# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-25-001398
**Filing Date:** 2025-10
**Character Count:** 144812
**Document Hash:** b45a804682abc2527faedaf74964707f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001398.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001398

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 251424441

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $1026351945.97

**Total Liabilities:** $19550925.26

**Net Assets:** $1006801020.71

**Cash Not Reported:** $32720.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26363.86054710 | **1-Year:** 82518.63858640 | **5-Year:** 85811.62525189 | **10-Year:** 54802.37067500 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201028 | 0.65%                | 0.40%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20711.28                | $2176685.36                                |
| Month 2  | $-264.08                 | $-121747.13                                |
| Month 3  | $41957.75                | $1870520.20                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WELLS FARGO and CO                                | WELLS FARGO and CO NEW FRN SOFR+137 04/23/2029                       | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3056582.58   | 0.30%             | 2029-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+71 07/09/2027                   | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399776.00   | 0.14%             | 2027-07-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 11/26/2028                 | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3650000 | PA      | $3673458.99   | 0.36%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                     | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+93 09/12/2025 144A            | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800159.76    | 0.08%             | 2025-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                | METROPOLITAN LIFE GLBL FDG I FRN SOFR+70 08/25/2028 144A             | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851966.05    | 0.08%             | 2028-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | MASTERCARD INC FRN SOFRINDX+44 03/15/2028                            | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999998.10   | 0.20%             | 2028-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028               | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6092000 | PA      | $6132334.64   | 0.61%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+92 07/02/2027 144A                       | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5981000 | PA      | $6028685.44   | 0.60%             | 2027-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+103 03/30/2029                 | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4268476.20   | 0.42%             | 2029-03-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | BANCO SANTANDER SA FRN SOFR+112 07/15/2028                           | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2790000 | PA      | $2811038.69   | 0.28%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+81 03/14/2030 144A              | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   8850000 | PA      | $8931481.51   | 0.89%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+135 09/15/2027                  | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4551000 | PA      | $4593867.28   | 0.46%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL FDG                      | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+89 06/09/2027 144A             | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803416.00    | 0.08%             | 2027-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | SOCIETE GENERALE FRANCE FRN SOFR+166 01/19/2028 144A                 | CUSIP: 83368RBU5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5225000 | PA      | $5274039.39   | 0.52%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+56 03/18/2026 144A         | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6314000 | PA      | $6326015.98   | 0.63%             | 2026-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+122 10/02/2026                 | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1815779.57   | 0.18%             | 2026-10-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN TSFR3M+164.161 09/12/2026                      | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $500204.87    | 0.05%             | 2026-09-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+88 01/14/2027                  | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1170000 | PA      | $1177648.71   | 0.12%             | 2027-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NATWEST GROUP PLC FRN SOFR+125 03/01/2028                            | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $2971725.25   | 0.30%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+93 04/02/2026 144A             | CUSIP: 64953BBA5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702719.79    | 0.07%             | 2026-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PEPSICO INC FRN SOFRINDX+40 02/13/2026                               | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2401675.30   | 0.24%             | 2026-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+68 07/15/2027                       | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1907879.30   | 0.19%             | 2027-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+85 07/20/2029                           | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2203571.81   | 0.22%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFRINDX+105 07/28/2026 144A                  | CUSIP: 6944PL2V0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1409765.73   | 0.14%             | 2026-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                    | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701921.44    | 0.07%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+82 09/10/2027                 | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4172579.68   | 0.41%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+95 01/19/2027                      | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3022390.59   | 0.30%             | 2027-01-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                        | MARSH and MCLENNAN COS INC FRN SOFRINDX+70 11/08/2027                | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008328.96   | 0.20%             | 2027-11-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | MORGAN STANLEY FRN SOFR+138 04/12/2029                               | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523656.74   | 0.15%             | 2029-04-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+71 01/09/2026                 | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3804820.26   | 0.38%             | 2026-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+90 01/12/2029                | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4123122.11   | 0.41%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+116 12/11/2026                     | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $807357.98    | 0.08%             | 2026-12-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+128 02/24/2028                                | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3337412.37   | 0.33%             | 2028-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                      | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4590000 | PA      | $4600484.39   | 0.46%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+112 03/09/2026 144A          | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1857980.97   | 0.18%             | 2026-03-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+86.5 05/26/2028              | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6665641.36   | 0.66%             | 2028-05-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 02/15/2034                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13460000 | PA      | $13381132.75  | 1.33%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+149 03/12/2028                                 | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5070000 | PA      | $5130122.90   | 0.51%             | 2028-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+98 09/10/2027 144A           | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   6300000 | PA      | $6365369.18   | 0.63%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFRINDX+93 09/11/2027              | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1183000 | PA      | $1188574.50   | 0.12%             | 2027-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+71.2 11/19/2027                                 | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13724214.34  | 1.36%             | 2027-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+60 01/27/2028 144A                       | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003811.78   | 0.20%             | 2028-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+79 01/14/2030 144A              | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1210475.44   | 0.12%             | 2030-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+42 04/16/2026                          | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1601653.78   | 0.16%             | 2026-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                  | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502177.90   | 0.15%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+104 06/24/2027 144A                        | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4189487.63   | 0.42%             | 2027-06-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | CREDIT AGRICOLE SA FRN SOFR+129 07/05/2026 144A                      | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2015648.68   | 0.20%             | 2026-07-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+62 06/11/2027 144A              | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  18950000 | PA      | $19024989.70  | 1.89%             | 2027-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+97 07/22/2027                   | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1781819.23   | 0.18%             | 2027-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                          | SVENSKA HANDELSBANKEN AB FRN SOFR+74 05/23/2028 144A                 | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3500000 | PA      | $3518164.90   | 0.35%             | 2028-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | GOLDMAN SACHS BANK USA FRN SOFR+75 05/21/2027                        | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1854669.62   | 0.18%             | 2027-05-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | CHEVRON USA INC FRN SOFRINDX+47 02/26/2028                           | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501441.01    | 0.05%             | 2028-02-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFRINDX+59 04/30/2026                               | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007110.00   | 0.30%             | 2026-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+52 05/14/2027                    | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500955.00    | 0.05%             | 2027-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                       | SWEDBANK AB FRN SOFR+103 11/20/2029 144A                             | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2150000 | PA      | $2184896.99   | 0.22%             | 2029-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | GOLDMAN SACHS BANK USA FRN SOFR+77 03/18/2027                        | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904062.45   | 0.19%             | 2027-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                | METROPOLITAN LIFE GLBL FDG I FRN SOFRINDX+70 06/11/2027 144A         | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1704358.15   | 0.17%             | 2027-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.625% 02/15/2035                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4860828.36   | 0.48%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                      | PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+81 08/18/2028 144A             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005268.50   | 0.20%             | 2028-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | CHEVRON USA INC FRN SOFR+57 08/13/2028                               | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501400.00    | 0.05%             | 2028-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                          | MASSMUTUAL GLOBAL FDG II FRN SOFR+77 01/29/2027 144A                 | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2260773.00   | 0.22%             | 2027-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+92 01/12/2026                   | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102608.11   | 0.11%             | 2026-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+65 03/19/2027                      | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4511290.37   | 0.45%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFRINDX+135 10/30/2026                      | CUSIP: 025816DM8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561367.01    | 0.06%             | 2026-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+89 10/17/2029                 | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2910469.00   | 0.29%             | 2029-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                   | ROCHE HLDGS INC FRN SOFR+74 11/13/2026 144A                          | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502900.56    | 0.05%             | 2026-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+83 01/07/2027 144A                | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4911566.99   | 0.49%             | 2027-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | STATE STREET CORP FRN SOFR+84.5 08/03/2026                           | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803257.24    | 0.08%             | 2026-08-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+107 02/16/2028 144A        | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4700000 | PA      | $4740551.60   | 0.47%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+95 03/06/2028 144A                | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1706053.24   | 0.17%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+103 02/04/2031                     | CUSIP: 78017DAD0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000391.00   | 0.10%             | 2031-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+82 07/01/2030                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1715215.00   | 0.17%             | 2030-07-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+117 05/14/2028 144A                  | CUSIP: 853254DD9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4915000 | PA      | $4944044.01   | 0.49%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFRINDX+97 07/28/2027                       | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1405810.20   | 0.14%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 2.75% 08/15/2032                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12350000 | PA      | $11466685.52  | 1.14%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | PHILIP MORRIS INTL INC FRN SOFR+83 04/28/2028                        | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2517143.50   | 0.25%             | 2028-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NATWEST GROUP PLC FRN SOFR+130 11/15/2028                            | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2016963.38   | 0.20%             | 2028-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 06/13/2029                 | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2410001.50   | 0.24%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+99 03/13/2030 144A           | CUSIP: 86563VCA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3540060.27   | 0.35%             | 2030-03-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                    | DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+121 01/10/2029               | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3211149.86   | 0.32%             | 2029-01-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+71 05/14/2027                      | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4015596.76   | 0.40%             | 2027-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026                   | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003578.64   | 0.20%             | 2026-05-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+56 11/15/2027                    | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999898.09   | 0.30%             | 2027-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | MORGAN STANLEY FRN SOFR+102 04/13/2028                               | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8447724.94   | 0.84%             | 2028-04-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                    | DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+121.9 11/16/2027             | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904547.27    | 0.09%             | 2027-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2027                 | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2807616.28   | 0.28%             | 2027-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                          | SVENSKA HANDELSBANKEN AB FRN SOFR+125 06/15/2026 144A                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $504007.80    | 0.05%             | 2026-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFR+61 09/15/2026                           | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $901443.39    | 0.09%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+90 10/05/2026                 | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2567536.38   | 0.26%             | 2026-10-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+108 01/12/2026                     | CUSIP: 78016FZV9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $401263.38    | 0.04%             | 2026-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+45 05/15/2026                      | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $3346793.44   | 0.33%             | 2026-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+95 03/21/2028 144A                      | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2080000 | PA      | $2088104.64   | 0.21%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION             | WELLS FARGO BK NATL ASSN FRN SOFR+107 12/11/2026                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4136900.00   | 0.41%             | 2026-12-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                  | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                     | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3107272.04   | 0.31%             | 2026-10-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | BANK OF AMERICA NA FRN SOFR+102 08/18/2026                           | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2454658.03   | 0.24%             | 2026-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+103 03/03/2029                            | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1179571.26   | 0.12%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+85 11/15/2027 144A  | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2105407.58   | 0.21%             | 2027-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+75 04/23/2027                           | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1130074.65   | 0.11%             | 2027-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+67 04/02/2027 144A                 | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6926613.16   | 0.69%             | 2027-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+66 07/25/2028 144A                 | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2107457.52   | 0.21%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+64 03/14/2028 144A              | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3010497.45   | 0.30%             | 2028-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+67 01/09/2026 144A  | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502012.93   | 0.15%             | 2026-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN TSFR3M+201.161 10/28/2027          | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1586393.91   | 0.16%             | 2027-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A                          | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3500000 | PA      | $3517888.26   | 0.35%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+168 05/13/2031 144A                  | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1528896.90   | 0.15%             | 2031-05-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD             | PEPSICO SINGAPORE FINANCING I PTE LTD FRN SOFRINDX+56 02/16/2027     | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1050000 | PA      | $1053123.41   | 0.10%             | 2027-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                  | GLENCORE FDG LLC FRN SOFRINDX+106 04/04/2027 144A                    | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1206655.24   | 0.12%             | 2027-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+71 01/21/2027                      | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3411049.42   | 0.34%             | 2027-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+132 11/03/2025 144A                        | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5208684.00   | 0.52%             | 2025-11-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFRINDX+108 08/01/2029                      | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2015954.48   | 0.20%             | 2029-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A              | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6050000 | PA      | $6062179.92   | 0.60%             | 2026-11-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+50 10/10/2025                   | CUSIP: 02665WFF3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500486.75   | 0.15%             | 2025-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+46 02/27/2026                    | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500754.93    | 0.05%             | 2026-02-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | BANCO SANTANDER SA FRN SOFR+138 03/14/2028                           | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3024854.94   | 0.30%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC            | CONSOLIDATED EDISON CO OF NY FRN SOFRINDX+52 11/18/2027              | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $727633.44    | 0.07%             | 2027-11-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.375% 05/15/2033                                          | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9060000 | PA      | $8683797.63   | 0.86%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                          | MASSMUTUAL GLOBAL FDG II FRN SOFR+98 07/10/2026 144A                 | CUSIP: 57629TBQ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302005.13    | 0.03%             | 2026-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+105 04/15/2030                 | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2900000 | PA      | $2908255.00   | 0.29%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP PARIBAS FRN SOFR+143 05/09/2029 144A                             | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2550000 | PA      | $2579497.13   | 0.26%             | 2029-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A                       | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1505767.62   | 0.15%             | 2027-03-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+57 03/03/2026                       | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2403945.17   | 0.24%             | 2026-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                         | COREBRIDGE GBL FUNDING FRN SOFR+130 09/25/2026 144A                  | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1410524.98   | 0.14%             | 2026-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY               | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                  | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2553380.66   | 0.25%             | 2026-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+52.5 01/20/2026                    | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2492000 | PA      | $2494459.38   | 0.25%             | 2026-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                           | SANTANDER HLDGS USA INC FRN SOFR+161 03/20/2029                      | CUSIP: 80282KBP0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2433357.65   | 0.24%             | 2029-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | SOCIETE GENERALE FRANCE FRN SOFR+141 04/13/2029 144A                 | CUSIP: 83368RCB6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2508657.55   | 0.25%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A  | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4816950.05   | 0.48%             | 2027-04-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+158 01/05/2028                 | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2224449.28   | 0.22%             | 2028-01-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+48 10/22/2025                       | CUSIP: 24422EXJ3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2481270.73   | 0.25%             | 2025-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A                        | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2410992.02   | 0.24%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFRINDX+106 12/04/2026                              | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604227.72    | 0.06%             | 2026-12-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+77 03/12/2027                   | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2987000 | PA      | $2994541.16   | 0.30%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+59 09/10/2026                         | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1103215.65   | 0.11%             | 2026-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                          | GENERAL MTRS FINL CO INC FRN SOFR+104 02/26/2027                     | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4701433.50   | 0.47%             | 2027-02-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+157 05/13/2031                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2034683.56   | 0.20%             | 2031-05-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | GEORGIA POWER CO FRN SOFRINDX+28 09/15/2026                          | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996940.00   | 0.20%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+64 10/03/2025 144A         | CUSIP: 05252ADH1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1900000 | PA      | $1900749.00   | 0.19%             | 2025-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                     | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A           | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2797865.30   | 0.28%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | NATIONAL RURAL UTL COOP FIN FRN SOFR+80 02/05/2027                   | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2729564.19   | 0.27%             | 2027-02-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                          | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1763998.45   | 0.18%             | 2028-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+92 01/07/2028 144A                         | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000662.70   | 0.30%             | 2028-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+157 08/14/2027                            | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4100000 | PA      | $4140064.01   | 0.41%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA FRN SOFRINDX+198 10/19/2027 144A                             | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $912499.26    | 0.09%             | 2027-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+112 02/24/2028                | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854052.66    | 0.08%             | 2028-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+78.1 05/29/2027                                 | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4022000 | PA      | $4052093.69   | 0.40%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NATWEST GROUP PLC FRN SOFR+110 05/23/2029                            | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2009306.06   | 0.20%             | 2029-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION             | WELLS FARGO BK NATL ASSN FRN SOFR+106 08/07/2026                     | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2215812.50   | 0.22%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+119 03/21/2030 144A                     | CUSIP: 63906YAQ1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3025683.78   | 0.30%             | 2030-03-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+73 08/13/2027                   | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003236.00   | 0.20%             | 2027-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                               | SCHWAB CHARLES CORP FRN SOFRINDX+105 03/03/2027                      | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2821337.54   | 0.28%             | 2027-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+52 03/03/2028                    | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4392278.66   | 0.44%             | 2028-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+58 01/16/2026 144A             | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801283.89    | 0.08%             | 2026-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | CREDIT AGRICOLE SA FRN SOFR+121 09/11/2028 144A                      | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6098000 | PA      | $6131161.84   | 0.61%             | 2028-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+111.43 05/07/2028                             | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9304000 | PA      | $9366409.56   | 0.93%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING            | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A   | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001981.18   | 0.20%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027              | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4863569.67   | 0.48%             | 2027-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+203 02/08/2028 144A                  | CUSIP: 853254CY4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1627756.98   | 0.16%             | 2028-02-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+88 04/25/2028 144A                 | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1285526.16   | 0.13%             | 2028-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304112.34   | 0.13%             | 2027-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+82 01/31/2028                         | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3275000 | PA      | $3288668.51   | 0.33%             | 2028-01-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028                         | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6665000 | PA      | $6703201.78   | 0.67%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+71 01/09/2026                   | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901363.51    | 0.09%             | 2026-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | CARGILL INC FRN SOFR+61 02/11/2028 144A                              | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2521492.09   | 0.25%             | 2028-02-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                       | NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+107 07/14/2029 144A          | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200223.80    | 0.02%             | 2029-07-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+79 06/08/2026                       | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3815862.68   | 0.38%             | 2026-06-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+185 03/15/2028                | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3210880.40   | 0.32%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC FRN SOFR+129 03/03/2031                            | CUSIP: 404280EU9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2009320.00   | 0.20%             | 2031-03-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+50 03/06/2028                       | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3628000 | PA      | $3628060.37   | 0.36%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+50 03/06/2028 144A              | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3000074.13   | 0.30%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+81 01/18/2027 144A         | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4900000 | PA      | $4928698.81   | 0.49%             | 2027-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+79 07/23/2027                      | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  11823000 | PA      | $11860722.46  | 1.18%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+82 03/03/2028                   | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503039.29   | 0.15%             | 2028-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                       | SWEDBANK AB FRN SOFRINDX+138 06/15/2026 144A                         | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1008243.23   | 0.10%             | 2026-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+63 09/12/2025 144A              | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1000164.99   | 0.10%             | 2025-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026             | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913474.71   | 0.19%             | 2026-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.5% 02/15/2033                                            | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17320000 | PA      | $16788221.96  | 1.67%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                           | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6506911.52   | 0.65%             | 2027-02-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.375% 05/15/2034                                          | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $8971875.00   | 0.89%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+68 07/16/2027 144A         | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5600000 | PA      | $5626874.57   | 0.56%             | 2027-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+87 03/04/2029                                 | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1485604.52   | 0.15%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+52 06/03/2026                          | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1185000 | PA      | $1186580.09   | 0.12%             | 2026-06-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.875% 08/15/2034                                          | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13400000 | PA      | $13138281.92  | 1.30%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+71 03/05/2027                 | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2210020.60   | 0.22%             | 2027-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | SOCIETE GENERALE FRANCE FRN SOFR+142 05/22/2029 144A                 | CUSIP: 83368RCJ9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1306586.89   | 0.13%             | 2029-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+50 03/06/2028 144A                     | CUSIP: 9612E0DL8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   7430000 | PA      | $7431767.45   | 0.74%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+120 01/23/2028                        | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5368657.30   | 0.53%             | 2028-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+118 02/24/2028                        | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    708000 | PA      | $714971.58    | 0.07%             | 2028-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+83 08/28/2030 144A                          | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    500000 | PA      | $500512.50    | 0.05%             | 2030-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                         | BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028                 | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904098.02    | 0.09%             | 2028-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFRINDX+79 10/03/2025               | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4801957.25   | 0.48%             | 2025-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA INC FRN SOFR+87 03/01/2028                                       | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014209.64   | 0.20%             | 2028-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                    | PUBLIC STORAGE FRN SOFRINDX+70 04/16/2027                            | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2508650.00   | 0.25%             | 2027-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+57 04/27/2026                      | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400705.34    | 0.04%             | 2026-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                    | CITIBANK NA FRN SOFR+70.8 08/06/2026                                 | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1233592.19   | 0.12%             | 2026-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686484.66    | 0.07%             | 2028-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+115 09/14/2026 144A          | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1309781.89   | 0.13%             | 2026-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                  | AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+85 12/16/2029 144A         | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7200000 | PA      | $7281328.18   | 0.72%             | 2029-12-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING GROEP NV FRN SOFRINDX+156 09/11/2027                             | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2522058.30   | 0.25%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+75 07/10/2028 144A                       | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5026858.20   | 0.50%             | 2028-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+85 02/05/2027 144A                       | CUSIP: 6944PL3A5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402326.40    | 0.04%             | 2027-02-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                      | GE AEROSPACE FRN TSFR3M+64.161 05/05/2026                            | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3689000 | PA      | $3697133.10   | 0.37%             | 2026-05-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+123 01/22/2030 144A        | CUSIP: 06675DCP5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $605196.05    | 0.06%             | 2030-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+108 07/20/2026                     | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201377.24    | 0.02%             | 2026-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+94 07/14/2028                | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3822015.00   | 0.38%             | 2028-07-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+103 09/24/2027 144A                        | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401069.51    | 0.04%             | 2027-09-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING GROEP NV FRN SOFRINDX+101 03/25/2029                             | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3700000 | PA      | $3716083.90   | 0.37%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+58 12/20/2027 144A                       | CUSIP: 6944PL3D9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000220.50   | 0.10%             | 2027-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+93 07/22/2028                         | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3313992.00   | 0.33%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+62 12/11/2026                   | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5904998.07   | 0.59%             | 2026-12-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+52 06/15/2026 144A              | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2310000 | PA      | $2313803.32   | 0.23%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+81 04/16/2029                          | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5043303.50   | 0.50%             | 2029-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+120 12/07/2026 144A                      | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $605115.82    | 0.06%             | 2026-12-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US CAPITAL LLC FRN SOFRINDX+92 03/21/2028 144A                   | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6129280.00   | 0.61%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFRINDX+100 02/16/2028                      | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603896.84    | 0.06%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                   | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5019000.00   | 0.50%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+105 02/04/2028                  | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4571110.61   | 0.45%             | 2028-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+79 12/09/2026                 | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6141000 | PA      | $6146023.71   | 0.61%             | 2026-12-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                          | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   7233000 | PA      | $7233941.09   | 0.72%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+111 05/09/2029                  | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3326736.21   | 0.33%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+72 01/13/2028                  | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2350000 | PA      | $2351612.76   | 0.23%             | 2028-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+135 03/27/2030 144A                        | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3423160.36   | 0.34%             | 2030-03-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+72 11/17/2025                          | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5750000 | PA      | $5757072.50   | 0.57%             | 2025-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+93 07/26/2028                           | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3117648.39   | 0.31%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| Fidelity Revere Street Trust                      | Fidelity Cash Central Fund                                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7100078 | NS      | $7101497.82   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+108 07/17/2026                        | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1701008.76   | 0.17%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT FINANCE CORP FRN SOFR+131 07/16/2030 144A                        | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3200000 | PA      | $3267965.15   | 0.32%             | 2030-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                        | PINNACLE WEST CAPITAL CORP FRN SOFR+82 06/10/2026                    | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802250.94    | 0.08%             | 2026-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026                       | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2228309.20   | 0.22%             | 2026-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+95 09/25/2025                      | CUSIP: 06368LWV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120059.53    | 0.01%             | 2025-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING GROEP NV FRN SOFRINDX+101 04/01/2027                             | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200587.31    | 0.02%             | 2027-04-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+44 03/06/2026                       | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5156903.68   | 0.51%             | 2026-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFRINDX+65 11/04/2026                       | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2557417.57   | 0.25%             | 2026-11-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                     | SKANDINAVISKA ENSKILDA BANKEN FRN SOFR+106 09/03/2030 144A           | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2500000 | PA      | $2505502.25   | 0.25%             | 2030-09-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | NOMURA HOLDINGS INC FRN SOFR+125 07/02/2027                          | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2200000 | PA      | $2220300.72   | 0.22%             | 2027-07-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.5% 11/15/2033                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5877679.72   | 0.58%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                          | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $1003490.33   | 0.10%             | 2028-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                          | MASSMUTUAL GLOBAL FDG II FRN SOFR+74 04/09/2027 144A                 | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507062.33   | 0.15%             | 2027-04-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+97 03/14/2027 144A              | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $806255.83    | 0.08%             | 2027-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+188 09/13/2027                                 | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $809931.82    | 0.08%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                          | GENERAL MTRS FINL CO INC FRN SOFRINDX+117 04/04/2028                 | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002372.40   | 0.30%             | 2028-04-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+143 01/13/2026                 | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2512000 | PA      | $2522833.83   | 0.25%             | 2026-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A  | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3610019.99   | 0.36%             | 2026-07-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                      | HSBC USA INC FRN SOFR+96 03/04/2027                                  | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5433985.12   | 0.54%             | 2027-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027                 | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2422069.46   | 0.24%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 06/13/2028 144A              | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2010454.86   | 0.20%             | 2028-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFR+99 10/16/2028 144A             | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1650000 | PA      | $1656793.05   | 0.16%             | 2028-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026                 | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1008547.78   | 0.10%             | 2026-07-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFR+72 10/22/2027                   | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700441.35    | 0.07%             | 2027-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | NATIONAL RURAL UTL COOP FIN FRN SOFR+82 09/16/2027                   | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    735000 | PA      | $738875.61    | 0.07%             | 2027-09-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC FRN SOFR+108 11/11/2029                                 | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $702191.00    | 0.07%             | 2029-11-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+86 10/18/2028                      | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2308468.19   | 0.23%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                | WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028                       | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7160000 | PA      | $7207685.60   | 0.72%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 05/15/2035                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14043750.00  | 1.39%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                       | AMERICAN HONDA FINANCE CORP FRN SOFRINDX+72 10/05/2026               | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4111882.91   | 0.41%             | 2026-10-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 12/10/2025 144A              | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2502732.58   | 0.25%             | 2025-12-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                         | PNC BANK NA PITTSBURGH PA FRN SOFR+50 01/15/2027                     | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375173.81    | 0.04%             | 2027-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA FRN SOFRINDX+59 11/02/2026                      | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2832000 | PA      | $2839202.37   | 0.28%             | 2026-11-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026                      | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3716422.97   | 0.37%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+62 06/04/2026 144A                       | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5726669.89   | 0.57%             | 2026-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+73 04/05/2027                         | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5564000 | PA      | $5584682.33   | 0.55%             | 2027-04-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                    | PACIFIC LIFE GF II FRN SOFR+48 02/04/2027 144A                       | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001268.34   | 0.10%             | 2027-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 11/15/2034                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14210000 | PA      | $14303253.13  | 1.42%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK CINN OH                          | FIFTH THIRD BANK CINN OH FRN SOFR+81 01/28/2028                      | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599767.99    | 0.06%             | 2028-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+76 06/04/2027                      | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2413206.10   | 0.24%             | 2027-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO BANK NV FRN SOFRINDX+100 12/03/2028 144A                    | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2107961.02   | 0.21%             | 2028-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                          | GENERAL MTRS FINL CO INC FRN SOFRINDX+135 05/08/2027                 | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2313514.41   | 0.23%             | 2027-05-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                             | RIO TINTO FIN USA PLC FRN SOFRINDX+84 03/14/2028                     | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2526056.35   | 0.25%             | 2028-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                       | NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 01/12/2027 144A              | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $853301.76    | 0.08%             | 2027-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+117 07/09/2029                 | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2900000 | PA      | $2930493.21   | 0.29%             | 2029-07-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                  | PAYPAL HLDGS INC FRN SOFR+67 03/06/2028                              | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304538.26   | 0.13%             | 2028-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                | SIEMENS FUNDING BV FRN SOFR+64 05/26/2028 144A                       | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1502844.00   | 0.15%             | 2028-05-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Securities Lending Cash Central Fund                        | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3493393 | NS      | $3493742.49   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+80 01/24/2029                         | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3083000 | PA      | $3090371.45   | 0.31%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+93 03/31/2028 144A  | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003846.41   | 0.10%             | 2028-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                        | US BANK NA CINCINNATI OHIO FRN SOFR+69 10/22/2027                    | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3909748.87   | 0.39%             | 2027-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN SOFR+83 01/24/2029                   | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2122670.39   | 0.21%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+55 06/11/2027 144A                 | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4161000 | PA      | $4169539.20   | 0.41%             | 2027-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                               | BANK OF NEW ZEALAND FRN SOFR+81 01/27/2027 144A                      | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    350000 | PA      | $351393.32    | 0.03%             | 2027-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                     | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A            | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3405063.25   | 0.34%             | 2026-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                    | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2629041.77   | 0.26%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027                      | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3005000 | PA      | $3017057.47   | 0.30%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+121 03/25/2027 144A               | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1309403.89   | 0.13%             | 2027-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+102 01/30/2031                          | CUSIP: 025816EA3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009149.92   | 0.20%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+114 05/17/2029 144A                     | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1007497.29   | 0.10%             | 2029-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+133 06/05/2026                     | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1209289.76   | 0.12%             | 2026-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                           | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                       | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2006782.86   | 0.20%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | MACQUARIE GROUP LTD FRN SOFR+92 09/23/2027 144A                      | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3180000 | PA      | $3190554.42   | 0.32%             | 2027-09-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA FRN SOFR+96 09/25/2025 144A                                  | CUSIP: 05571AAN5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3001636.62   | 0.30%             | 2025-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+81 03/09/2027                 | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1854522.72   | 0.18%             | 2027-03-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                | METROPOLITAN LIFE GLBL FDG I FRN SOFRINDX+57 04/09/2026 144A         | CUSIP: 592179KK0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001861.40   | 0.10%             | 2026-04-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+75 07/16/2026 144A                | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2306936.80   | 0.23%             | 2026-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+86 10/22/2028                         | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5044190.85   | 0.50%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+84 01/13/2028 144A | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198209.85   | 0.12%             | 2028-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | NATIONAL BANK OF CANADA FRN SOFRINDX+103 07/02/2027                  | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $401381.56    | 0.04%             | 2027-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | ORACLE CORP FRN SOFR+76 08/03/2028                                   | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3120491.22   | 0.31%             | 2028-08-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+90 05/17/2027 144A                      | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1609309.17   | 0.16%             | 2027-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+124 06/15/2026 144A                      | CUSIP: 55608PBN3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $906192.74    | 0.09%             | 2026-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                           | DEERE JOHN CAPITAL CORP FRN SOFR+60 04/19/2027                       | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2651509.65   | 0.26%             | 2027-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | BANK OF AMERICA CORPORATION FRN TSFR3M+102.161 09/15/2026            | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2608970.34   | 0.26%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA FRN SOFR+75 03/13/2026 144A              | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1202809.10   | 0.12%             | 2026-03-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | HYUNDAI CAP AMER FRN SOFR+150 01/08/2027 144A                        | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909460.14    | 0.09%             | 2027-01-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                      | NEXTERA ENERGY CAP HLDGS INC FRN SOFRINDX+76 01/29/2026              | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2304474.49   | 0.23%             | 2026-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC FRN SOFR+193 07/06/2027 144A                  | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5235000 | PA      | $5290745.58   | 0.53%             | 2027-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                | NORTHWESTERN MUTUAL GLOBAL FUNDING FRN SOFR+66 08/25/2028 144A       | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102200.00   | 0.11%             | 2028-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | FORD MOTOR CREDIT CO LLC FRN SOFR+145 11/05/2026                     | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3095054.38   | 0.31%             | 2026-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                | JPMORGAN CHASE BANK NA FRN SOFR+100 12/08/2026                       | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5490662.83   | 0.55%             | 2026-12-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                          | SVENSKA HANDELSBANKEN AB FRN SOFR+66 05/28/2027 144A                 | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1700000 | PA      | $1705995.14   | 0.17%             | 2027-05-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                     | SKANDINAVISKA ENSKILDA BANKEN FRN SOFR+89 03/05/2027 144A            | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1511673.99   | 0.15%             | 2027-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                               | UBS AG LON BRANCH FRN SOFR+93 09/11/2025                             | CUSIP: 902674ZX1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1000206.88   | 0.10%             | 2025-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                         | COREBRIDGE GBL FUNDING FRN SOFR+75 01/07/2028 144A                   | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1896636.56   | 0.19%             | 2028-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | FORD MOTOR CREDIT CO LLC FRN SOFR+203 03/20/2028                     | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298715.81   | 0.13%             | 2028-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFRINDX+54.5 03/02/2026                     | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2659000 | PA      | $2662821.30   | 0.26%             | 2026-03-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027                  | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1815848.51   | 0.18%             | 2027-06-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | CITIGROUP INC FRN SOFR+77 06/09/2027                                 | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4941594.59   | 0.49%             | 2027-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                               | SCHWAB CHARLES CORP FRN SOFRINDX+52 05/13/2026                       | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2456230.21   | 0.24%             | 2026-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | ATHENE GLOBAL FUNDING FRN SOFRINDX+85 05/08/2026 144A                | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006237.69   | 0.30%             | 2026-05-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFR+100 09/08/2028                          | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3618885.24   | 0.36%             | 2028-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFRINDX+62 09/15/2026                      | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1530000 | PA      | $1534055.51   | 0.15%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026                 | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4515560.73   | 0.45%             | 2026-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+89 05/18/2026                  | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1365843.85   | 0.14%             | 2026-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                        | CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026                    | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3790202.88   | 0.38%             | 2026-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                       | NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A          | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1209052.42   | 0.12%             | 2028-02-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                           | BANK OF NOVA SCOTIA FRN SOFR+89 02/14/2029                           | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2375000 | PA      | $2380973.51   | 0.24%             | 2029-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+76.5 09/22/2027                       | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1704219.32   | 0.17%             | 2027-09-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                      | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A             | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005752.80   | 0.20%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFR+113 01/23/2027 144A            | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1008403.84   | 0.10%             | 2027-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                             | JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027                       | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4688054.33   | 0.47%             | 2027-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| MACQUARIE BANK LTD                                | MACQUARIE BANK LTD FRN SOFR+74 06/12/2028 144A                       | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5850000 | PA      | $5880640.78   | 0.58%             | 2028-06-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                         | TORONTO DOMINION BANK FRN SOFR+103 12/17/2029                        | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2713621.42   | 0.27%             | 2029-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NATWEST MARKETS PLC FRN SOFR+76 09/29/2026 144A                      | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $651986.02    | 0.06%             | 2026-09-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                              | BANK OF MONTREAL QUE FRN SOFR+86 01/27/2029                          | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1475000 | PA      | $1479826.42   | 0.15%             | 2029-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP FRN SOFR+46 10/20/2026                          | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    629000 | PA      | $629806.43    | 0.06%             | 2026-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                      | NEXTERA ENERGY CAP HLDGS INC FRN SOFRINDX+80 02/04/2028              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2918912.70   | 0.29%             | 2028-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                              | KEURIG DR PEPPER INC FRN SOFRINDX+88 03/15/2027                      | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1164179.61   | 0.12%             | 2027-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+48 06/09/2026 144A                 | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1802601.52   | 0.18%             | 2026-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | NORDEA BANK ABP FRN SOFR+102 09/10/2029 144A                         | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1800000 | PA      | $1824701.09   | 0.18%             | 2029-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                      | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+140 07/13/2026 144A        | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $806072.00    | 0.08%             | 2026-07-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.875% 08/15/2033                                          | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11740000 | PA      | $11617096.88  | 1.15%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | AMERICAN EXPRESS CO FRN SOFR+76 02/13/2026                           | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1352635.20   | 0.13%             | 2026-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer