16/2026 144A                | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $6062850.14   | 0.52%             | 2026-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                          | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2500000 | PA      | $2509850.00   | 0.21%             | 2028-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                             | RIO TINTO FIN USA PLC FRN SOFRINDX+84 03/14/2028                     | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3446000 | PA      | $3477051.49   | 0.30%             | 2028-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US CAPITAL LLC FRN SOFRINDX+92 03/21/2028 144A                   | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6140321.00   | 0.52%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                           | SANTANDER HLDGS USA INC FRN SOFR+161 03/20/2029                      | CUSIP: 80282KBP0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017540.34   | 0.17%             | 2029-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING GROEP NV FRN SOFRINDX+101 03/25/2029                             | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6100000 | PA      | $6117856.90   | 0.52%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | FORD MOTOR CREDIT CO LLC FRN SOFR+203 03/20/2028                     | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1767591.80   | 0.15%             | 2028-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+119 03/21/2030 144A                     | CUSIP: 63906YAQ1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3029829.99   | 0.26%             | 2030-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+95 03/21/2028 144A                      | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2080000 | PA      | $2091482.37   | 0.18%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                  | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                     | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3228220.16   | 0.28%             | 2026-10-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+135 03/27/2030 144A                        | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4397604.63   | 0.38%             | 2030-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+103 03/30/2029                 | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4274652.13   | 0.37%             | 2029-03-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A  | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5074000 | PA      | $5092556.07   | 0.44%             | 2027-04-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+93 03/31/2028 144A  | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004052.10   | 0.09%             | 2028-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | MORGAN STANLEY FRN SOFR+138 04/12/2029                               | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519588.59   | 0.13%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                | WELLS FARGO and CO NEW FRN SOFR+137 04/23/2029                       | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4566215.57   | 0.39%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $685584.19    | 0.06%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+88 04/25/2028 144A                 | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3397561.37   | 0.29%             | 2028-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                       | WALMART INC FRN SOFRINDX+43 04/28/2027                               | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752496.59    | 0.06%             | 2027-04-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | PHILIP MORRIS INTL INC FRN SOFR+83 04/28/2028                        | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2670107.45   | 0.23%             | 2028-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                          | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   8625000 | PA      | $8622767.16   | 0.74%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 05/15/2035                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15200000 | PA      | $15513500.00  | 1.33%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP PARIBAS FRN SOFR+143 05/09/2029 144A                             | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2551000 | PA      | $2580471.29   | 0.22%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+111.43 05/07/2028                             | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9304000 | PA      | $9359104.06   | 0.80%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+168 05/13/2031 144A                  | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1536600.00   | 0.13%             | 2031-05-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+111 05/09/2029                  | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3790863.78   | 0.32%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+157 05/13/2031                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2037809.36   | 0.17%             | 2031-05-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+71 05/14/2027                      | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4020720.00   | 0.34%             | 2027-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                  | SOCIETE GENERALE FRANCE FRN SOFR+142 05/22/2029 144A                 | CUSIP: 83368RCJ9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1308740.86   | 0.11%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                          | SVENSKA HANDELSBANKEN AB FRN SOFR+74 05/23/2028 144A                 | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3500000 | PA      | $3513837.60   | 0.30%             | 2028-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NATWEST GROUP PLC FRN SOFR+110 05/23/2029                            | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1507111.53   | 0.13%             | 2029-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                | SIEMENS FUNDING BV FRN SOFR+64 05/26/2028 144A                       | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1506109.50   | 0.13%             | 2028-05-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+78.1 05/29/2027                                 | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4022000 | PA      | $4041800.23   | 0.35%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+111.7 05/29/2030                                | CUSIP: 17325FBR8<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1216098.00   | 0.10%             | 2030-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                      | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+89 06/09/2027 144A             | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804175.05    | 0.07%             | 2027-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 06/13/2028 144A              | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2009607.80   | 0.17%             | 2028-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+74 06/12/2028 144A                       | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5850000 | PA      | $5879704.43   | 0.50%             | 2028-06-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 06/13/2029                 | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2409998.18   | 0.21%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+55 06/11/2027 144A                 | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4161000 | PA      | $4173425.16   | 0.36%             | 2027-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+82 07/01/2030                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3800000 | PA      | $3837164.00   | 0.33%             | 2030-07-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+75 07/10/2028 144A                       | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5024855.75   | 0.43%             | 2028-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+87 07/09/2027                   | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255565.04   | 0.11%             | 2027-07-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BUILDING SOCIETY                       | NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+107 07/14/2029 144A          | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200101.68    | 0.02%             | 2029-07-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT FINANCE CORP FRN SOFR+131 07/16/2030 144A                        | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4574270.25   | 0.39%             | 2030-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFR+99 10/16/2028 144A             | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3150000 | PA      | $3163447.35   | 0.27%             | 2028-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                    | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2204329.16   | 0.19%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+85 07/20/2029                           | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2202090.00   | 0.19%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+66 07/25/2028 144A                 | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2104270.79   | 0.18%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+88 08/06/2029                      | CUSIP: 78017DAL2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3304111.04   | 0.28%             | 2029-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 08/15/2035                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12990000 | PA      | $13241681.25  | 1.13%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+108 11/11/2029                                 | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1554745.90   | 0.13%             | 2029-11-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+64 08/15/2028                    | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4149000 | PA      | $4171745.69   | 0.36%             | 2028-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                      | PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+81 08/18/2028 144A             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2073415.89   | 0.18%             | 2028-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+73 08/13/2027                   | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3608178.05   | 0.31%             | 2027-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | CHEVRON USA INC FRN SOFR+57 08/13/2028                               | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3274353.65   | 0.28%             | 2028-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | CHEVRON USA INC FRN SOFR+82 10/15/2030                               | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1050008.26   | 0.09%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                  | ELI LILLY and CO FRN SOFR+53 10/15/2028                              | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2515637.50   | 0.22%             | 2028-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                | METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFR+70 08/25/2028 144A       | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $852898.50    | 0.07%             | 2028-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                | NORTHWESTERN MUTUAL GLOBAL FUNDING FRN SOFR+66 08/25/2028 144A       | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1152144.38   | 0.10%             | 2028-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+83 08/28/2030 144A                          | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1500000 | PA      | $1503107.78   | 0.13%             | 2030-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                     | SKANDINAVISKA ENSKILDA BANKEN FRN SOFR+106 09/03/2030 144A           | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2500000 | PA      | $2493603.83   | 0.21%             | 2030-09-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING            | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A   | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007880.00   | 0.17%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                | MITSUBISHI UFJ FIN GRP INC FRN SOFR+113 09/12/2031                   | CUSIP: 606822DM3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2008042.92   | 0.17%             | 2031-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+75 09/11/2028 144A           | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4200000 | PA      | $4207651.85   | 0.36%             | 2028-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+90 09/01/2028                   | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3408992.80   | 0.29%             | 2028-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                  | EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A         | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1883069.10   | 0.16%             | 2027-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                     | HEWLETT PACKARD ENTERPRISE CO FRN SOFR+96 09/15/2028                 | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006819.00   | 0.17%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| PROTECTIVE LIFE GLOBAL FUNDING                    | PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+85 09/11/2028 144A           | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3206778.24   | 0.27%             | 2028-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                       | STELLANTIS FINL SVC US CORP FRN SOFR+169 09/15/2028 144A             | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506220.35   | 0.13%             | 2028-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+100 09/18/2028 144A               | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003340.68   | 0.17%             | 2028-09-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+130 09/18/2030 144A                        | CUSIP: 44891AEC7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1812388.32   | 0.15%             | 2030-09-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS GROUP AG FRN SOFR+84 12/23/2029 144A                             | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2991252.90   | 0.26%             | 2029-12-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+78 10/01/2030 144A              | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1750000 | PA      | $1761530.87   | 0.15%             | 2030-10-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                       | NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+101 09/30/2030 144A          | CUSIP: 63861VAQ0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2997390.00   | 0.26%             | 2030-09-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2029                 | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999033.28   | 0.26%             | 2029-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | MORGAN STANLEY FRN SOFR+92 10/18/2029                                | CUSIP: 61748UAJ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001023.44   | 0.17%             | 2029-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                  | ASB BANK LIMITED FRN SOFR+90 10/29/2030 144A                         | CUSIP: 00216LAJ2<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   1500000 | PA      | $1507718.61   | 0.13%             | 2030-10-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | PHILIP MORRIS INTL INC FRN SOFR+66 10/27/2028                        | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001675.24   | 0.17%             | 2028-10-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                          | AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027                      | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1484295.53   | 0.13%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANOFI                                            | SANOFI FRN SOFR+46 11/03/2027                                        | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   6000000 | PA      | $6024615.24   | 0.52%             | 2027-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                 | NOVARTIS CAP CORP FRN SOFR+52 11/05/2028                             | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016160.00   | 0.17%             | 2028-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                              | SHELL FINANCE US INC FRN SOFR+78 11/06/2030                          | CUSIP: 822905AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998472.00   | 0.17%             | 2030-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | PFIZER INC FRN SOFR+50 11/15/2027                                    | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    939000 | PA      | $941324.03    | 0.08%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer