# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-25-011722
**Filing Date:** 2025-11
**Character Count:** 154697
**Document Hash:** 8afd80cedae4cabdd4e15695a71816a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011722.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011722

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Templeton ETF Trust
- **CENTRAL INDEX KEY:** 0001655589

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23124
- **FILM NUMBER:** 251535148

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403

## Series and Classes Contracts Data

### Franklin Ultra Short Bond ETF (Series ID: S000068139)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000218231 | Franklin Ultra Short Bond ETF | FLUD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Templeton ETF Trust

- **b. Investment Company Act file number:** 811-23124

- **c. CIK number of Registrant:** 0001655589

- **d. LEI of Registrant:** 549300UHXVPT5S43XV04

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

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

- **b. EDGAR series identifier (if any):** S000068139

- **c. LEI of Series:** 549300C2WYDHE3Y9X469

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $157041652.64

**Total Liabilities:** $400935.86

**Net Assets:** $156640716.78

**Cash Not Reported:** $16966.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 882.95314000 | **1-Year:** 14081.13880000 | **5-Year:** 5021.83786000 | **10-Year:** 0.00000000 | **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 C000218231 | 0.42%                | 0.51%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-712.06                 | $-11119.88                                 |
| Month 2  | $-1120.87                | $200092.20                                 |
| Month 3  | $-4040.61                | $51882.44                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                     | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428001.73    | 0.27%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                            | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300647.57    | 0.19%             | 2026-04-10      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                           | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $406948.46    | 0.26%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                           | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185281.87    | 0.12%             | 2028-02-26      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                   | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554371.98    | 0.35%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                      | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1001225.32   | 0.64%             | 2026-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                              | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    503000 | PA      | $503039.36    | 0.32%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                  | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    435000 | PA      | $437794.54    | 0.28%             | 2028-05-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                       | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278983.66    | 0.18%             | 2029-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                        | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67732.06     | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                     | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    561000 | PA      | $566033.67    | 0.36%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION 0 10/25                                   | ALIMENTATION 0 10/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    285000 | PA      | $284656.86    | 0.18%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO S                                   | FIDELITY NATL INFO S                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $319621.12    | 0.20%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                     | UBS AG/Stamford CT                                        | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $504323.75    | 0.32%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                       | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $657274.63    | 0.42%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                              | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    335000 | PA      | $341229.01    | 0.22%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                         | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186033.18    | 0.12%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTO 0 10/25                                  | O'REILLY AUTO 0 10/25                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $484653.71    | 0.31%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                          | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $675788.07    | 0.43%             | 2028-09-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                          | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77509.22     | 0.05%             | 2028-04-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BUNGLE LTD FINANC 0 12/25                              | BUNGLE LTD FINANC 0 12/25                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $456603.36    | 0.29%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                              | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504478.86    | 0.32%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB Bank ASA                                              | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    945000 | PA      | $945255.51    | 0.60%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85940.76     | 0.05%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 10/20/2025                              | ENBRIDGE U S I 10/20/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $414012.30    | 0.26%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66165.06     | 0.04%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                 | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $673500.72    | 0.43%             | 2028-01-31      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                               | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    925000 | PA      | $925270.66    | 0.59%             | 2027-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                        | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $362301.12    | 0.23%             | 2029-03-30      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                      | Eversource Energy                                         | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391223.86    | 0.25%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $714637.84    | 0.46%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                           | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201586.98    | 0.13%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                        | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203659.10    | 0.13%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    445000 | PA      | $451983.80    | 0.29%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                      | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453394.01    | 0.29%             | 2029-05-09      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL 10/09/2025                               | FIDELITY NATL 10/09/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249733.75    | 0.16%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC                                        | ENBRIDGE US INC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $294651.02    | 0.19%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                          | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $406351.59    | 0.26%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470198.70    | 0.30%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564959.72    | 0.36%             | 2028-02-04      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                   | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601119.22    | 0.38%             | 2026-03-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                          | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310807.27    | 0.20%             | 2028-08-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                   | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508493.09    | 0.32%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                               | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    604000 | PA      | $617836.63    | 0.39%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    643000 | PA      | $656819.48    | 0.42%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CVS CORP                                               | CVS HEALTH COR 10/10/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249678.50    | 0.16%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                       | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    505000 | PA      | $507491.07    | 0.32%             | 2027-01-12      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                  | US Bank NA/Cincinnati OH                                  | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003359.00   | 0.64%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE I 10/02/2025                              | CROWN CASTLE I 10/02/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $584850.83    | 0.37%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | TARGA RESOURCES CORP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $329959.91    | 0.21%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                   | Howmet Aerospace Inc                                      | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291745.03    | 0.19%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FMC CORP DISC 10/01/2025                               | FMC CORP DISC 10/01/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $609917.04    | 0.39%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                | O'REILLY AUTOMOTIVE INC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $374556.75    | 0.24%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy Inc                                       | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500000.00    | 0.32%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                         | Home Depot Inc/The                                        | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119597.35    | 0.08%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                  | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    291000 | PA      | $289721.58    | 0.18%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                      | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    930000 | PA      | $931089.87    | 0.59%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                  | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $248263.95    | 0.16%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                       | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250842.59    | 0.16%             | 2027-04-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                              | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $236244.78    | 0.15%             | 2029-01-10      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $503669.60    | 0.32%             | 2026-07-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                        | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243766.11    | 0.16%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                            | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    730000 | PA      | $741312.20    | 0.47%             | 2029-04-12      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CO 0 11/25                                      | ORACLE CO 0 11/25                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $333111.27    | 0.21%             | 2025-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                   | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $676538.73    | 0.43%             | 2029-02-14      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                               | RTX Corp                                                  | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501281.83    | 0.32%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP. 0 12/11/2025                              | ORACLE CORP. 0 12/11/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $347082.40    | 0.22%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                | CRH AMERICA FINANCE INC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551000 | PA      | $549953.10    | 0.35%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Boston Propert 10/07/2025                              | Boston Propert 10/07/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $509575.17    | 0.33%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                          | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    630000 | PA      | $639004.43    | 0.41%             | 2029-04-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                | Bank of New York Mellon/The                               | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250786.20    | 0.16%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                         | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    834000 | PA      | $836653.16    | 0.53%             | 2027-10-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | PROTECTIVE LIFE CORP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $308972.87    | 0.20%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC 10/01/2025                               | RYDER SYS INC 10/01/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $349958.70    | 0.22%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                        | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $505613.27    | 0.32%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| UDR INC DISC C 10/02/2025                              | UDR INC DISC C 10/02/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $374911.88    | 0.24%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ                              | ALEXANDRIA REAL ESTATE EQ                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $579791.20    | 0.37%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                              | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    675000 | PA      | $678583.88    | 0.43%             | 2029-03-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                 | Skandinaviska Enskilda Banken AB                          | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    495000 | PA      | $497892.52    | 0.32%             | 2028-06-02      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                        | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344523.59    | 0.22%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                              | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65415.77     | 0.04%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248170.37    | 0.16%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L                              | PENSKE TRUCK LEASING CO L                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $259937.86    | 0.17%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG L 10/16/2025                              | GLENCORE FDG L 10/16/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249519.50    | 0.16%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                          | Owens Corning                                             | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102221.28    | 0.07%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE 0 10/25                                     | PROTECTIVE 0 10/25                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $538953.48    | 0.34%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Franklin Institutional US Government Money Market Fund | Franklin Institutional US Government Money Market Fund    | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |      4667 | NS      | $4667.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                            | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240473.17    | 0.15%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804541.30    | 0.51%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                          | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $713700.42    | 0.46%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                      | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751447.58    | 0.48%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                   | WEC Energy Group Inc                                      | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222970.13    | 0.14%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                       | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $291013.74    | 0.19%             | 2027-02-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                | Jefferies Financial Group Inc                             | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    680000 | PA      | $681500.56    | 0.44%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                   | Public Storage Operating Co                               | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501686.40    | 0.32%             | 2027-04-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                             | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226615.95    | 0.14%             | 2028-05-07      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                  | Mizuho Markets Cayman LP                                  | CUSIP: 60700JFT7<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $475233.40    | 0.30%             | 2026-10-09      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                     | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    615000 | PA      | $622226.61    | 0.40%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AES CORP 0% CP 10/01/2025                              | AES CORP 0% CP 10/01/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $969878.75    | 0.62%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                             | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162814.65    | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                           | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500767.83    | 0.32%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                               | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253127.04    | 0.16%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                        | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281597.31    | 0.18%             | 2027-06-11      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                            | PHILIP MORRIS IN FRN 4/28                                 | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755134.61    | 0.48%             | 2028-04-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                   | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    820000 | PA      | $821837.51    | 0.52%             | 2028-03-06      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                    | Georgia-Pacific LLC                                       | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110978.96    | 0.07%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                   | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    740000 | PA      | $750324.86    | 0.48%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                  | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201140.02    | 0.13%             | 2028-11-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                               | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250489.04    | 0.16%             | 2028-07-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                   | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180499.09    | 0.12%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | Goldman Sachs Bank USA/New York NY                        | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601435.67    | 0.38%             | 2027-03-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                    | Intesa Sanpaolo SpA                                       | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    505000 | PA      | $506856.88    | 0.32%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                               | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251314.87    | 0.16%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                         | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $601898.63    | 0.38%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    245000 | PA      | $254860.95    | 0.16%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                            | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211158.18    | 0.13%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-                                   | ALIMENTATION COUCHE-                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $344710.20    | 0.22%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL IN                              | MARRIOTT INTERNATIONAL IN                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $308891.75    | 0.20%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                               | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232259.74    | 0.15%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    745000 | PA      | $751569.78    | 0.48%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                         | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $744519.74    | 0.48%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                  | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    505000 | PA      | $507573.66    | 0.32%             | 2027-05-28      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                 | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200290.03    | 0.13%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                            | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $501099.52    | 0.32%             | 2026-11-27      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                            | AMEREN CORP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $619928.08    | 0.40%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | DANSKE BANK A/ 4.375 6/28                                 | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    290000 | PA      | $291209.02    | 0.19%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                 | GE HealthCare Technologies Inc                            | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    795000 | PA      | $795366.55    | 0.51%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                             | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215745.97    | 0.14%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                               | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250977.36    | 0.16%             | 2027-10-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                     | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503389.80    | 0.32%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                              | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    210000 | PA      | $215294.64    | 0.14%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348600.51    | 0.22%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                             | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439006.48    | 0.28%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                            | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    740000 | PA      | $748226.08    | 0.48%             | 2029-05-09      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                               | Plains All American Pipeline LP / PAA Finance Corp        | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $700005.42    | 0.45%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                   | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $280428.48    | 0.18%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                     | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $554675.64    | 0.35%             | 2028-02-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                              | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630037.51    | 0.40%             | 2028-04-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                          | Owens Corning                                             | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    401000 | PA      | $398011.69    | 0.25%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                              | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $220323.60    | 0.14%             | 2028-03-12      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                     | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400889.92    | 0.26%             | 2028-03-06      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                            | Cargill Inc                                               | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330856.81    | 0.21%             | 2028-02-11      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                          | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $311213.07    | 0.20%             | 2028-07-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES 06/05/2025                              | SCHWAB CHARLES 06/05/2025                                 | CUSIP: 8085A2YE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $363129.38    | 0.23%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD DI 10/20/2025                              | NUTRIEN LTD DI 10/20/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $304266.48    | 0.19%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                     | Essex Portfolio LP                                        | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139301.38    | 0.09%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                    | Georgia-Pacific LLC                                       | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104018.05    | 0.07%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE 0 11/25                              | BUNGE LTD FINANCE 0 11/25                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $283094.49    | 0.18%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd                            | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $240903.90    | 0.15%             | 2028-09-11      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                              | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1009409.71   | 0.64%             | 2027-09-11      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                      | Hyatt Hotels Corp                                         | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    298000 | PA      | $298244.95    | 0.19%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                          | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248261.32    | 0.16%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                        | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    356000 | PA      | $357617.77    | 0.23%             | 2027-03-11      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                            | Target Corp                                               | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    257000 | PA      | $259628.72    | 0.17%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602382.03    | 0.38%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                              | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $576519.88    | 0.37%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                           | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306118.82    | 0.20%             | 2028-08-13      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                  | US Bank NA/Cincinnati OH                                  | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262340.94    | 0.17%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                             | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197212.48    | 0.13%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE 0 10/25                              | BUNGE LTD FINANCE 0 10/25                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324142.33    | 0.21%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                        | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250078.07    | 0.16%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                         | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396636.70    | 0.25%             | 2026-08-03      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                      | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $601060.18    | 0.38%             | 2029-01-24      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                          | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $697762.14    | 0.45%             | 2027-09-10      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                   | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225818.95    | 0.14%             | 2027-04-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL CP 10/25                               | ALEXANDRIA REAL CP 10/25                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $304633.39    | 0.19%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                               | MassMutual Global Funding II                              | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100515.82    | 0.06%             | 2027-04-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD 4.71%                               | MACQUARIE BANK LTD 4.71%                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250176.65    | 0.16%             | 2026-05-14      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 0%, d                                   | AUTONATION INC 0%, d                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $569927.90    | 0.36%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                              | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    760000 | PA      | $760361.22    | 0.49%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $446385.46    | 0.28%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                           | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $601797.91    | 0.38%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                     | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    378000 | PA      | $379158.44    | 0.24%             | 2028-10-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                              | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370739.63    | 0.24%             | 2028-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                 | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $141199.77    | 0.09%             | 2028-03-14      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| INTESA SANPA 5.05 01/26                                | INTESA SANPA 5.05 01/26                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500908.40    | 0.32%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                         | Starbucks Corp                                            | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300706.95    | 0.19%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                | Cooperatieve Rabobank UA/NY                               | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    795000 | PA      | $813025.06    | 0.52%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                               | Northwestern Mutual Global Funding                        | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361140.10    | 0.23%             | 2028-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                            | Lennar Corp                                               | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625660.24    | 0.40%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                 | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299453.54    | 0.19%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227055.06    | 0.14%             | 2028-04-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                               | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448558.83    | 0.29%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                 | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1005732.73   | 0.64%             | 2027-09-30      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                      | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    445000 | PA      | $445357.86    | 0.28%             | 2025-11-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                 | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    445000 | PA      | $447584.66    | 0.29%             | 2027-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MID-AMER APTS 10/03/2025                               | MID-AMER APTS 10/03/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249911.75    | 0.16%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                  | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441800.00    | 0.28%             | 2026-08-07      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                          | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $600356.83    | 0.38%             | 2026-10-13      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                   | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809339.35    | 0.52%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RES 0 10/25                                      | TARGA RES 0 10/25                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299334.60    | 0.19%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                 | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $371589.78    | 0.24%             | 2028-06-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                 | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354543.54    | 0.23%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                            | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $683655.00    | 0.44%             | 2028-04-13      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                          | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186321.91    | 0.12%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                       | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125756.41    | 0.08%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                  | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200856.50    | 0.13%             | 2029-06-13      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                   | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228357.15    | 0.15%             | 2028-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                       | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601628.92    | 0.38%             | 2027-11-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 0 10/25                                       | PHILLIPS 0 10/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $339184.00    | 0.22%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                        | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $614787.70    | 0.39%             | 2027-11-07      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                               | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450582.98    | 0.29%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                               | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430328.70    | 0.27%             | 2028-07-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                        | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451291.23    | 0.29%             | 2028-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                  | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250062.47    | 0.16%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                               | Marsh & McLennan Cos Inc                                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100490.16    | 0.06%             | 2027-11-08      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                            | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503436.73    | 0.32%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                   | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100124.35    | 0.06%             | 2026-05-13      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                   | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505389.28    | 0.32%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                       | Georgia Power Co                                          | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140038.50    | 0.09%             | 2026-09-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS F 10/20/2025                              | GENERAL MTRS F 10/20/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249405.25    | 0.16%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | Goldman Sachs Bank USA/New York NY                        | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $622254.42    | 0.40%             | 2027-05-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                      | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $502921.95    | 0.32%             | 2026-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                             | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223393.97    | 0.14%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                               | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370516.75    | 0.24%             | 2028-03-03      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                              | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1021912.08   | 0.65%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BAYER CORPORATION 0 7/26                               | BAYER CORPORATION 0 7/26                                  | CUSIP: 07273MGL4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    750000 | PA      | $725444.25    | 0.46%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd                            | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    685000 | PA      | $692169.09    | 0.44%             | 2027-09-10      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                      | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191946.86    | 0.12%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                | Cooperatieve Rabobank UA/NY                               | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250834.21    | 0.16%             | 2027-05-27      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                        | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167200.30    | 0.11%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 0 10/25                                | ALEXANDRIA REAL 0 10/25                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $379222.14    | 0.24%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                              | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447683.76    | 0.29%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                        | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    553000 | PA      | $555154.24    | 0.35%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                              | Kroger Co/The                                             | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51291.19     | 0.03%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                  | Camden Property Trust                                     | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509091.20    | 0.33%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MID-AMER APTS 10/02/2025                               | MID-AMER APTS 10/02/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284933.03    | 0.18%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                             | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242653.10    | 0.15%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                  | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280314.45    | 0.18%             | 2026-04-10      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $659952.83    | 0.42%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                             | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30382.73     | 0.02%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $293473.73    | 0.19%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    609000 | PA      | $606797.12    | 0.39%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INC.                                         | HONEYWELL INTERNATIONAL I                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297452.10    | 0.19%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                        | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $402622.56    | 0.26%             | 2028-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                       | RYDER SYSTEM INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249793.25    | 0.16%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                   | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492406.75    | 0.31%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                               | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487797.01    | 0.31%             | 2028-08-03      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy Inc                                       | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161666.83    | 0.10%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                        | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $605352.37    | 0.39%             | 2027-06-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                              | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247932.63    | 0.16%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                               | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    280000 | PA      | $285318.15    | 0.18%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                | UDR INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $369341.40    | 0.24%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                      | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    167000 | PA      | $168140.72    | 0.11%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                   | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $502431.43    | 0.32%             | 2027-06-04      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                               | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    366000 | PA      | $366721.92    | 0.23%             | 2029-07-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC 11/05/2025                               | VW CREDIT INC 11/05/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248927.50    | 0.16%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSEX POR 0 10/25                                      | ESSEX POR 0 10/25                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284933.03    | 0.18%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                          | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310869.26    | 0.20%             | 2028-06-09      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP L 0 12/25                              | MACQUARIE GROUP L 0 12/25                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    580000 | PA      | $574809.58    | 0.37%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                           | NISOURCE INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $384360.90    | 0.25%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                         | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200905.96    | 0.13%             | 2029-05-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                   | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200075.63    | 0.13%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                     | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $272561.13    | 0.17%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                | Jefferies Financial Group Inc                             | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651393.18    | 0.42%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                       | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347553.78    | 0.22%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                 | Mondelez International Inc                                | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552672.47    | 0.35%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                          | UniCredit SpA                                             | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200919.80    | 0.13%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $592257.05    | 0.38%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MID-AMER APTS 10/01/2025                               | MID-AMER APTS 10/01/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324961.65    | 0.21%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                             | Kenvue Inc                                                | CUSIP: 49177JAD4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200839.91    | 0.13%             | 2026-03-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                    | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251478.81    | 0.16%             | 2029-01-12      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                              | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    604000 | PA      | $608372.97    | 0.39%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                  | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428237.41    | 0.27%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    178000 | PA      | $186747.86    | 0.12%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INC.                                         | HONEYWELL INTERNATIONAL I                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297420.30    | 0.19%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | AGREE LP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $444492.26    | 0.28%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                        | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    383000 | PA      | $390331.27    | 0.25%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                     | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $953127.02    | 0.61%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                      | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300658.62    | 0.19%             | 2027-07-23      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANA                              | BELL TELEPHONE CO OF CANA                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $359746.92    | 0.23%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                 | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $254515.85    | 0.16%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                  | Mizuho Markets Cayman LP                                  | CUSIP: 60700JDE2<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $270180.82    | 0.17%             | 2026-05-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                   | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $656549.46    | 0.42%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                        | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200541.70    | 0.13%             | 2028-05-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    475000 | PA      | $457897.94    | 0.29%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                            | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601166.69    | 0.38%             | 2028-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                       | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $562298.98    | 0.36%             | 2028-10-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                      | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $601626.16    | 0.38%             | 2027-10-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    855000 | PA      | $850487.63    | 0.54%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                 | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003362.12   | 0.64%             | 2026-12-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                   | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $507526.70    | 0.32%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                        | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    488000 | PA      | $490851.61    | 0.31%             | 2028-03-21      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                | Arthur J Gallagher & Co                                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    665000 | PA      | $671800.36    | 0.43%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                         | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135706.33    | 0.09%             | 2028-04-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 0% 10/20/2025                              | OVINTIV INC 0% 10/20/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $523611.38    | 0.33%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                  | US Bank NA/Cincinnati OH                                  | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326381.04    | 0.21%             | 2028-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                   | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301102.32    | 0.19%             | 2027-03-19      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                    | PayPal Holdings Inc                                       | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230481.82    | 0.15%             | 2028-03-06      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                            | CUSIP: 2027A0HR3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $500038.69    | 0.32%             | 2025-12-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                               | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251179.33    | 0.16%             | 2027-06-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                              | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200984.73    | 0.13%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                               | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $372281.25    | 0.24%             | 2028-06-13      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                       | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199046.45    | 0.13%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                   | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200554.21    | 0.13%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                   | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300290.18    | 0.19%             | 2028-01-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                        | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $602225.38    | 0.38%             | 2027-09-11      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO FRN 08/26                              | INTESA SANPAOLO FRN 08/26                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    610000 | PA      | $610788.00    | 0.39%             | 2026-08-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                            | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284859.24    | 0.18%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                               | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    620000 | PA      | $621436.68    | 0.40%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                             | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199513.38    | 0.13%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                   | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    687000 | PA      | $690650.60    | 0.44%             | 2027-06-24      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                              | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204340.47    | 0.13%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                               | Alimentation Couche-Tard Inc                              | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $410254.91    | 0.26%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                   | AEGON Funding Co LLC                                      | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509050.19    | 0.32%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                               | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    194000 | PA      | $194834.93    | 0.12%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                | KeyCorp                                                   | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    645000 | PA      | $644794.97    | 0.41%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                    | Fifth Third Bank NA                                       | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250438.64    | 0.16%             | 2028-01-28      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                              | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    360000 | PA      | $374122.38    | 0.24%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                             | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500762.95    | 0.32%             | 2027-06-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                               | Huntington National Bank/The                              | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763733.14    | 0.49%             | 2028-04-12      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                  | AVALONBAY COMMUNITIES INC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249940.75    | 0.16%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99194.31     | 0.06%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                            | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    318000 | PA      | $313513.00    | 0.20%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                            | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    825000 | PA      | $829378.29    | 0.53%             | 2028-03-14      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                              | MID-AMERICA APARTMENTS LP                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299751.90    | 0.19%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                               | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370769.69    | 0.24%             | 2027-08-13      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                             | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    715000 | PA      | $715441.83    | 0.46%             | 2029-03-04      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                            | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200129.41    | 0.13%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206876.52    | 0.13%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                          | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221097.89    | 0.14%             | 2028-07-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                            | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289427.36    | 0.18%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    935000 | PA      | $964844.30    | 0.62%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                     | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500423.66    | 0.32%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                        | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $600190.86    | 0.38%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307047.68    | 0.20%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                  | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    606000 | PA      | $610281.97    | 0.39%             | 2028-09-05      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $491382.84    | 0.31%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                | Southern Co Gas Capital Corp                              | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74945.28     | 0.05%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                      | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405942.70    | 0.26%             | 2026-10-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                   | CUSIP: 24422EYG8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362667.52    | 0.23%             | 2028-09-11      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                             | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    462000 | PA      | $458987.74    | 0.29%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                | CUSIP: 60687YAA7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $279976.21    | 0.18%             | 2025-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                        | Nordea Bank Abp                                           | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    605000 | PA      | $608069.06    | 0.39%             | 2028-03-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                  | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202856.03    | 0.13%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                      | Hyatt Hotels Corp                                         | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560534.74    | 0.36%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                  | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203586.81    | 0.13%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                             | Sprint LLC                                                | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90203.21     | 0.06%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                 | Skandinaviska Enskilda Banken AB                          | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $402926.10    | 0.26%             | 2027-03-05      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                        | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502785.79    | 0.32%             | 2027-08-13      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                      | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568327.99    | 0.36%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                            | Walmart Inc                                               | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301038.78    | 0.19%             | 2027-04-28      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTYS L 10/08/2025                              | BOSTON PPTYS L 10/08/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $414604.92    | 0.26%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                   | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $344265.33    | 0.22%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                   | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $699719.61    | 0.45%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                         | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $458528.81    | 0.29%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                          | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $531189.39    | 0.34%             | 2028-01-24      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                        | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $503609.03    | 0.32%             | 2028-09-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                       | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006399.32   | 0.64%             | 2028-02-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | GLENCORE FUNDING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $412080.06    | 0.26%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                   | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $360295.13    | 0.23%             | 2028-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                     | Macquarie Bank Ltd                                        | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    490000 | PA      | $492647.88    | 0.31%             | 2028-06-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    845000 | PA      | $845579.55    | 0.54%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                            | SWEDBANK AB 5.337 9/27                                    | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    496000 | PA      | $508171.80    | 0.32%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 10/08/2025                              | AIR LEASE CORP 10/08/2025                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $389609.61    | 0.25%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                               | ENEL FINANCE AMERICA LLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $321954.43    | 0.21%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                      | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645786.26    | 0.41%             | 2029-01-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                  | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1008456.73   | 0.64%             | 2027-08-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                           | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148640.25    | 0.09%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                       | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502931.37    | 0.32%             | 2028-04-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $400467.79    | 0.26%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                    | Fifth Third Bank NA                                       | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252572.43    | 0.16%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                          | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $852497.80    | 0.54%             | 2029-01-27      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                               | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $851748.63    | 0.54%             | 2028-02-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                            | Netflix Inc                                               | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158200.09    | 0.10%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES C 0 10/25                              | TARGA RESOURCES C 0 10/25                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299768.10    | 0.19%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN 10/20/2025                               | BUNGE LTD FIN 10/20/2025                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324220.98    | 0.21%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                 | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503881.11    | 0.32%             | 2026-09-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Franklin Templeton ETF Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer Controller, US Fund Administration and Oversight