# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-26-020729
**Filing Date:** 2026-5
**Character Count:** 222797
**Document Hash:** 2800eb2d36ac45d41af023c22f90d6ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020729.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**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:** 261008659

**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:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $232526463.60

**Total Liabilities:** $28356.87

**Net Assets:** $232498106.73

**Cash Not Reported:** $2032.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1191.18599000 | **1-Year:** 20489.31061000 | **5-Year:** 7007.51086000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 58.72259000 | **5-Year:** 45.95226000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218231 | 0.36%                | 0.34%                | 0.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4384.27                 | $24908.86                                  |
| Month 2  | $3967.90                 | $31342.44                                  |
| Month 3  | $-4442.30                | $-738552.53                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nationwide Building Society                                                         | NWIDE V6.557 10/18/27 144A                                                            | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    604000 | PA      | $610879.30    | 0.26%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | BACR V5.501 08/09/28                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    958000 | PA      | $969248.80    | 0.42%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | COF V4.927 05/10/28                                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345995.64    | 0.15%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC F 05/09/29                                                                        | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452760.05    | 0.19%             | 2029-05-09      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | INTNED V6.083 09/11/27                                                                | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    302000 | PA      | $303897.56    | 0.13%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                                             | SEB F 03/12/29 144A                                                                   | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    455000 | PA      | $454803.59    | 0.20%             | 2029-03-12      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                | Boston Properties LP 0% CP 01/04/2026                                                 | CUSIP: 10113CD11<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |    390000 | PA      | $389956.87    | 0.17%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | Keurig Dr Pepper Inc 0% CP 07/05/2026                                                 | CUSIP: 49271KE75<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    610000 | PA      | $607294.96    | 0.26%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | MAR 4.2 07/15/27                                                                      | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489429.53    | 0.21%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P. 0% CP 02/04/2026                                         | CUSIP: 59524PD20<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    430000 | PA      | $429905.53    | 0.18%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                      | Penske Truck Leasing Co LP / PTL Finance Corp. 0% CP 28/04/2026                       | CUSIP: 70962BDU5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    275000 | PA      | $274115.35    | 0.12%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | ANZ 4.4 05/19/26 144A                                                                 | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200070.98    | 0.09%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                                            | RABOBK F 05/27/27 .                                                                   | CUSIP: 21688ABN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250446.00    | 0.11%             | 2027-05-27      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER 3 10/29/28                                                                        | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    710000 | PA      | $683614.49    | 0.29%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                  | CNO 1.75 10/07/26 144A                                                                | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    916000 | PA      | $904527.95    | 0.39%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                | SUMIBK 5.52 01/13/28                                                                  | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    935000 | PA      | $954195.05    | 0.41%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | ICE 3.95 12/01/28                                                                     | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163631.74    | 0.07%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | ABBV 3.775 03/03/28                                                                   | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521634.35    | 0.22%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                       | OC 3.4 08/15/26                                                                       | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    432000 | PA      | $430356.65    | 0.19%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                      | CBAAU F 03/14/28 144A                                                                 | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    825000 | PA      | $828222.52    | 0.36%             | 2028-03-14      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | DE F 03/09/29 I                                                                       | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453979.95    | 0.20%             | 2029-03-09      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | MBGGR F 03/10/28 144A                                                                 | CUSIP: 58769JBK2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230033.99    | 0.10%             | 2028-03-10      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | BACR V6.496 09/13/27                                                                  | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $670412.65    | 0.29%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | Intercontinental Exchange Inc 0% CP 07/04/2026                                        | CUSIP: 45856XD79<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    350000 | PA      | $349739.71    | 0.15%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                 | NEE 4.685 09/01/27                                                                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85436.88     | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | ACAFP V4.631 09/11/28 144A                                                            | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    990000 | PA      | $989929.39    | 0.43%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                            | MET 4 10/01/27 144A                                                                   | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179257.25    | 0.08%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                          | BA 2.25 06/15/26                                                                      | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199067.28    | 0.09%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                  | SANTAN F 07/15/28                                                                     | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $401715.92    | 0.17%             | 2028-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                  | HNDA F 08/13/27 GMTN                                                                  | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369727.04    | 0.16%             | 2027-08-13      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                               | SOCGEN 5.25 02/19/27 144a                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $930906.40    | 0.40%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                    | DB V2.552 01/07/28                                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $590737.98    | 0.25%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | HYNMTR 5.3 03/19/27 144A                                                              | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    740000 | PA      | $745850.11    | 0.32%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                         | NAB 3.85 12/13/28                                                                     | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397089.83    | 0.17%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | TOYOTA V4.15 11/18/27 MTN                                                             | CUSIP: 89236TNZ4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480033.14    | 0.21%             | 2027-11-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                            | O'Reilly Automotive Inc. 0% CP 15/04/2026                                             | CUSIP: 67117HDF5<br>LEI: 549300K2RLMQL149Q332 | Long             | STIV             | CORP              | US        |    390000 | PA      | $389350.49    | 0.17%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                         | Nutrien Ltd 0% CP 07/04/2026                                                          | CUSIP: 67077VD70<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |    750000 | PA      | $749412.30    | 0.32%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA NEW YORK BRANCH                                                 | Intesa Sanpaolo S.p.A. 4.05% CP 14/01/2027                                            | CUSIP: 46115K6X3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    680000 | PA      | $678439.06    | 0.29%             | 2027-01-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER 4.125 02/28/29                                                                    | CUSIP: 00774MBT1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $305951.97    | 0.13%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                 | BNS F 09/15/28 I                                                                      | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $410080.06    | 0.18%             | 2028-09-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                     | CVX F 02/26/28                                                                        | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185176.60    | 0.08%             | 2028-02-26      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE 4.875 06/01/28                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161470.03    | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc. 0% CP 01/04/2026                                          | CUSIP: 05348BD10<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |    490000 | PA      | $489946.30    | 0.21%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | ACAFP F 09/11/28 144A                                                                 | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $502300.51    | 0.22%             | 2028-09-11      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | INTNED F 03/25/29                                                                     | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $777307.48    | 0.33%             | 2029-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | NWIDE F 07/14/29 144A                                                                 | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    366000 | PA      | $367083.81    | 0.16%             | 2029-07-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                                   | HBAN V4.871 04/12/28                                                                  | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506805.62    | 0.22%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                            | DTRGR 5 01/15/27 144A                                                                 | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502624.50    | 0.22%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                            | Agree LP 0% CP 01/04/2026                                                             | CUSIP: 00852XD11<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999885.00    | 0.43%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                  | HBAN V4.443 08/04/28                                                                  | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101948.50    | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | NAB F 03/06/28 144A                                                                   | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250028.15    | 0.11%             | 2028-03-06      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                  | Energy Transfer LP 0% CP 01/04/2026                                                   | CUSIP: 29277FD16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999778.20   | 0.86%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                             | VW 4.9 08/14/26 144A                                                                  | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    990000 | PA      | $991591.68    | 0.43%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | PSA F 04/16/27                                                                        | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    790000 | PA      | $791355.09    | 0.34%             | 2027-04-16      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                            | T 3.8 02/15/27                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    342000 | PA      | $341158.96    | 0.15%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | RABOBK 3.75 07/21/26 BKNT                                                             | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    584000 | PA      | $582760.09    | 0.25%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                            | MIZUHO F 10/09/26 MTN                                                                 | CUSIP: 60700JFT7<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $475432.78    | 0.20%             | 2026-10-09      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V5.933 09/15/27                                                                   | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292037.72    | 0.13%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                | APH F 11/15/27                                                                        | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85037.80     | 0.04%             | 2027-11-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                     | GEHC 4.15 12/15/28                                                                    | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84460.83     | 0.04%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | BMO V4.338 03/19/30 J                                                                 | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $378389.14    | 0.16%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                            | AXP F 02/09/29                                                                        | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274292.52    | 0.12%             | 2029-02-09      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                        | SNPS 4.55 04/01/27                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215195.74    | 0.09%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                 | MUFG V4.08 04/19/28                                                                   | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $453377.09    | 0.20%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                    | UCGIM 4.625 04/12/27 144a                                                             | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200372.97    | 0.09%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                             | NACN F 01/20/29 MTN                                                                   | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $445561.57    | 0.19%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                            | DTRGR F 01/13/28 144A                                                                 | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300249.17    | 0.13%             | 2028-01-13      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | CM F 06/28/27                                                                         | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $603219.47    | 0.26%             | 2027-06-28      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                            | O'Reilly Automotive Inc. 0% CP 07/04/2026                                             | CUSIP: 67117HD73<br>LEI: 549300K2RLMQL149Q332 | Long             | STIV             | CORP              | US        |    400000 | PA      | $399689.68    | 0.17%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | CRBG F 09/25/26 144A                                                                  | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502093.08    | 0.22%             | 2026-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | GLENLN F 10/01/26 144A                                                                | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405677.84    | 0.17%             | 2026-10-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | Keurig Dr Pepper Inc 0% CP 08/04/2026                                                 | CUSIP: 49271KD84<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249769.60    | 0.11%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | BFCM 5.896 07/13/26 144A                                                              | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $944357.63    | 0.41%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCEGP V6.612 10/19/27 144A                                                           | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $505603.50    | 0.22%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                        | TFC V4.671 05/20/27 BKNT                                                              | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620030.26    | 0.27%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                  | ABNANV F 07/07/28 144A                                                                | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $309763.19    | 0.13%             | 2028-07-07      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC F 01/24/29 frn                                                                    | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    882000 | PA      | $881979.92    | 0.38%             | 2029-01-24      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                             | NACN V4.166 01/20/29                                                                  | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    726000 | PA      | $722369.71    | 0.31%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | COF 3.75 03/09/27                                                                     | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    855000 | PA      | $850143.40    | 0.37%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | RY F 07/23/27 GMTN                                                                    | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300293.05    | 0.13%             | 2027-07-23      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                            | MET 4 01/14/29 144A                                                                   | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    815000 | PA      | $806746.70    | 0.35%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                               | PNC F 07/21/28                                                                        | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250447.55    | 0.11%             | 2028-07-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM F 01/24/29 FRN                                                                    | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300246.77    | 0.13%             | 2029-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | ABBV F 03/03/28                                                                       | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225275.92    | 0.10%             | 2028-03-03      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                          | AMT 3.375 10/15/26                                                                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348017.25    | 0.15%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS V6.442 08/11/28 144A                                                              | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    360000 | PA      | $368989.39    | 0.16%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | BNP 4.4 08/14/28 144A                                                                 | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199204.98    | 0.09%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | Intercontinental Exchange Inc 0% CP 21/04/2026                                        | CUSIP: 45856XDM6<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    320000 | PA      | $319234.08    | 0.14%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC 0% CP 06/04/2026                                                 | CUSIP: 26882SD60<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |    575000 | PA      | $574615.15    | 0.25%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | RABOBK V3.649 04/06/28 144A                                                           | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $445987.35    | 0.19%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                               | SO F 09/15/26                                                                         | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139783.32    | 0.06%             | 2026-09-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | MS F 10/18/29 I                                                                       | CUSIP: 61748UAJ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599857.07    | 0.26%             | 2029-10-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                    | PFG F 08/18/28 144A                                                                   | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $564188.42    | 0.24%             | 2028-08-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                        | TGT 4.35 06/15/28                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258271.52    | 0.11%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                  | BBVASM V6.138 09/14/28                                                                | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409148.86    | 0.18%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                   | BK F 06/09/28                                                                         | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410848.06    | 0.18%             | 2028-06-09      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                  | SIEGR F 05/26/28 144A                                                                 | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200375.68    | 0.09%             | 2028-05-26      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | HYNMTR 4.85 03/25/27 144A                                                             | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150549.55    | 0.06%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                         | Ovintiv Inc 0% CP 01/04/2026                                                          | CUSIP: 69047KD10<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |    910000 | PA      | $909894.08    | 0.39%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                     | SANUK V6.534 01/10/29                                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $1001128.76   | 0.43%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | ETN 3.95 03/06/29                                                                     | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267373.83    | 0.12%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                | GM 5.4 04/06/26                                                                       | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800078.03    | 0.34%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                      | KR 3.7 08/01/27                                                                       | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99219.83     | 0.04%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                     | LLY 4 10/15/28                                                                        | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239773.26    | 0.10%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                          | BA 2.7 02/01/27                                                                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    645000 | PA      | $636117.12    | 0.27%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | BNP F 05/09/29 144A                                                                   | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    740000 | PA      | $746947.31    | 0.32%             | 2029-05-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.375 02/29/28                                                                      | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1736328.13   | 0.75%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association Cincinnati Ohio                               | FITB V4.967 01/28/28                                                                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250940.64    | 0.11%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | MAR 3.125 06/15/26 R                                                                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224441.97    | 0.10%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                | PYPL F 03/06/28                                                                       | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230483.83    | 0.10%             | 2028-03-06      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                             | SPG 3.375 12/01/27                                                                    | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320550.71    | 0.14%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS 3 08/15/26                                                                        | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $561677.61    | 0.24%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | TOYOTA F 09/05/28                                                                     | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    606000 | PA      | $608450.73    | 0.26%             | 2028-09-05      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | FITB V6.361 10/27/28                                                                  | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    959000 | PA      | $986371.14    | 0.42%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | HYNMTR F 03/19/27 144A                                                                | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301033.08    | 0.13%             | 2027-03-19      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | C F 06/09/27                                                                          | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500349.50    | 0.22%             | 2027-06-09      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association Cincinnati Ohio                               | FITB F 01/28/28                                                                       | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500370.69    | 0.22%             | 2028-01-28      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | RY F 01/24/29 GMTN                                                                    | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $601182.23    | 0.26%             | 2029-01-24      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                 | MQGAU F 06/12/28 144A                                                                 | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    990000 | PA      | $989496.61    | 0.43%             | 2028-06-12      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC 0% CP 20/04/2026                                                 | CUSIP: 26882SDL7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |    520000 | PA      | $518813.00    | 0.22%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                             | UDR Inc 0% CP 01/04/2026                                                              | CUSIP: 90352QD12<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | STIV             | CORP              | US        |    305000 | PA      | $304966.60    | 0.13%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                | Macquarie Group Ltd. 0% CP 06/04/2026                                                 | CUSIP: 55608VD65<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |    250000 | PA      | $249835.13    | 0.11%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | GS V5.414 05/21/27                                                                    | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213269.66    | 0.09%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                     | HD 3.75 09/15/28                                                                      | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119291.70    | 0.05%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                | Macquarie Group Ltd. 0% CP 14/12/2026                                                 | CUSIP: 55608VME8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |    995000 | PA      | $965699.44    | 0.42%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON (THE)                                                       | BK V4.587 04/20/27                                                                    | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250023.19    | 0.11%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | USB V4.73 05/15/28                                                                    | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511966.83    | 0.22%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | BFCM F 02/16/28 144A                                                                  | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $552047.35    | 0.24%             | 2028-02-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | LLOYDS V4.818 06/13/29                                                                | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $417558.81    | 0.18%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                     | SUMITR 3.95 03/05/29 144A                                                             | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $400435.39    | 0.17%             | 2029-03-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | HYNMTR F 09/24/27 144A                                                                | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325880.59    | 0.14%             | 2027-09-24      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                          | BA 3.1 05/01/26                                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    652000 | PA      | $651158.67    | 0.28%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                               | RCL 5.375 07/15/27 144A                                                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    221000 | PA      | $221859.21    | 0.10%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                                            | RABOBK 4.883 01/21/28                                                                 | CUSIP: 21688ABK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $806382.02    | 0.35%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                        | NOVNVX F 11/05/28                                                                     | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310827.63    | 0.13%             | 2028-11-05      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                   | NWG F 05/23/29                                                                        | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200799.95    | 0.09%             | 2029-05-23      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                              | Extra Space Storage LP 0% CP 07/04/2026                                               | CUSIP: 30227QD78<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    410000 | PA      | $409684.30    | 0.18%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | GLENLN F 04/04/27 144A                                                                | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    348000 | PA      | $349392.10    | 0.15%             | 2027-04-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                      | CABKSM V6.208 01/18/29 144A                                                           | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    790000 | PA      | $811607.38    | 0.35%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | CM F 03/30/29                                                                         | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $642938.41    | 0.28%             | 2029-03-30      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                 | CEG 3.9 01/08/28                                                                      | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178637.83    | 0.08%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                 | BNS F 09/08/28                                                                        | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $532129.96    | 0.23%             | 2028-09-08      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc. 0% CP 13/04/2026                                           | CUSIP: 21037DDD3<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   1021000 | PA      | $1019454.41   | 0.44%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                 | BNS F 02/14/29                                                                        | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $676345.45    | 0.29%             | 2029-02-14      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | STT F 04/24/28                                                                        | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135460.41    | 0.06%             | 2028-04-24      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                     | SUMITR 5.2 03/07/27 144A                                                              | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201833.51    | 0.09%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | NFLX 5.875 11/15/28                                                                   | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322577.83    | 0.14%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                      | Penske Truck Leasing Co LP / PTL Finance Corp. 0% CP 10/04/2026                       | CUSIP: 70962BDA9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    350000 | PA      | $349602.61    | 0.15%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                | SUMIBK 4.108 01/15/29                                                                 | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    190000 | PA      | $188378.98    | 0.08%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc. 0% CP 07/04/2026                                          | CUSIP: 05348BD77<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |    855000 | PA      | $854336.69    | 0.37%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM V4.505 10/22/28                                                                   | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    745000 | PA      | $745043.58    | 0.32%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                  | CNO 4.875 12/10/27 144A                                                               | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165474.50    | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada New York Branch                                                | Royal Bank of Canada New York Branch 4.03% CP 12/03/2027                              | CUSIP: 78015J2R7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | PA      | $249801.88    | 0.11%             | 2027-03-12      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                    | MRK F 03/15/29                                                                        | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370918.21    | 0.16%             | 2029-03-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | CM V4.508 09/11/27                                                                    | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $160081.61    | 0.07%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | AVGO 5.05 07/12/27                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175829.57    | 0.08%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                     | CRM 4.5 03/15/28                                                                      | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    474000 | PA      | $474285.50    | 0.20%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                          | ABNB 4.4 03/16/29                                                                     | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229737.69    | 0.10%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | BMO F 01/27/29                                                                        | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $848891.41    | 0.37%             | 2029-01-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS V3.869 01/12/29 144A                                                              | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    480000 | PA      | $474603.44    | 0.20%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc. 0% CP 10/04/2026                                        | CUSIP: 01626VDA8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    960000 | PA      | $958916.64    | 0.41%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                 | MQGAU F 02/03/28 144A                                                                 | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    645000 | PA      | $643904.36    | 0.28%             | 2028-02-03      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW F 08/13/27 144A                                                                   | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500866.54    | 0.22%             | 2027-08-13      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                           | TD F 01/31/28                                                                         | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $672685.78    | 0.29%             | 2028-01-31      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                         | RIOLN F 03/14/28                                                                      | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $140865.58    | 0.06%             | 2028-03-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                                             | SEB F 03/05/27 144A                                                                   | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    501000 | PA      | $503009.92    | 0.22%             | 2027-03-05      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                      | CABKSM V4.634 07/03/29 144A                                                           | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1032000 | PA      | $1033906.99   | 0.44%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                     | NDAFH F 03/17/28 144A                                                                 | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    605000 | PA      | $606623.66    | 0.26%             | 2028-03-17      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | VLTO 5.5 09/18/26                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    497000 | PA      | $499122.70    | 0.21%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                             | NACN F 07/02/27                                                                       | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250351.61    | 0.11%             | 2027-07-02      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                  | HNDA F 03/03/28                                                                       | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489598.01    | 0.21%             | 2028-03-03      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                               | PNC V4.429 07/21/28                                                                   | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249968.44    | 0.11%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                            | DTRGR 4.15 01/12/29 144A                                                              | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147960.13    | 0.06%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                        | TFC F 07/24/28 BKNT                                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    915000 | PA      | $915763.64    | 0.39%             | 2028-07-24      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC F 02/04/28 MTN                                                                    | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200710.48    | 0.09%             | 2028-02-04      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | DANBNK V5.427 03/01/28 144A                                                           | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1155000 | PA      | $1166121.25   | 0.50%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                  | SANTAN V5.552 03/14/28                                                                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    735000 | PA      | $741356.66    | 0.32%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66 0% CP 08/04/2026                                                          | CUSIP: 71855BD82<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |    265000 | PA      | $264763.22    | 0.11%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                        | CARGIL F 02/11/28 144A                                                                | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450520.62    | 0.19%             | 2028-02-11      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | TOYOTA F 01/12/28 B                                                                   | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249813.67    | 0.11%             | 2028-01-12      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                              | ISPIM 3.875 07/14/27                                                                  | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    810000 | PA      | $804359.58    | 0.35%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                   | BK F 07/21/28                                                                         | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220266.62    | 0.09%             | 2028-07-21      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | ATDBCN 4.148 09/29/28 144A                                                            | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $407110.21    | 0.18%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | USB F 10/22/27                                                                        | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300161.21    | 0.13%             | 2027-10-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                 | D 4.6 05/15/28                                                                        | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205678.50    | 0.09%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc. 0% CP 08/04/2026                                                   | CUSIP: 78355BD82<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | STIV             | CORP              | US        |    395000 | PA      | $394651.97    | 0.17%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | CM F 09/11/27                                                                         | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $600532.22    | 0.26%             | 2027-09-11      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | DANBNK 4.375 06/12/28 144A                                                            | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    430000 | PA      | $429221.17    | 0.18%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                              | Extra Space Storage LP 0% CP 21/04/2026                                               | CUSIP: 30227QDM5<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    425000 | PA      | $423996.70    | 0.18%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER 4.875 04/01/28                                                                    | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    595000 | PA      | $599374.77    | 0.26%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | CAT F 02/23/29                                                                        | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    920000 | PA      | $918394.07    | 0.40%             | 2029-02-23      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                            | Enel Finance America LLC 0% CP 27/04/2026                                             | CUSIP: 29279HDT9<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249248.63    | 0.11%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | USB V4.507 10/22/27                                                                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000923.78   | 0.43%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                  | ABNANV F 12/03/28 144A                                                                | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $778218.75    | 0.33%             | 2028-12-03      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                               | SOCGEN 4 01/12/27 144A                                                                | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $274442.05    | 0.12%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc. 0% CP 07/04/2026                                                | CUSIP: 92930WD73<br>LEI: 549300IGLYTZUK3PVP70 | Long             | STIV             | CORP              | US        |    525000 | PA      | $524595.75    | 0.23%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | COF 4.1 02/09/27                                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304347.58    | 0.13%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                  | BBVASM F 03/03/29                                                                     | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $800339.39    | 0.34%             | 2029-03-03      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC 0% CP 10/04/2026                                                 | CUSIP: 26882SDA1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249719.58    | 0.11%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66 0% CP 04/05/2026                                                          | CUSIP: 71855BE40<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |    615000 | PA      | $612646.46    | 0.26%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                      | CBAAU F 03/27/29 144A                                                                 | CUSIP: 2027A0LB3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    345000 | PA      | $345502.01    | 0.15%             | 2029-03-27      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | NWIDE V4.649 07/14/29 144A                                                            | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $580682.31    | 0.25%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                           | TD F 12/17/26                                                                         | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000266.08   | 0.43%             | 2026-12-17      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | MBGGR F 04/01/27 144A                                                                 | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225390.02    | 0.10%             | 2027-04-01      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                  | HNDA F 10/22/27 GMTN                                                                  | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    925000 | PA      | $921206.58    | 0.40%             | 2027-10-22      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                           | GS V4.148 01/21/29                                                                    | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437404.63    | 0.19%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                                             | SEB F 06/02/28 144A                                                                   | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    495000 | PA      | $496768.38    | 0.21%             | 2028-06-02      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | DANBNK V4.298 04/01/28 144A                                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    680000 | PA      | $679104.49    | 0.29%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | MAR 5.45 09/15/26                                                                     | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30120.87     | 0.01%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                  | BBVASM 4.15 03/03/29                                                                  | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $790870.21    | 0.34%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | TFC V6.047 06/08/27 MTN                                                               | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616574.90    | 0.27%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                  | SANTAN V6.527 11/07/27                                                                | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $607566.47    | 0.26%             | 2027-11-07      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | NAB F 06/11/27 144A                                                                   | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250726.94    | 0.11%             | 2027-06-11      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc. 0% CP 08/04/2026                                          | CUSIP: 05348BD85<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |    450000 | PA      | $449600.90    | 0.19%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                   | PNC V5.102 07/23/27                                                                   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    624000 | PA      | $625228.56    | 0.27%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                  | ABNANV V4.988 12/03/28 144A                                                           | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $604709.72    | 0.26%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                               | LOW 4 10/15/28                                                                        | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421666.33    | 0.18%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM F 04/22/27                                                                        | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250122.87    | 0.11%             | 2027-04-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | PM 5.125 11/17/27                                                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385232.45    | 0.17%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                    | DB V5.373 01/10/29 .                                                                  | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $789237.87    | 0.34%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                            | H 5.75 01/30/27                                                                       | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    847000 | PA      | $854583.87    | 0.37%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | ANZ F 09/30/27 144A                                                                   | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1003888.98   | 0.43%             | 2027-09-30      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                      | SCHW F 05/13/26                                                                       | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100001.79    | 0.04%             | 2026-05-13      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                | Macquarie Group Ltd. FRN CP 14/05/2026 USD (144A)                                     | CUSIP: 55607NB58<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |    250000 | PA      | $250085.75    | 0.11%             | 2026-05-14      | Floating      | 0.47%                 | No            |                  2 | On Loan: No      |
| Institutional Fidu                                                                  | Institutional Fidu US GOVT MNY MRKT                                                   | CUSIP: 457756500<br>LEI: 549300DHQLI8W1JIXY85 | Long             | STIV             | RF                | US        |       590 | NS      | $590.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                             | VW 4.45 09/11/27 144A                                                                 | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    372000 | PA      | $371049.22    | 0.16%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW F 03/17/28 144A                                                                   | CUSIP: 05565EDL6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600128.46    | 0.26%             | 2028-03-17      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | ATH 5.349 07/09/27 144A                                                               | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422472.07    | 0.18%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                               | AL 5.3 06/25/26 MTN                                                                   | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500924.08    | 0.22%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | CAT F 11/14/28                                                                        | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    496000 | PA      | $496800.04    | 0.21%             | 2028-11-14      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                              | Extra Space Storage LP 0% CP 02/04/2026                                               | CUSIP: 30227QD29<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    665000 | PA      | $664854.23    | 0.29%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                  | META 3.5 08/15/27                                                                     | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67523.31     | 0.03%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS 4.282 01/09/28 144A                                                               | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    980000 | PA      | $976719.69    | 0.42%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | ANZ F 07/16/27 144A                                                                   | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    445000 | PA      | $446241.86    | 0.19%             | 2027-07-16      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                      | CBAAU F 11/27/26 144A                                                                 | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $315463.99    | 0.14%             | 2026-11-27      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | MAR 4 04/15/28 X                                                                      | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183589.28    | 0.08%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada 0% CP 06/04/2026                                                          | CUSIP: 07787QD60<br>LEI: 5493000G3EFX9S7TDE29 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $499682.75    | 0.21%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCEGP 3.5 10/23/27 144A                                                              | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    780000 | PA      | $768588.60    | 0.33%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc. 0% CP 17/04/2026                                                        | CUSIP: 65478KDH1<br>LEI: 549300D8GOWWH0SJB189 | Long             | STIV             | CORP              | US        |    760000 | PA      | $758561.62    | 0.33%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | NWMLIC F 08/25/28 144A                                                                | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499724.28    | 0.21%             | 2028-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | MET F 08/25/28 144A                                                                   | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    514000 | PA      | $515366.97    | 0.22%             | 2028-08-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                      | PROTLI F 04/10/26 144A                                                                | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300035.03    | 0.13%             | 2026-04-10      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | AMZN 3.85 03/13/28                                                                    | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757804.94    | 0.33%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V3.974 02/07/30 MTN                                                               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295939.70    | 0.13%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                     | SUMITR F 03/05/29 144A                                                                | CUSIP: 86563VCH0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $379807.20    | 0.16%             | 2029-03-05      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                 | CEG F 01/08/28                                                                        | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184728.72    | 0.08%             | 2028-01-08      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC 4.25 10/22/26 MTN                                                                 | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119955.59    | 0.05%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                           | GS F 10/21/29                                                                         | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    615000 | PA      | $615532.64    | 0.26%             | 2029-10-21      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | GP 0.95 05/15/26 144A                                                                 | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105601.70    | 0.05%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                | APH 3.8 11/15/27                                                                      | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238647.27    | 0.10%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | MBGGR 4.8 11/13/26 144A                                                               | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552071.38    | 0.24%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA NEW YORK BRANCH                                                 | Intesa Sanpaolo S.p.A. 4.4% CP 19/08/2026                                             | CUSIP: 46115K5Z9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    610000 | PA      | $610468.05    | 0.26%             | 2026-08-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                  | ESS 3.375 04/15/26                                                                    | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139936.90    | 0.06%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                          | BATSLN 3.215 09/06/26                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298466.09    | 0.13%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                           | TD F 01/13/28 F                                                                       | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501168.41    | 0.22%             | 2028-01-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                    | AJG 4.6 12/15/27                                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    665000 | PA      | $667087.30    | 0.29%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                      | C V4.876 11/19/27                                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    725000 | PA      | $727428.18    | 0.31%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                          | AMT 3.65 03/15/27                                                                     | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    551000 | PA      | $547170.16    | 0.24%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | TOYOTA F 08/07/26                                                                     | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440546.48    | 0.19%             | 2026-08-07      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                            | AXP V4.351 07/20/29                                                                   | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809542.77    | 0.35%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                          | OKE 5.55 11/01/26                                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442619.68    | 0.19%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC 5.6 09/12/26                                                                      | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221128.79    | 0.10%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | RY F 10/18/27 GMTN                                                                    | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $600113.53    | 0.26%             | 2027-10-18      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | MET F 06/11/27 144A                                                                   | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280473.64    | 0.12%             | 2027-06-11      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                              | Extra Space Storage LP 0% CP 15/04/2026                                               | CUSIP: 30227QDF0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499162.85    | 0.21%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                     | CVX F 08/13/28 .                                                                      | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305729.46    | 0.13%             | 2028-08-13      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE 4.95 07/01/27                                                                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    840000 | PA      | $845642.10    | 0.36%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                              | ISPIM 3.875 01/12/28                                                                  | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197956.56    | 0.09%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCEGP V6.714 10/19/29 144A                                                           | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $319108.77    | 0.14%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                           | O 4.875 06/01/26                                                                      | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    553000 | PA      | $553099.87    | 0.24%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | USB F 05/15/28                                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326318.89    | 0.14%             | 2028-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                    | CP 4 03/15/29                                                                         | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $187971.66    | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | LLOYDS V5.087 11/26/28                                                                | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $272524.44    | 0.12%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | GP 4.4 06/30/28 144A                                                                  | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110149.52    | 0.05%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                      | The Charles Schwab Corporation 0% CP 08/07/2026                                       | CUSIP: 8085A3G82<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |    665000 | PA      | $658003.20    | 0.28%             | 2026-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM V5.571 04/22/28                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    515000 | PA      | $521387.51    | 0.22%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc. 0% CP 06/04/2026                                | CUSIP: 01527MD67<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | ABS-APCP         | CORP              | US        |    470000 | PA      | $469695.39    | 0.20%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | BFCM 4.591 10/16/28 144A                                                              | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $270212.89    | 0.12%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | RY F 11/03/28 1                                                                       | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $484739.33    | 0.21%             | 2028-11-03      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                    | AutoNation, Inc. 0% CP 01/04/2026                                                     | CUSIP: 05330ND14<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    700000 | PA      | $699919.50    | 0.30%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                            | AXP V4.009 02/09/29                                                                   | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273304.99    | 0.12%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                | General Motors Financial Company Inc 0% CP 03/06/2026                                 | CUSIP: 37046UF30<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    295000 | PA      | $292835.08    | 0.13%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance PLC                                                    | B.A.T. International Finance PLC 0% CP 01/04/2026                                     | CUSIP: 05531ND11<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | GB        |   1015000 | PA      | $1014888.86   | 0.44%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                       | OC 5.5 06/15/27                                                                       | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212560.74    | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | Intercontinental Exchange Inc 0% CP 06/04/2026                                        | CUSIP: 45856XD61<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    515000 | PA      | $514671.89    | 0.22%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | CAT F 11/15/27                                                                        | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600712.51    | 0.26%             | 2027-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                  | SO 4.05 09/15/28 A                                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74463.25     | 0.03%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                 | BNS F 02/02/30                                                                        | CUSIP: 06418GAX5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $379393.77    | 0.16%             | 2030-02-02      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | KDP 5.1 03/15/27 *                                                                    | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111464.01    | 0.05%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                            | AXP F 02/16/28                                                                        | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003049.15   | 0.43%             | 2028-02-16      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | COF V7.149 10/29/27                                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811056.92    | 0.35%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                    | MRSH F 11/08/27                                                                       | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    342000 | PA      | $342801.96    | 0.15%             | 2027-11-08      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                      | The Charles Schwab Corporation 0% CP 08/05/2026                                       | CUSIP: 8085A3E84<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |    430000 | PA      | $428293.07    | 0.18%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | ATH F 03/06/28 144A                                                                   | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    910000 | PA      | $909411.77    | 0.39%             | 2028-03-06      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                      | PROTLI 4.335 09/13/27 144A                                                            | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209935.94    | 0.09%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                        | NYLIFE F 07/25/28 144A                                                                | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370778.75    | 0.16%             | 2028-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                   | NWG V5.583 03/01/28                                                                   | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1212025.01   | 0.52%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                            | SHBASS F 05/23/28 144A                                                                | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    435000 | PA      | $436514.48    | 0.19%             | 2028-05-23      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                       | JEF 4.5 09/15/26 MTN                                                                  | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647980.75    | 0.28%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                            | T 2.3 06/01/27                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439980.17    | 0.19%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                   | PNC V4.075 01/26/29                                                                   | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    607000 | PA      | $604032.88    | 0.26%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | Keurig Dr Pepper Inc 0% CP 09/04/2026                                                 | CUSIP: 49271KD92<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    540000 | PA      | $539439.10    | 0.23%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                           | MARS 4.45 03/01/27 144A                                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426420.29    | 0.18%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                             | International Flavors & Fragrances Inc. 0% CP 01/04/2026                              | CUSIP: 4595A3D12<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |    990000 | PA      | $989891.60    | 0.43%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | GS F 05/21/27                                                                         | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620144.75    | 0.27%             | 2027-05-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                      | KR 2.65 10/15/26                                                                      | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140740.16    | 0.06%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA NEW YORK BRANCH                                  | Banco Bilbao Vizcaya Argentaria S.A. New York Branch 4.24% CP 23/03/2027              | CUSIP: 05971MFZ3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    460000 | PA      | $460577.12    | 0.20%             | 2027-03-23      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                          | BATSLN 4.7 04/02/27                                                                   | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150359.96    | 0.06%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | HONA 3.9 03/16/28 144A                                                                | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    605000 | PA      | $600767.12    | 0.26%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                            | Enel Finance America LLC 0% CP 26/06/2026                                             | CUSIP: 29279HFS9<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    510000 | PA      | $504998.53    | 0.22%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                          | BA 5.04 05/01/27                                                                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    338000 | PA      | $339960.62    | 0.15%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | PFE F 11/15/27                                                                        | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180043.58    | 0.08%             | 2027-11-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                    | DB F 01/10/29                                                                         | CUSIP: 25160PAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $547469.38    | 0.24%             | 2029-01-10      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS AG Stamford Branch                                                              | UBS V4.864 01/10/28                                                                   | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502045.11    | 0.22%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                           | TD F 10/13/28                                                                         | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $470984.55    | 0.20%             | 2028-10-13      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                    | DB V7.146 07/13/27                                                                    | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $657444.50    | 0.28%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                   | PNC F 01/26/29                                                                        | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374769.65    | 0.16%             | 2029-01-26      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                     | PSX 3.55 10/01/26                                                                     | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149576.23    | 0.06%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                              | Extra Space Storage LP 0% CP 01/04/2026                                               | CUSIP: 30227QD11<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    340000 | PA      | $339962.77    | 0.15%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | INTNED F 09/11/27                                                                     | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1004520.72   | 0.43%             | 2027-09-11      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | LLOYDS F 06/13/29                                                                     | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $351502.45    | 0.15%             | 2029-06-13      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                                            | RABOBK F 01/14/28                                                                     | CUSIP: 21688ABS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $255253.76    | 0.11%             | 2028-01-14      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                  | ABNANV V6.339 09/18/27 144A                                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $706020.07    | 0.30%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                      | CABKSM V6.684 09/13/27 144A                                                           | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1009406.05   | 0.43%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BALN 5 03/26/27 144A                                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201353.26    | 0.09%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | NWIDE F 02/16/28 144A                                                                 | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $848348.17    | 0.36%             | 2028-02-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | NAB F 06/13/28 144A                                                                   | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $371112.00    | 0.16%             | 2028-06-13      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | Intercontinental Exchange Inc 0% CP 10/04/2026                                        | CUSIP: 45856XDA2<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    455000 | PA      | $454494.95    | 0.20%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                            | DTRGR 4.3 08/12/27 144A                                                               | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309499.02    | 0.13%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                   | Plains All American Pipeline L.P. 0% CP 07/04/2026                                    | CUSIP: 72650XD71<br>LEI: 5521FA2ITF25TVH63740 | Long             | STIV             | CORP              | US        |    455000 | PA      | $454649.65    | 0.20%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                   | ES 4.75 05/15/26                                                                      | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390223.45    | 0.17%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                        | TFC V4.42 07/24/28 BKNT                                                               | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    392000 | PA      | $392071.99    | 0.17%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                        | NYLIFE F 04/25/28 144A                                                                | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    625000 | PA      | $629170.60    | 0.27%             | 2028-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW 4.65 03/19/27 144A                                                                | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $597788.09    | 0.26%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                           | GS F 01/21/29                                                                         | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379635.03    | 0.16%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                        | NOVNVX F 03/16/29                                                                     | CUSIP: 66989HBE7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381021.94    | 0.16%             | 2029-03-16      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | MS F 04/13/28 MTN                                                                     | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $682543.03    | 0.29%             | 2028-04-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | BMO V4.1 12/15/27 J                                                                   | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $304447.81    | 0.13%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                 | BNS F 06/04/27 GMTN                                                                   | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $602008.22    | 0.26%             | 2027-06-04      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66 0% CP 10/04/2026                                                          | CUSIP: 71855BDA7<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |    310000 | PA      | $309653.61    | 0.13%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | HONA F 03/16/29 144A                                                                  | CUSIP: 43849RAD7<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602338.82    | 0.26%             | 2029-03-16      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                             | NACN V5.6 07/02/27                                                                    | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $651961.52    | 0.28%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Massmutual Global Funding II                                                        | MASSMU F 04/09/27 144A                                                                | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627115.80    | 0.27%             | 2027-04-09      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                               | Air Lease Corporation 0% CP 02/04/2026                                                | CUSIP: 00913XD26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249942.68    | 0.11%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                            | MIZUHO F 11/16/26 MTn                                                                 | CUSIP: 60700JFW0<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $500334.12    | 0.22%             | 2026-11-16      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                         | MDLZ 4.125 05/07/28                                                                   | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99502.25     | 0.04%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NI 3.49 05/15/27                                                                      | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252377.44    | 0.11%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP NEW YORK BRANCH                                        | Sumitomo Mitsui Banking Corporation, New York Branch VAR CP 11/12/2026 USD (SEC REGD) | CUSIP: 86564KCU4<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | US        |    500000 | PA      | $500099.50    | 0.22%             | 2026-12-11      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 0426                                                                | TARGA RESOURCES 0426                                                                  | CUSIP: 87613LD14<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1604824.25   | 0.69%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | NAB F 12/13/28 144A                                                                   | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $400168.75    | 0.17%             | 2028-12-13      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                         | MDLZ 4.25 05/06/28                                                                    | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    546000 | PA      | $545178.68    | 0.23%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | ACAFP 5.589 07/05/26 144A                                                             | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $501812.68    | 0.22%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | COF V6.312 06/08/29                                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    578000 | PA      | $597995.03    | 0.26%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW F 03/21/28 144A                                                                   | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    863000 | PA      | $865728.75    | 0.37%             | 2028-03-21      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                      | Penske Truck Leasing Co LP / PTL Finance Corp. 0% CP 09/04/2026                       | CUSIP: 70962BD92<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    845000 | PA      | $844137.76    | 0.36%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                           | TD 5.523 07/17/28 MTN                                                                 | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $251101.71    | 0.11%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                 | NEE 3.55 05/01/27                                                                     | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99152.74     | 0.04%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | ANZ F 06/18/28 144A                                                                   | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $371163.54    | 0.16%             | 2028-06-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P. 0% CP 06/04/2026                                         | CUSIP: 59524PD61<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    735000 | PA      | $734512.11    | 0.32%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                     | SUMITR F 09/10/27 144A                                                                | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    685000 | PA      | $689733.36    | 0.30%             | 2027-09-10      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | BMO F 09/22/28                                                                        | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $675171.70    | 0.29%             | 2028-09-22      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | ORCL F 08/03/28                                                                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $477978.02    | 0.21%             | 2028-08-03      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc. 0% CP 01/04/2026                                                             | CUSIP: 40412DD14<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   1189000 | PA      | $1188863.74   | 0.51%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC V5.707 04/22/28 MTN                                                               | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506526.71    | 0.22%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                    | MS F 07/14/28 BKNT                                                                    | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500469.46    | 0.22%             | 2028-07-14      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | EPD 4.3 06/20/28                                                                      | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155236.64    | 0.07%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc. 0% CP 10/04/2026                                                        | CUSIP: 65478KDA6<br>LEI: 549300D8GOWWH0SJB189 | Long             | STIV             | CORP              | US        |    485000 | PA      | $484464.56    | 0.21%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | STT F 10/22/27                                                                        | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    834000 | PA      | $836208.83    | 0.36%             | 2027-10-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                 | NEE 4.85 02/04/28                                                                     | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141352.57    | 0.06%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                            | T 4.25 03/01/27                                                                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    546000 | PA      | $545835.42    | 0.23%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | BNP V5.125 01/13/29 144A                                                              | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    201000 | PA      | $203125.14    | 0.09%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | Intercontinental Exchange Inc 0% CP 02/04/2026                                        | CUSIP: 45856XD20<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    440000 | PA      | $439904.08    | 0.19%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | BMO F 09/10/27                                                                        | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $595523.13    | 0.26%             | 2027-09-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                | SUMIBK F 07/13/26                                                                     | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $501112.01    | 0.22%             | 2026-07-13      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                        | ILMN 4.65 09/09/26                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200047.82    | 0.09%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                | GM F 05/08/27                                                                         | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100600.36    | 0.04%             | 2027-05-08      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | ANZ F 12/08/28 144A                                                                   | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200468.43    | 0.09%             | 2028-12-08      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                    | WEC 3.95 03/01/29                                                                     | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143449.89    | 0.06%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc. 0% CP 01/04/2026                                                | CUSIP: 92930WD16<br>LEI: 549300IGLYTZUK3PVP70 | Long             | STIV             | CORP              | US        |    293000 | PA      | $292967.92    | 0.13%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                   | BK F 01/22/30                                                                         | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1009753.48   | 0.43%             | 2030-01-22      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC F 01/24/28                                                                        | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529915.62    | 0.23%             | 2028-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | STT F 08/03/26                                                                        | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395136.53    | 0.17%             | 2026-08-03      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | WSTP F 10/20/26 GMTN                                                                  | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1000242.75   | 0.43%             | 2026-10-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | TOYOTA F 04/10/26 MTN                                                                 | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280013.79    | 0.12%             | 2026-04-10      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                    | MS F 01/12/29                                                                         | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250737.68    | 0.11%             | 2029-01-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | BNP 3.5 11/16/27 144A                                                                 | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1072000 | PA      | $1055640.73   | 0.45%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                             | Simon Property Group LP 0% CP 06/04/2026                                              | CUSIP: 82880XD64<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249835.13    | 0.11%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                | General Motors Financial Company Inc 0% CP 07/08/2026                                 | CUSIP: 37046UH79<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    250000 | PA      | $246210.10    | 0.11%             | 2026-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | MET 4.15 08/25/28 144A                                                                | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    474000 | PA      | $472686.38    | 0.20%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                  | Conagra Brands Inc 0% CP 01/04/2026                                                   | CUSIP: 20600HD19<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   1160000 | PA      | $1159866.60   | 0.50%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                            | MIZUHO F 05/01/26 MTN                                                                 | CUSIP: 60700JDE2<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $270000.00    | 0.12%             | 2026-05-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V4.623 05/09/29                                                                   | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    243000 | PA      | $244082.65    | 0.10%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayer Corporation                                                                   | Bayer Corporation 0% CP 09/12/2026                                                    | CUSIP: 07273MM94<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |    500000 | PA      | $485456.45    | 0.21%             | 2026-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | DANBNK V4.662 03/27/29 144A                                                           | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    270000 | PA      | $270640.40    | 0.12%             | 2029-03-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                      | PROTLI 4.161 01/15/29 144A                                                            | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613945.24    | 0.26%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | C F 05/07/28                                                                          | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351576.65    | 0.15%             | 2028-05-07      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                            | SHBASS 5.5 06/15/28 144A                                                              | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $255405.55    | 0.11%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL 0426                                                               | AVIATION CAPITAL 0426                                                                 | CUSIP: 05369CD12<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1030000.00   | 0.44%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | AMZN F 03/13/29                                                                       | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530382.57    | 0.23%             | 2029-03-13      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GBLATL 4.4 09/23/27 144A                                                              | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    740000 | PA      | $735544.16    | 0.32%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                  | ET 4.4 03/15/27                                                                       | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90976.62     | 0.04%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | NAB F 10/26/27 144A                                                                   | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250748.46    | 0.11%             | 2027-10-26      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | DE 4.9 06/11/27 MTN                                                                   | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505066.71    | 0.22%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Aegon Funding Company LLC                                                           | AEGON 5.5 04/16/27 144A                                                               | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    950000 | PA      | $958718.34    | 0.41%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                   | BK V4.441 06/09/28                                                                    | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185283.87    | 0.08%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | ATH 4.95 01/07/27 144A                                                                | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    561000 | PA      | $562678.30    | 0.24%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                | General Motors Financial Company Inc 0% CP 05/05/2026                                 | CUSIP: 37046UE56<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249013.60    | 0.11%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | PM 4.375 11/01/27                                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401123.88    | 0.17%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P. 0% CP 15/04/2026                                         | CUSIP: 59524PDF1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |   1195000 | PA      | $1193009.85   | 0.51%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                               | LOW 3.95 10/15/27                                                                     | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    457000 | PA      | $455595.91    | 0.20%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | MS F 04/12/29                                                                         | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    730000 | PA      | $738146.62    | 0.32%             | 2029-04-12      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                      | Penske Truck Leasing Co LP / PTL Finance Corp. 0% CP 17/04/2026                       | CUSIP: 70962BDH4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    850000 | PA      | $848346.84    | 0.36%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                            | Agree LP 0% CP 09/04/2026                                                             | CUSIP: 00852XD94<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |   1155000 | PA      | $1153799.61   | 0.50%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                   | BRO 4.6 12/23/26                                                                      | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    532000 | PA      | $533685.62    | 0.23%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | HYNMTR F 06/24/27 144A                                                                | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    687000 | PA      | $688800.89    | 0.30%             | 2027-06-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | ACAFP F 03/11/27 144A                                                                 | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    356000 | PA      | $356886.59    | 0.15%             | 2027-03-11      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc. 0% CP 09/04/2026                                        | CUSIP: 01626VD91<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    415000 | PA      | $414578.61    | 0.18%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc. 0% CP 02/04/2026                                                   | CUSIP: 78355BD25<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | STIV             | CORP              | US        |   1125000 | PA      | $1124753.40   | 0.48%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | LLOYDS F 11/26/28                                                                     | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200898.52    | 0.09%             | 2028-11-26      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                 | MUFG V5.017 07/20/28                                                                  | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $654206.92    | 0.28%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                               | CPT 5.85 11/03/26                                                                     | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503920.90    | 0.22%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | BACR F 03/12/28                                                                       | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $219543.61    | 0.09%             | 2028-03-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM F 04/22/28 .                                                                      | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501643.45    | 0.22%             | 2028-04-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | BFCM F 10/16/28 144A                                                                  | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    458000 | PA      | $459728.94    | 0.20%             | 2028-10-16      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER 2.45 10/29/26                                                                     | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $593486.68    | 0.26%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS V6.327 12/22/27 144A                                                              | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    315000 | PA      | $319216.70    | 0.14%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | PM F 04/28/28                                                                         | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    948000 | PA      | $947459.20    | 0.41%             | 2028-04-28      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | MBGGR 4.75 08/01/27 144A                                                              | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804465.72    | 0.35%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                        | LEN 5.25 06/01/26                                                                     | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750406.13    | 0.32%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC.                                                              | HLNLN 3.375 03/24/27                                                                  | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307078.98    | 0.13%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | DE F 09/11/28 MTN                                                                     | CUSIP: 24422EYG8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360520.62    | 0.16%             | 2028-09-11      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | C F 03/04/29                                                                          | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1047433.83   | 0.45%             | 2029-03-04      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | Keurig Dr Pepper Inc 0% CP 13/04/2026                                                 | CUSIP: 49271KDD3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    465000 | PA      | $464297.39    | 0.20%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | INTNED V4.858 03/25/29                                                                | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $603911.69    | 0.26%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                  | ET 3.9 07/15/26                                                                       | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209782.28    | 0.09%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc. 0% CP 02/04/2026                                        | CUSIP: 01626VD26<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    610000 | PA      | $609863.60    | 0.26%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND (INT'L) LTD LONDON BRANCH                                           | ANZNZ F 01/22/29 144A                                                                 | CUSIP: 00182EBW8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    370000 | PA      | $369652.68    | 0.16%             | 2029-01-22      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                     | SANUK V3.823 11/03/28                                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197495.15    | 0.08%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                           | GS F 04/23/28                                                                         | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226374.30    | 0.10%             | 2028-04-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | LLOYDS F 08/07/27                                                                     | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1003201.99   | 0.43%             | 2027-08-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | BACR V5.829 05/09/27                                                                  | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $600661.38    | 0.26%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC F 04/22/28 MTN                                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    447000 | PA      | $448699.49    | 0.19%             | 2028-04-22      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                     | SUMITR F 09/11/28 144A                                                                | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $591125.10    | 0.25%             | 2028-09-11      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                        | AEE 5.7 12/01/26                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392873.45    | 0.17%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | AVGO 4.8 04/15/28                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338860.25    | 0.15%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                          | AMT 1.6 04/15/26                                                                      | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294690.99    | 0.13%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                            | O'Reilly Automotive Inc. 0% CP 06/04/2026                                             | CUSIP: 67117HD65<br>LEI: 549300K2RLMQL149Q332 | Long             | STIV             | CORP              | US        |    355000 | PA      | $354764.35    | 0.15%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS 2.875 06/01/26                                                                    | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    458000 | PA      | $456856.63    | 0.20%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC F 04/23/29                                                                        | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    955000 | PA      | $965116.09    | 0.42%             | 2029-04-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | DE F 03/06/28                                                                         | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    820000 | PA      | $821174.14    | 0.35%             | 2028-03-06      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                                                  | SWEDA 5.337 09/20/27 144A                                                             | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    496000 | PA      | $503060.05    | 0.22%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                 | NEE F 02/04/28                                                                        | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560843.19    | 0.24%             | 2028-02-04      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | LLOYDS F 02/10/30                                                                     | CUSIP: 53944YBH5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $477706.54    | 0.21%             | 2030-02-10      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | PM F 10/27/28                                                                         | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419845.07    | 0.18%             | 2028-10-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                               | SOCGEN F 02/19/27 144A                                                                | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $541955.74    | 0.23%             | 2027-02-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                | APH 4.375 06/12/28                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436349.36    | 0.19%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | Keurig Dr Pepper Inc 0% CP 23/04/2026                                                 | CUSIP: 49271KDP6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299183.82    | 0.13%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC V3.196 06/17/27 MTN                                                               | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249296.05    | 0.11%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                     | LLY F 10/15/28                                                                        | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601064.20    | 0.26%             | 2028-10-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | ATH 4.86 08/27/26 144A                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500847.41    | 0.22%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc. 0% CP 07/04/2026                                                   | CUSIP: 78355BD74<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | STIV             | CORP              | US        |    460000 | PA      | $459645.80    | 0.20%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                | BXP 2.75 10/01/26                                                                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    533000 | PA      | $528136.80    | 0.23%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                                   | HBAN F 04/12/28                                                                       | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1015562.50   | 0.44%             | 2028-04-12      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                   | MKC 4.15 02/15/29                                                                     | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188192.70    | 0.08%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM F 10/22/28                                                                        | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561236.80    | 0.24%             | 2028-10-22      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                                                  | SWEDA 6.136 09/12/26 144A                                                             | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    280000 | PA      | $282225.65    | 0.12%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                            | SHBASS F 05/28/27 144A                                                                | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    505000 | PA      | $505884.33    | 0.22%             | 2027-05-28      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                     | ENELIM 4.125 09/30/28 144A                                                            | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198393.83    | 0.09%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                            | AXP F 04/25/29                                                                        | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368826.35    | 0.16%             | 2029-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

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