# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-002595
**Filing Date:** 2026-4
**Character Count:** 153990
**Document Hash:** 787e0d38c246c5c2db9550e803c35b98
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002595.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002595

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**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:** 26895409

**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            |

## 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:** 2026-02-28

**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:** $1376166424.92

**Total Liabilities:** $20175575.21

**Net Assets:** $1355990849.71

**Delayed Delivery Securities:** $2000000.00

**Cash Not Reported:** $383763.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34478.86561760 | **1-Year:** 102244.98604360 | **5-Year:** 117307.80339430 | **10-Year:** 75712.24819300 | **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 | 0.26%                | 0.31%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $183951.59               | $-1791549.47                               |
| Month 2  | $21555.88                | $-449172.57                                |
| Month 3  | $161775.64               | $3594943.07                                |

### 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        |   4258230 | NS      | $4259081.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Securities Lending Cash Central Fund                        | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1467407 | NS      | $1467553.80   | 0.11%             |  |  |  | No            |                  1 | 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        |   2100000 | PA      | $2104853.60   | 0.16%             | 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        |   2726000 | PA      | $2751847.01   | 0.20%             | 2027-10-28      | Variable      | 0.06%                 | 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      | $5659000.00   | 0.42%             | 2026-03-02      | Variable      | 0.04%                 | 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        |   2442000 | PA      | $2442122.10   | 0.18%             | 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      | $200090.92    | 0.01%             | 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      | $4679224.75   | 0.35%             | 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        |   2295000 | PA      | $2299889.77   | 0.17%             | 2027-07-22      | 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      | $5715543.10   | 0.42%             | 2026-06-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 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      | $4172611.87   | 0.31%             | 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      | $3186896.85   | 0.24%             | 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      | $1801396.84   | 0.13%             | 2026-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+77 06/09/2027                                 | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2536815.29   | 0.19%             | 2027-06-09      | Variable      | 0.04%                 | 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      | $1102242.27   | 0.08%             | 2026-09-10      | Variable      | 0.04%                 | 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        |   3030000 | PA      | $3035958.71   | 0.22%             | 2026-09-15      | Variable      | 0.04%                 | 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      | $901500.96    | 0.07%             | 2026-09-15      | Variable      | 0.04%                 | 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      | $1853796.94   | 0.14%             | 2027-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+76 09/29/2026 144A                      | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $651796.52    | 0.05%             | 2026-09-29      | Variable      | 0.04%                 | 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        |   1222000 | PA      | $1225785.58   | 0.09%             | 2026-11-02      | Variable      | 0.04%                 | 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      | $2807391.66   | 0.21%             | 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        |   2950000 | PA      | $2958104.65   | 0.22%             | 2026-11-04      | Variable      | 0.04%                 | 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      | $902921.00    | 0.07%             | 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        |   1370000 | PA      | $1376085.33   | 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      | $854093.59    | 0.06%             | 2027-01-12      | Variable      | 0.04%                 | 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        |   4060000 | PA      | $4066820.80   | 0.30%             | 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      | $1405382.38   | 0.10%             | 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      | $351607.07    | 0.03%             | 2027-01-27      | Variable      | 0.04%                 | 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      | $3412195.26   | 0.25%             | 2027-01-21      | Variable      | 0.04%                 | 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      | $4976758.36   | 0.37%             | 2028-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 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      | $1208315.34   | 0.09%             | 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        |    736000 | PA      | $740923.10    | 0.05%             | 2028-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+128 02/24/2028                                | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3322176.18   | 0.24%             | 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        |   4601000 | PA      | $4637368.19   | 0.34%             | 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      | $805585.64    | 0.06%             | 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        |   3380000 | PA      | $3425621.82   | 0.25%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.5% 02/15/2033                                            | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13070000 | PA      | $12890798.01  | 0.95%             | 2033-02-15      | Fixed         | 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      | $2400031.27   | 0.18%             | 2026-03-03      | Variable      | 0.04%                 | 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      | $1200288.00   | 0.09%             | 2026-03-13      | Variable      | 0.04%                 | 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        |   2750000 | PA      | $2751842.83   | 0.20%             | 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        |  12050000 | PA      | $11769931.61  | 0.87%             | 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        |   3490000 | PA      | $3495939.98   | 0.26%             | 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      | $1203605.64   | 0.09%             | 2026-06-05      | Variable      | 0.05%                 | 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      | $3806779.96   | 0.28%             | 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      | $902731.41    | 0.07%             | 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      | $1003350.35   | 0.07%             | 2026-06-15      | Variable      | 0.05%                 | 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      | $501375.19    | 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      | $5260926.29   | 0.39%             | 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      | $2008046.16   | 0.15%             | 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      | $803396.84    | 0.06%             | 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        |   3000000 | PA      | $3011764.83   | 0.22%             | 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      | $2586570.17   | 0.19%             | 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      | $601525.07    | 0.04%             | 2026-07-10      | 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      | $1403605.06   | 0.10%             | 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      | $1404527.67   | 0.10%             | 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        |   2850000 | PA      | $2865146.07   | 0.21%             | 2027-08-07      | Variable      | 0.05%                 | 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      | $801344.80    | 0.06%             | 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      | $14041282.74  | 1.04%             | 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        |   4906000 | PA      | $4919834.92   | 0.36%             | 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      | $4120746.00   | 0.30%             | 2027-08-14      | Variable      | 0.05%                 | 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        |   3440000 | PA      | $3450178.96   | 0.25%             | 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      | $2515350.00   | 0.19%             | 2027-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+188 09/13/2027                                 | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1057717.50   | 0.08%             | 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      | $1306709.99   | 0.10%             | 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        |   2800000 | PA      | $2821549.11   | 0.21%             | 2027-09-18      | Variable      | 0.05%                 | 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      | $4573962.53   | 0.34%             | 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        |   1697000 | PA      | $1705364.55   | 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      | $1809656.01   | 0.13%             | 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        |   4033000 | PA      | $4047395.11   | 0.30%             | 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      | $907958.87    | 0.07%             | 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        |   5150000 | PA      | $5179538.34   | 0.38%             | 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      | $1620714.83   | 0.12%             | 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        |   9280000 | PA      | $9721162.48   | 0.72%             | 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        |   3200000 | PA      | $3215998.75   | 0.24%             | 2026-11-13      | Variable      | 0.04%                 | 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        |   6047000 | PA      | $6079333.07   | 0.45%             | 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      | $604219.86    | 0.04%             | 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      | $4127593.00   | 0.30%             | 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        |   5925000 | PA      | $5957670.15   | 0.44%             | 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        |   7263000 | PA      | $7311131.10   | 0.54%             | 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      | $907376.76    | 0.07%             | 2027-01-08      | Variable      | 0.05%                 | 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      | $2537645.21   | 0.19%             | 2028-01-05      | 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      | $4924990.00   | 0.36%             | 2027-01-18      | Variable      | 0.04%                 | 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        |   6225000 | PA      | $6270214.04   | 0.46%             | 2028-01-19      | 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      | $3319932.53   | 0.24%             | 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        |   9193000 | PA      | $9243151.58   | 0.68%             | 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      | $6560112.80   | 0.48%             | 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      | $1268028.87   | 0.09%             | 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      | $6976421.05   | 0.51%             | 2027-01-29      | Variable      | 0.04%                 | 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      | $3141825.76   | 0.23%             | 2027-02-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 02/15/2034                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16200000 | PA      | $16413257.77  | 1.21%             | 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      | $402023.78    | 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      | $2316085.99   | 0.17%             | 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        |   1042000 | PA      | $1047734.00   | 0.08%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 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      | $1053703.53   | 0.08%             | 2027-02-16      | 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      | $2968358.26   | 0.22%             | 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      | $5432481.00   | 0.40%             | 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      | $1511139.00   | 0.11%             | 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        |   7450000 | PA      | $7480381.10   | 0.55%             | 2027-03-05      | Variable      | 0.04%                 | 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      | $1508010.00   | 0.11%             | 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      | $1324971.83   | 0.10%             | 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      | $5444507.76   | 0.40%             | 2028-03-12      | 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        |   5825000 | PA      | $5866761.00   | 0.43%             | 2028-03-14      | Variable      | 0.05%                 | 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      | $3238515.34   | 0.24%             | 2027-03-12      | Variable      | 0.04%                 | 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      | $3517482.99   | 0.26%             | 2027-03-19      | Variable      | 0.04%                 | 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        |   2850000 | PA      | $2850561.45   | 0.21%             | 2027-03-18      | Variable      | 0.04%                 | 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        |   5700000 | PA      | $5701906.37   | 0.42%             | 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      | $2412139.68   | 0.18%             | 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        |   5215000 | PA      | $5233489.68   | 0.39%             | 2027-03-19      | Variable      | 0.04%                 | 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      | $1557130.00   | 0.11%             | 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      | $2209748.88   | 0.16%             | 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      | $5587485.64   | 0.41%             | 2027-04-05      | Variable      | 0.04%                 | 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      | $6931050.00   | 0.51%             | 2027-04-02      | Variable      | 0.04%                 | 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        |   1742000 | PA      | $1748572.11   | 0.13%             | 2027-04-09      | Variable      | 0.04%                 | 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      | $1000437.18   | 0.07%             | 2026-04-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                       | PUBLIC STORAGE OPERATING CO FRN SOFRINDX+70 04/16/2027               | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3279538.19   | 0.24%             | 2027-04-16      | Variable      | 0.04%                 | 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        |   5882000 | PA      | $5913149.48   | 0.44%             | 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        |   9759000 | PA      | $9819310.62   | 0.72%             | 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        |   6470000 | PA      | $6501934.43   | 0.48%             | 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        |   4596000 | PA      | $4613193.18   | 0.34%             | 2027-04-19      | Variable      | 0.04%                 | 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      | $1127520.50   | 0.08%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.375% 05/15/2034                                          | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $11213015.65  | 0.83%             | 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      | $3002838.03   | 0.22%             | 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        |    754000 | PA      | $756914.58    | 0.06%             | 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      | $4953730.20   | 0.37%             | 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        |    600000 | PA      | $600204.00    | 0.04%             | 2026-04-16      | Variable      | 0.04%                 | 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      | $6551204.47   | 0.48%             | 2029-04-16      | Variable      | 0.04%                 | 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        |   4344000 | PA      | $4347204.74   | 0.32%             | 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      | $1607423.94   | 0.12%             | 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      | $1010745.71   | 0.07%             | 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        |   2550000 | PA      | $2552811.99   | 0.19%             | 2027-05-21      | Variable      | 0.04%                 | 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      | $1704969.73   | 0.13%             | 2027-05-28      | Variable      | 0.04%                 | 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      | $2022240.38   | 0.15%             | 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      | $6664795.15   | 0.49%             | 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      | $2797613.76   | 0.21%             | 2027-06-04      | Variable      | 0.04%                 | 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      | $4414347.78   | 0.33%             | 2027-06-11      | Variable      | 0.04%                 | 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        |   5368000 | PA      | $5392233.14   | 0.40%             | 2027-06-11      | Variable      | 0.04%                 | 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      | $800880.59    | 0.06%             | 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      | $1957974.92   | 0.14%             | 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      | $4242566.10   | 0.31%             | 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        |   6575000 | PA      | $6623260.50   | 0.49%             | 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      | $1812906.00   | 0.13%             | 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      | $2328603.15   | 0.17%             | 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      | $400862.31    | 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      | $2932281.96   | 0.22%             | 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        |   7190000 | PA      | $7242216.80   | 0.53%             | 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        |   6600000 | PA      | $6636353.06   | 0.49%             | 2027-07-16      | Variable      | 0.04%                 | 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        |   6704000 | PA      | $6732534.57   | 0.50%             | 2027-07-09      | Variable      | 0.04%                 | 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      | $5448069.23   | 0.40%             | 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      | $3317163.27   | 0.24%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+79 07/23/2027                      | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4823000 | PA      | $4831359.56   | 0.36%             | 2027-07-23      | Variable      | 0.04%                 | 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        |   3949000 | PA      | $3969454.91   | 0.29%             | 2028-07-21      | Variable      | 0.04%                 | 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        |   7800000 | PA      | $7841858.62   | 0.58%             | 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      | $3746934.20   | 0.28%             | 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      | $3606329.48   | 0.27%             | 2026-07-31      | Variable      | 0.04%                 | 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        |   6130000 | PA      | $6138802.68   | 0.45%             | 2026-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.875% 08/15/2034                                          | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20840000 | PA      | $20870307.61  | 1.54%             | 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        |   5175000 | PA      | $5188920.75   | 0.38%             | 2026-08-07      | Variable      | 0.04%                 | 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      | $5013750.00   | 0.37%             | 2026-08-13      | Variable      | 0.04%                 | 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      | $3000900.21   | 0.22%             | 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      | $2021662.58   | 0.15%             | 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        |   6774000 | PA      | $6795606.89   | 0.50%             | 2026-10-16      | Variable      | 0.04%                 | 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        |   6351000 | PA      | $6362876.37   | 0.47%             | 2026-08-28      | Variable      | 0.04%                 | 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        |   8490000 | PA      | $8562055.65   | 0.63%             | 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        |   4467000 | PA      | $4493064.95   | 0.33%             | 2027-07-15      | Variable      | 0.04%                 | 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      | $1825272.32   | 0.13%             | 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      | $3013280.31   | 0.22%             | 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      | $2607516.18   | 0.19%             | 2026-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                                | CREDIT AGRICOLE SA FRN SOFR+121 09/11/2028 144A                      | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7073000 | PA      | $7122468.07   | 0.53%             | 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        |   8034000 | PA      | $8074194.10   | 0.60%             | 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      | $1186598.18   | 0.09%             | 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      | $739228.94    | 0.05%             | 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      | $4111474.30   | 0.30%             | 2026-10-05      | Variable      | 0.04%                 | 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      | $402066.41    | 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        |   2553000 | PA      | $2553712.59   | 0.19%             | 2026-04-10      | Variable      | 0.04%                 | 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      | $4602777.50   | 0.34%             | 2027-10-18      | Variable      | 0.04%                 | 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      | $8073936.77   | 0.60%             | 2028-10-18      | 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      | $2936279.00   | 0.22%             | 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        |   6000000 | PA      | $6024768.54   | 0.44%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| 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      | $4859797.00   | 0.36%             | 2027-10-15      | Variable      | 0.04%                 | 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      | $4221490.97   | 0.31%             | 2027-10-22      | Variable      | 0.04%                 | 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      | $702944.17    | 0.05%             | 2027-10-22      | Variable      | 0.04%                 | 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      | $14599109.73  | 1.08%             | 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      | $2141431.40   | 0.16%             | 2027-11-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+71.2 11/19/2027                                 | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13734407.41  | 1.01%             | 2027-11-19      | Variable      | 0.04%                 | 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      | $2179305.02   | 0.16%             | 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        |    809000 | PA      | $811096.04    | 0.06%             | 2026-10-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+129 11/19/2030                            | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2910000 | PA      | $2946510.98   | 0.22%             | 2030-11-19      | 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      | $909342.04    | 0.07%             | 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      | $2110852.93   | 0.16%             | 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        |   6830000 | PA      | $6855881.60   | 0.51%             | 2027-11-15      | Variable      | 0.04%                 | 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      | $3675513.50   | 0.27%             | 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      | $6060414.05   | 0.45%             | 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        |   5600000 | PA      | $5609376.58   | 0.41%             | 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      | $401296.55    | 0.03%             | 2027-10-26      | Variable      | 0.04%                 | 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      | $8032160.00   | 0.59%             | 2028-12-03      | 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        |   3550000 | PA      | $3589025.22   | 0.26%             | 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      | $7279191.00   | 0.54%             | 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      | $1002271.70   | 0.07%             | 2027-12-20      | Variable      | 0.04%                 | 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      | $4906796.94   | 0.36%             | 2027-01-07      | Variable      | 0.04%                 | 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      | $1209933.59   | 0.09%             | 2030-01-14      | Variable      | 0.04%                 | 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      | $3011327.34   | 0.22%             | 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      | $3119406.00   | 0.23%             | 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      | $2354506.17   | 0.17%             | 2028-01-13      | Variable      | 0.04%                 | 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        |    475000 | PA      | $475422.75    | 0.04%             | 2028-01-07      | Variable      | 0.04%                 | 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      | $2517744.95   | 0.19%             | 2029-04-13      | Variable      | 0.05%                 | 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        |   3800000 | PA      | $3826686.64   | 0.28%             | 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      | $2004642.40   | 0.15%             | 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      | $1576720.99   | 0.12%             | 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      | $605639.57    | 0.04%             | 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        |   6812000 | PA      | $6843314.97   | 0.50%             | 2029-01-24      | Variable      | 0.04%                 | 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      | $4121486.13   | 0.30%             | 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        |   6739000 | PA      | $6765538.18   | 0.50%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 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      | $2002588.24   | 0.15%             | 2028-01-27      | Variable      | 0.04%                 | 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        |    550000 | PA      | $552998.46    | 0.04%             | 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      | $3984540.00   | 0.29%             | 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      | $976246.39    | 0.07%             | 2028-01-28      | Variable      | 0.04%                 | 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        |   7275000 | PA      | $7313977.41   | 0.54%             | 2028-01-31      | Variable      | 0.04%                 | 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        |    730000 | PA      | $733419.28    | 0.05%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | ORACLE CORP FRN SOFR+76 08/03/2028                                   | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3215595.50   | 0.24%             | 2028-08-03      | Variable      | 0.04%                 | 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      | $3597343.75   | 0.27%             | 2028-02-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 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      | $2426431.67   | 0.18%             | 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      | $600896.34    | 0.04%             | 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        |   8500000 | PA      | $8968827.70   | 0.66%             | 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      | $2529078.53   | 0.19%             | 2028-02-11      | Variable      | 0.04%                 | 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      | $1001287.32   | 0.07%             | 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      | $2009673.54   | 0.15%             | 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        |   2060000 | PA      | $2071005.74   | 0.15%             | 2028-03-15      | Variable      | 0.04%                 | 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      | $1767105.65   | 0.13%             | 2028-04-12      | Variable      | 0.04%                 | 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      | $2000319.42   | 0.15%             | 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      | $8017688.00   | 0.59%             | 2027-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+52 03/03/2028                    | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4745599.54   | 0.35%             | 2028-03-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+87 03/04/2029                                 | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1836362.19   | 0.14%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+129 03/03/2031                            | CUSIP: 404280EU9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $810464.47    | 0.06%             | 2031-03-03      | Variable      | 0.05%                 | 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        |   3600000 | PA      | $3604218.59   | 0.27%             | 2028-03-06      | Variable      | 0.04%                 | 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        |   4162000 | PA      | $4189390.04   | 0.31%             | 2028-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| 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      | $4184929.66   | 0.31%             | 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      | $7464426.31   | 0.55%             | 2028-03-06      | Variable      | 0.04%                 | 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        |   4180000 | PA      | $4239278.92   | 0.31%             | 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      | $2305575.20   | 0.17%             | 2028-03-06      | Variable      | 0.04%                 | 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        |   8748000 | PA      | $8787262.34   | 0.65%             | 2028-03-06      | Variable      | 0.04%                 | 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        |   5300000 | PA      | $5323293.50   | 0.39%             | 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        |   4800000 | PA      | $4800912.00   | 0.35%             | 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        |   4000000 | PA      | $4012200.00   | 0.30%             | 2027-03-12      | Variable      | 0.04%                 | 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        |   4055000 | PA      | $4079014.12   | 0.30%             | 2028-03-14      | Variable      | 0.04%                 | 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      | $10458536.21  | 0.77%             | 2030-03-14      | Variable      | 0.04%                 | 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      | $9974611.33   | 0.74%             | 2026-12-11      | Variable      | 0.04%                 | 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        |   4100000 | PA      | $4105254.56   | 0.30%             | 2026-07-16      | Variable      | 0.04%                 | 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      | $2512337.53   | 0.19%             | 2028-03-17      | Variable      | 0.04%                 | 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      | $3471686.48   | 0.26%             | 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        |   6120000 | PA      | $6166206.00   | 0.45%             | 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      | $2020083.94   | 0.15%             | 2029-03-20      | Variable      | 0.05%                 | 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        |   8600000 | PA      | $8657362.00   | 0.64%             | 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      | $1782200.64   | 0.13%             | 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        |   3495000 | PA      | $3536726.39   | 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        |   6657000 | PA      | $6703731.54   | 0.49%             | 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      | $3231533.85   | 0.24%             | 2026-10-01      | Variable      | 0.04%                 | 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      | $4430446.32   | 0.33%             | 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      | $4279057.72   | 0.32%             | 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      | $5096229.19   | 0.38%             | 2027-04-01      | Variable      | 0.04%                 | 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      | $1004831.88   | 0.07%             | 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      | $1521031.19   | 0.11%             | 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        |  11305000 | PA      | $11496506.70  | 0.85%             | 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      | $685150.41    | 0.05%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 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      | $3401563.44   | 0.25%             | 2028-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | STATE STREET CORP FRN SOFR+95 04/24/2028                             | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573026.79    | 0.04%             | 2028-04-24      | 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        |   5450000 | PA      | $5465690.06   | 0.40%             | 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        |   2764000 | PA      | $2779996.01   | 0.21%             | 2028-04-28      | Variable      | 0.04%                 | 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        |   7025000 | PA      | $7033039.69   | 0.52%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 05/15/2035                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18100000 | PA      | $18564519.49  | 1.37%             | 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      | $2577840.19   | 0.19%             | 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      | $9357399.28   | 0.69%             | 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      | $1542106.71   | 0.11%             | 2031-05-13      | Variable      | 0.05%                 | 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        |   5265000 | PA      | $5308173.00   | 0.39%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+157 05/13/2031                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3275232.00   | 0.24%             | 2031-05-13      | Variable      | 0.05%                 | 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      | $4019324.00   | 0.30%             | 2027-05-14      | Variable      | 0.04%                 | 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      | $1314832.29   | 0.10%             | 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      | $3513959.86   | 0.26%             | 2028-05-23      | Variable      | 0.04%                 | 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      | $1509645.00   | 0.11%             | 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        |   1315000 | PA      | $1321310.69   | 0.10%             | 2028-05-26      | Variable      | 0.04%                 | 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        |   3772000 | PA      | $3796480.28   | 0.28%             | 2027-05-29      | Variable      | 0.04%                 | 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        |   2150000 | PA      | $2183122.64   | 0.16%             | 2030-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                         | BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028                 | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2407326.24   | 0.18%             | 2028-06-09      | Variable      | 0.04%                 | 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      | $801671.26    | 0.06%             | 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        |   5564000 | PA      | $5590987.63   | 0.41%             | 2028-06-13      | Variable      | 0.04%                 | 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        |   6720000 | PA      | $6756630.72   | 0.50%             | 2028-06-12      | Variable      | 0.04%                 | 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        |   3000000 | PA      | $3020340.00   | 0.22%             | 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        |   4222000 | PA      | $4231655.46   | 0.31%             | 2027-06-11      | Variable      | 0.04%                 | 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        |   2360000 | PA      | $2381672.12   | 0.18%             | 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      | $5016971.80   | 0.37%             | 2028-07-10      | Variable      | 0.04%                 | 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        |   1900000 | PA      | $1910870.55   | 0.14%             | 2027-07-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                       | NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+107 07/14/2029 144A          | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1807740.00   | 0.13%             | 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        |   4730000 | PA      | $4807494.43   | 0.35%             | 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        |   3540000 | PA      | $3559507.95   | 0.26%             | 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        |   5300000 | PA      | $5312508.00   | 0.39%             | 2028-07-06      | Variable      | 0.04%                 | 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        |   6410000 | PA      | $6420256.00   | 0.47%             | 2029-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| 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      | $2107304.54   | 0.16%             | 2028-07-25      | Variable      | 0.04%                 | 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      | $3312144.00   | 0.24%             | 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        |  18990000 | PA      | $19461782.81  | 1.44%             | 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        |   1600000 | PA      | $1610327.41   | 0.12%             | 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        |   7949000 | PA      | $7993926.16   | 0.59%             | 2028-08-15      | Variable      | 0.04%                 | 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      | $2071027.53   | 0.15%             | 2028-08-18      | Variable      | 0.04%                 | 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      | $3615840.00   | 0.27%             | 2027-08-13      | Variable      | 0.04%                 | 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        |   4760000 | PA      | $4793725.03   | 0.35%             | 2028-08-13      | Variable      | 0.04%                 | 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      | $1057316.99   | 0.08%             | 2030-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| ELI LILLY and CO                                  | ELI LILLY and CO FRN SOFR+53 10/15/2028                              | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   5244000 | PA      | $5275369.50   | 0.39%             | 2028-10-15      | Variable      | 0.04%                 | 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        |   1950000 | PA      | $1956559.41   | 0.14%             | 2028-08-25      | Variable      | 0.04%                 | 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      | $1151715.95   | 0.08%             | 2028-08-25      | Variable      | 0.04%                 | 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      | $1507430.97   | 0.11%             | 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        |   3500000 | PA      | $3521522.41   | 0.26%             | 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      | $2011540.00   | 0.15%             | 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      | $2020584.06   | 0.15%             | 2031-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028                  | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $210547.89    | 0.02%             | 2028-09-08      | 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        |   5200000 | PA      | $5219567.08   | 0.38%             | 2028-09-11      | Variable      | 0.04%                 | 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      | $3415418.15   | 0.25%             | 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      | $1881751.78   | 0.14%             | 2027-09-15      | Variable      | 0.04%                 | 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      | $2009173.90   | 0.15%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028                           | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $225330.13    | 0.02%             | 2028-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                    | PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+85 09/11/2028 144A           | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4408250.00   | 0.33%             | 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: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3512718.23   | 0.26%             | 2028-09-15      | Variable      | 0.05%                 | 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        |   1250000 | PA      | $1246625.00   | 0.09%             | 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      | $1823045.18   | 0.13%             | 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        |   4640000 | PA      | $4643985.76   | 0.34%             | 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        |   2080000 | PA      | $2099183.49   | 0.15%             | 2030-10-01      | Variable      | 0.04%                 | 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      | $3012461.76   | 0.22%             | 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        |   5400000 | PA      | $5416274.09   | 0.40%             | 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      | $2010092.76   | 0.15%             | 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      | $1513110.50   | 0.11%             | 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      | $2003168.30   | 0.15%             | 2028-10-27      | Variable      | 0.04%                 | 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        |   4382000 | PA      | $4389906.88   | 0.32%             | 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      | $6025471.74   | 0.44%             | 2027-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+80 11/06/2028 144A                      | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3750000 | PA      | $3759600.00   | 0.28%             | 2028-11-06      | 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        |   3500000 | PA      | $3524989.16   | 0.26%             | 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        |   2098000 | PA      | $2110585.84   | 0.16%             | 2030-11-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10110000 | PA      | $10146332.81  | 0.75%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | PFIZER INC FRN SOFR+50 11/15/2027                                    | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2553958.40   | 0.19%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+68 12/08/2030 144A         | CUSIP: 05252ADW8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4010000 | PA      | $4025275.57   | 0.30%             | 2030-12-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                  | MERCK and CO INC FRN SOFR+57 03/15/2029                              | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4928644.04   | 0.36%             | 2029-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+43 06/09/2027                      | CUSIP: 89236TPE9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004890.00   | 0.22%             | 2027-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                         | COREBRIDGE GBL FUNDING FRN SOFR+86 12/15/2028 144A                   | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999006.64   | 0.15%             | 2028-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | SOCIETE GENERALE FRANCE FRN SOFR+109.6 04/12/2030 144A               | CUSIP: 83368RCM2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4007706.60   | 0.30%             | 2030-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+107 01/08/2031 144A                        | CUSIP: 44891AEH6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006111.38   | 0.15%             | 2031-01-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+68 01/13/2031 144A              | CUSIP: 632525CP4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6400000 | PA      | $6426055.17   | 0.47%             | 2031-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFR+41 01/14/2028                     | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   3732000 | PA      | $3735418.21   | 0.28%             | 2028-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+45 01/12/2028                      | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1714035.58   | 0.13%             | 2028-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+92 01/13/2030 144A                   | CUSIP: 85325C2M3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2740000 | PA      | $2743233.20   | 0.20%             | 2030-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+58 01/13/2028                         | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1571397.30   | 0.12%             | 2028-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTERNATIONAL LTD LONDON BRANCH   | ANZ NEW ZEALAND INTL LTD LONDON BRH FRN SOFR+75 01/22/2031 144A      | CUSIP: 00182EBX6<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4010705.92   | 0.30%             | 2031-01-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTERNATIONAL LTD LONDON BRANCH   | ANZ NEW ZEALAND INTL LTD LONDON BRH FRN SOFR+61 01/22/2029 144A      | CUSIP: 00182EBW8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1219341.20   | 0.09%             | 2029-01-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+71 01/21/2029                 | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4810914.14   | 0.35%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | MORGAN STANLEY FRN SOFR+80 01/09/2030                                | CUSIP: 61748UAQ5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4905240.00   | 0.36%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | WESTPAC NEW ZEALAND LTD FRN SOFR+75 01/30/2031 144A                  | CUSIP: 96122FAH0<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   4550000 | PA      | $4556935.75   | 0.34%             | 2031-01-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | TRUIST BANK FRN SOFR+66 01/27/2029                                   | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5198233.04   | 0.38%             | 2029-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | ORACLE CORP FRN SOFRINDX+111 02/04/2029                              | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997140.00   | 0.15%             | 2029-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.125% 02/15/2036                                          | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2026562.50   | 0.15%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                | WALT DISNEY CO/THE FRN SOFRINDX+47 03/14/2029                        | CUSIP: 254687GB6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000840.00   | 0.22%             | 2029-03-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+93 05/24/2030                                  | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3003280.80   | 0.22%             | 2030-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                               | ABBOTT LABORATORIES FRN SOFRINDX+50 03/09/2029                       | CUSIP: 002824BY5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000080.00   | 0.15%             | 2029-03-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A               | BANCO BILBAO VIZ ARGENTARIA SA FRN SOFR+88 03/03/2029                | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3001230.00   | 0.22%             | 2029-03-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | ABBVIE INC FRN SOFRINDX+NA 03/03/2028                                | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006120.00   | 0.22%             | 2028-03-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+0 03/05/2029 144A            | CUSIP: 86563VCH0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3004485.72   | 0.22%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+0 03/05/2031 144A            | CUSIP: 86563VCK3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3014229.00   | 0.22%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer