# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-25-004187
**Filing Date:** 2025-10
**Character Count:** 377300
**Document Hash:** 61b8896db504319b65d0c89ae2065932
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004187.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004187

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 251429203

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

## Series and Classes Contracts Data

### JPMorgan Ultra-Short Income ETF (Series ID: S000054790)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000172198 | JPMorgan Ultra-Short Income ETF | JPST            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan Ultra-Short Income ETF

- **b. EDGAR series identifier (if any):** S000054790

- **c. LEI of Series:** 549300VN24B8TQAGGX74

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

- **a. Date of fiscal year-end:** 2026-02-28

- **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:** $33394526049.72

**Total Liabilities:** $26524997.29

**Net Assets:** $33368001052.43

**Cash Not Reported:** $3740374.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 275890.36145000 | **1-Year:** 2612323.09675000 | **5-Year:** 92371.34953000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 7049.00000000 | **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 C000172198 | 0.50%                | 0.31%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4099482.18              | $38562850.44                               |
| Month 2  | $1543078.44              | $-25928099.82                              |
| Month 3  | $2978791.98              | $53798544.34                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5070711.20   | 0.02%             | 2026-09-14      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                   | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  11650000 | PA      | $11360643.24  | 0.03%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                               | Boston Properties LP                                                         | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   9914000 | PA      | $9867517.02   | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  98861000 | PA      | $99034015.65  | 0.30%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  38071000 | PA      | $38317793.73  | 0.11%             | 2026-03-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy                                                            | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986630.62   | 0.01%             | 2026-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6896000 | PA      | $6763780.79   | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Dryden 41 Senior Loan Fund                         | Dryden Senior Loan Fund, Series 2015-41A, Class AR                           | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   1238010 | PA      | $1239143.26   | 0.00%             | 2031-04-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  32000000 | PA      | $32568226.24  | 0.10%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust, Series 2023-2, Class A2A                | CUSIP: 92867YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15539925 | PA      | $15563138.82  | 0.05%             | 2027-03-22      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6546985.90   | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9340455.66   | 0.03%             | 2026-09-21      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $2953667.26   | 0.01%             | 2026-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  45452000 | PA      | $44819537.24  | 0.13%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        | 119020000 | PA      | $119043768.29 | 0.36%             | 2025-09-12      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO Ltd.                                    | CarVal CLO Ltd., Series 2019-2A, Class AR2                                   | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28861935 | PA      | $28869987.34  | 0.09%             | 2032-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2024-1A, Class A1                    | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40319505 | PA      | $40375387.90  | 0.12%             | 2032-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                      | Entergy Corp.                                                                | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   6294000 | PA      | $6205756.29   | 0.02%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  72833000 | PA      | $72926055.08  | 0.22%             | 2026-04-02      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co.                                   | DTE Electric Co.                                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   6399000 | PA      | $6424542.06   | 0.02%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                    | Jefferies Financial Group, Inc.                                              | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  72000000 | PA      | $72252246.24  | 0.22%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust        | Porsche Financial Auto Securitization Trust, Series 2023-1A, Class A3        | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765157 | PA      | $1769446.98   | 0.01%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                    | Starbucks Corp.                                                              | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  21251000 | PA      | $21279477.62  | 0.06%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5000000 | PA      | $5084565.80   | 0.02%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4532592.92   | 0.01%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  12245000 | PA      | $12277775.09  | 0.04%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                        | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4144943.64   | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                            | Pricoa Global Funding I                                                      | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3040083.18   | 0.01%             | 2026-08-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2022-4, Class A2                      | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7998380 | PA      | $8029599.60   | 0.02%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  80652000 | PA      | $81100617.88  | 0.24%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13538000 | PA      | $13261904.40  | 0.04%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                     | Westlake Corp.                                                               | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |  49030000 | PA      | $48676704.04  | 0.15%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                              | Lockheed Martin Corp.                                                        | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2826000 | PA      | $2817759.47   | 0.01%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                    | Principal Financial Group, Inc.                                              | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493810.75    | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    242000 | PA      | $247076.62    | 0.00%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  48432000 | PA      | $47044881.37  | 0.14%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1955572.22   | 0.01%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32794989 | PA      | $32858161.67  | 0.10%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25161DAK9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        | 102898000 | PA      | $103046512.68 | 0.31%             | 2026-07-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1                     | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |  19139000 | PA      | $19299149.41  | 0.06%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  20680000 | PA      | $20403635.58  | 0.06%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                 | Ballyrock CLO Ltd., Series 2020-2A, Class A1R                                | CUSIP: 05875DAJ1<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |  13173014 | PA      | $13180167.37  | 0.04%             | 2031-10-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629TBY2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        | 153640000 | PA      | $153681067.97 | 0.46%             | 2028-08-01      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNP6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  93716000 | PA      | $93732548.37  | 0.28%             | 2027-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Galaxy XXVI CLO Ltd.                               | Galaxy CLO Ltd., Series 2018-26A, Class AR                                   | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14185156 | PA      | $14191510.51  | 0.04%             | 2031-11-22      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135MXM3<br>LEI: 549300WV6GIDOZJTV909 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14900404.50  | 0.04%             | 2025-10-21      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC             | Virginia Power Fuel Securitization LLC, Series A-1                           | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |  30458757 | PA      | $30604469.85  | 0.09%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                   | Transurban Finance Co. Pty. Ltd.                                             | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |   5018000 | PA      | $5010481.68   | 0.02%             | 2026-02-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2024-2, Class A2A              | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22588921 | PA      | $22628855.49  | 0.07%             | 2026-09-21      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  75019000 | PA      | $75179400.37  | 0.23%             | 2027-03-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  47901000 | PA      | $48004402.93  | 0.14%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank                                                                  | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  81106000 | PA      | $81349799.77  | 0.24%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 135000000 | PA      | $136062675.45 | 0.41%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co.                         | Mead Johnson Nutrition Co.                                                   | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |  14292000 | PA      | $14280309.43  | 0.04%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                        | Teledyne Technologies, Inc.                                                  | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  21077000 | PA      | $20725879.31  | 0.06%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  70736000 | PA      | $70918801.63  | 0.21%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                    | Western-Southern Global Funding                                              | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |  53528000 | PA      | $53886450.25  | 0.16%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2023-A, Class A3                               | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19375013 | PA      | $19400884.68  | 0.06%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Cox Communications, Inc.                           | Cox Communications, Inc.                                                     | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2704287.95   | 0.01%             | 2026-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1375476.65   | 0.00%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Citizens Bank NA                                   | Citizens Bank NA                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5527751.35   | 0.02%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  17100000 | PA      | $16632186.58  | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  14107000 | PA      | $14332085.79  | 0.04%             | 2027-03-07      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214FR9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2012320.64   | 0.01%             | 2026-04-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4539977.82   | 0.01%             | 2027-01-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $100503906.00 | 0.30%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2025-A, Class A2                               | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  43740824 | PA      | $43775776.85  | 0.13%             | 2027-04-20      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                            | Simon Property Group LP                                                      | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8726000 | PA      | $8688771.48   | 0.03%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2023-B, Class A3                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7189500 | PA      | $7210645.47   | 0.02%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                              | McCormick & Co., Inc.                                                        | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11806087.80  | 0.04%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  25973000 | PA      | $26333968.08  | 0.08%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                   | Equitable America Global Funding                                             | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  17655000 | PA      | $17827660.07  | 0.05%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2022-2, Class A3            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365876 | PA      | $1362900.64   | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  88296000 | PA      | $88880692.58  | 0.27%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  85628000 | PA      | $86321147.53  | 0.26%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust, Series 2023-1, Class A         | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  40022000 | PA      | $40232063.47  | 0.12%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                | CRH SMW Finance DAC                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |  28656000 | PA      | $29484421.46  | 0.09%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2024-B, Class A3             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  68793000 | PA      | $69310247.69  | 0.21%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   3406000 | PA      | $3330863.44   | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                       | Advanced Micro Devices, Inc.                                                 | CUSIP: 007903BH9<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |  47233000 | PA      | $47338642.74  | 0.14%             | 2026-09-24      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                         | EIDP, Inc.                                                                   | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001937.06   | 0.01%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14396253.00  | 0.04%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  48322000 | PA      | $49117453.09  | 0.15%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO II Ltd.                            | Sound Point CLO Ltd., Series 2013-1A, Class A1R                              | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |    487251 | PA      | $487417.71    | 0.00%             | 2031-01-26      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| TCI-Symphony CLO Ltd.                              | TCI-Symphony CLO Ltd., Series 2017-1A, Class AR                              | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6991182 | PA      | $6996453.44   | 0.02%             | 2030-07-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  94722000 | PA      | $95664119.22  | 0.29%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2022-1, Class A4            | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35683000 | PA      | $35488613.29  | 0.11%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLII, LTD.                    | Madison Park Funding Ltd., Series 13A, Class AR                              | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |  29335779 | PA      | $29335485.43  | 0.09%             | 2030-11-21      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                           | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  36747000 | PA      | $36668004.24  | 0.11%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                | Citibank Credit Card Issuance Trust, Series 2023-A2, Class A2                | CUSIP: 17305EGX7<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |  65328000 | PA      | $65365060.57  | 0.20%             | 2027-12-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  17507000 | PA      | $17833711.26  | 0.05%             | 2026-12-07      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $3180158.99   | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K5V8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |  44117000 | PA      | $44135326.20  | 0.13%             | 2026-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2024-D, Class A2A                       | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  66122584 | PA      | $66221853.82  | 0.20%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV     | Mondelez International Holdings Netherlands BV                               | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1499789.15   | 0.00%             | 2025-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co., Series W                                                  | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  61445000 | PA      | $61978963.81  | 0.19%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust               | Mercedes-Benz Auto Receivables Trust, Series 2021-1, Class A4                | CUSIP: 58772WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3369748 | PA      | $3340560.87   | 0.01%             | 2027-12-15      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  20514000 | PA      | $19931794.63  | 0.06%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Norinchukin BK NY BR                               | Norinchukin Bank (The)                                                       | CUSIP: 65603AL33<br>LEI: 549300KQZJBM38M51L16 | Long             | STIV             | CORP              | US        | 143906000 | PA      | $143904460.21 | 0.43%             | 2025-10-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                       | Exelon Corp.                                                                 | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   6956000 | PA      | $6914843.57   | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  50710000 | PA      | $50482819.20  | 0.15%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                         | Archer-Daniels-Midland Co.                                                   | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |  10150000 | PA      | $9998530.03   | 0.03%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                             | Keurig Dr. Pepper, Inc.                                                      | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   9380000 | PA      | $9355153.60   | 0.03%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  91929000 | PA      | $91958689.39  | 0.28%             | 2025-10-10      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1970641.44   | 0.01%             | 2027-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  10657000 | PA      | $10821519.46  | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115DAX4<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        | 217168000 | PA      | $217163330.89 | 0.65%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                 | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  44438000 | PA      | $44965807.90  | 0.13%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CarVal CLO II Ltd.                                 | CarVal CLO Ltd., Series 2019-1A, Class AR2                                   | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        | 130635729 | PA      | $130486673.66 | 0.39%             | 2032-04-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  22062000 | PA      | $22265988.34  | 0.07%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  69200000 | PA      | $69704862.44  | 0.21%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DZ Bank AG                                         | DZ Bank AG                                                                   | CUSIP: 23344JD51<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | STIV             | CORP              | DE        | 287436000 | PA      | $287435482.62 | 0.86%             | 2025-09-02      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2766000 | PA      | $2772474.98   | 0.01%             | 2026-03-13      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                           | Toyota Lease Owner Trust, Series 2024-A, Class A3                            | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |  69338282 | PA      | $69679599.91  | 0.21%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                    | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  11532000 | PA      | $11724258.62  | 0.04%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                                         | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  96852000 | PA      | $95779760.22  | 0.29%             | 2027-01-12      | Variable      | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  32087000 | PA      | $32116658.01  | 0.10%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  17296000 | PA      | $17055458.99  | 0.05%             | 2027-01-22      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                       | Nasdaq, Inc.                                                                 | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  11791000 | PA      | $11761972.80  | 0.04%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal, Series f2f                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        | 103274000 | PA      | $103525543.45 | 0.31%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2024-1, Class A3                             | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6432380 | PA      | $6455858.83   | 0.02%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 165000000 | PA      | $166662889.80 | 0.50%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2023-2, Class A3                        | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2658573 | PA      | $2670113.46   | 0.01%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                       | CUSIP: 437076CX8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  34774000 | PA      | $34858311.65  | 0.10%             | 2025-12-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $704331.22    | 0.00%             | 2027-01-12      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  25795000 | PA      | $25844228.47  | 0.08%             | 2026-10-28      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2929694.13   | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  13610000 | PA      | $13437593.96  | 0.04%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        | 162000000 | PA      | $162230364.00 | 0.49%             | 2028-08-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1                    | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        | 138570460 | PA      | $137825781.86 | 0.41%             | 2033-02-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                     | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2501671.01   | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7029000 | PA      | $7070945.21   | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2023-A, Class A3                      | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547158 | PA      | $547437.55    | 0.00%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-B, Class A3                               | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30000000 | PA      | $30225258.00  | 0.09%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  95610000 | PA      | $95835704.61  | 0.29%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings               | Laboratory Corp. of America Holdings                                         | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1772739.63   | 0.01%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15331000 | PA      | $15351371.07  | 0.05%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19783123.60  | 0.06%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd.                               | Galaxy CLO Ltd., Series 2016-22A, Class XRR                                  | CUSIP: 36320TAT0<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    631579 | PA      | $631520.26    | 0.00%             | 2034-04-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)          | Cleveland Electric Illuminating Co. (The)                                    | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940416.22   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  45481000 | PA      | $44244175.13  | 0.13%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4Q1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  28252000 | PA      | $28271007.95  | 0.08%             | 2026-08-10      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  25107000 | PA      | $25344275.46  | 0.08%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                               | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  95885000 | PA      | $97186531.48  | 0.29%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  19329000 | PA      | $19374809.73  | 0.06%             | 2026-04-30      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp., Series N                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15241000 | PA      | $15024571.09  | 0.05%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849HYA4<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |  13812000 | PA      | $13691491.68  | 0.04%             | 2025-11-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA, Inc.                                     | HSBC USA, Inc.                                                               | CUSIP: 40434PZ58<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16798723.40  | 0.05%             | 2025-12-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                                                 | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  81123000 | PA      | $81699637.70  | 0.24%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  12208000 | PA      | $12116690.39  | 0.04%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    685000 | PA      | $687509.29    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                               | ERAC USA Finance LLC                                                         | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  30740000 | PA      | $30397980.92  | 0.09%             | 2026-12-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                              | ARI Fleet Lease Trust, Series 2023-A, Class A2                               | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1663635 | PA      | $1666117.52   | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  19373000 | PA      | $19645728.44  | 0.06%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                                  | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  16899000 | PA      | $16910705.43  | 0.05%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85324UAE3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  28107000 | PA      | $27650027.96  | 0.08%             | 2026-01-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                          | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   6897000 | PA      | $6738744.40   | 0.02%             | 2026-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8713000 | PA      | $8521214.32   | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A2A | CUSIP: 362955AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26016707 | PA      | $26036901.65  | 0.08%             | 2028-01-18      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        | 110158000 | PA      | $111094934.55 | 0.33%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                    | Starbucks Corp.                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4045659.79   | 0.01%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                              | CCG Receivables Trust, Series 2023-2, Class A2                               | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5595372 | PA      | $5659946.71   | 0.02%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                        | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2008129.10   | 0.01%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                                         | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3160000 | PA      | $3145065.05   | 0.01%             | 2028-06-21      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                 | Johnson Controls International plc                                           | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   4077000 | PA      | $4062681.13   | 0.01%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                        | Amgen, Inc.                                                                  | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  14631000 | PA      | $14416948.47  | 0.04%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  48926000 | PA      | $49835457.53  | 0.15%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5976000 | PA      | $5843044.16   | 0.02%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                           | European Investment Bank                                                     | CUSIP: 29878RZ92<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |  70422000 | PA      | $69599140.06  | 0.21%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                    | Southwestern Electric Power Co., Series K                                    | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2418829.86   | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  82539000 | PA      | $80848585.60  | 0.24%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Banking Corp.               | Mitsubishi UFJ Trust & Banking Corp.                                         | CUSIP: 60683DZ28<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        | 182017000 | PA      | $182102766.41 | 0.55%             | 2026-03-11      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                               | Symphony CLO Ltd., Series 2018-20A, Class AR2                                | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23557700 | PA      | $23563612.60  | 0.07%             | 2032-01-16      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2016826.86   | 0.01%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1243130.79   | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60710TF97<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  72807000 | PA      | $72843374.38  | 0.22%             | 2026-03-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  80224000 | PA      | $79440527.60  | 0.24%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6081000 | PA      | $6063962.74   | 0.02%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                     | THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR2                    | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |  40004841 | PA      | $39980078.40  | 0.12%             | 2031-04-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                                  | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  71029000 | PA      | $71093036.19  | 0.21%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                        | Schlumberger Holdings Corp.                                                  | CUSIP: 806851AG6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   5937000 | PA      | $5926074.44   | 0.02%             | 2025-12-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                           | Buttermilk Park CLO Ltd., Series 2018-1A, Class A1R                          | CUSIP: 124166AQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23751575 | PA      | $23744520.66  | 0.07%             | 2031-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  50284000 | PA      | $51196907.03  | 0.15%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2951875.59   | 0.01%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                                 | CUSIP: 63253QAF1<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  27294000 | PA      | $27323020.89  | 0.08%             | 2025-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust, Series 2022-4, Class A         | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  10400000 | PA      | $10407520.24  | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  58294000 | PA      | $58277109.31  | 0.17%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                                  | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  22871000 | PA      | $22851345.58  | 0.07%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                               | Federal Realty OP LP                                                         | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |  38788000 | PA      | $38176262.04  | 0.11%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    378000 | PA      | $374073.38    | 0.00%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-B, Class A2                               | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4485503 | PA      | $4488993.32   | 0.01%             | 2026-11-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        | 118912000 | PA      | $116012265.48 | 0.35%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                       | NBN Co. Ltd.                                                                 | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |  13656000 | PA      | $13592667.98  | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  39500000 | PA      | $39316322.24  | 0.12%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                     | HSBC USA, Inc.                                                               | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  39811000 | PA      | $40375633.04  | 0.12%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24179000 | PA      | $24463871.42  | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        | 114280000 | PA      | $114959960.29 | 0.34%             | 2026-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 37790AXX6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        | 189249000 | PA      | $187759988.87 | 0.56%             | 2025-10-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9017000 | PA      | $9051778.39   | 0.03%             | 2027-04-02      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        | 134532000 | PA      | $135106451.64 | 0.40%             | 2027-06-09      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  10333000 | PA      | $10599728.73  | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                                 | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1992643.56   | 0.01%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6623502.74   | 0.02%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                 | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  72812000 | PA      | $73344383.14  | 0.22%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                | NatWest Markets plc                                                          | CUSIP: 63906EYJ5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | STIV             | CORP              | GB        |  59325000 | PA      | $58757034.32  | 0.18%             | 2025-11-18      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2024-C, Class A2A                     | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21824027 | PA      | $21846989.77  | 0.07%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 17 Ltd.                              | Ballyrock CLO Ltd., Series 2021-17A, Class A1A                               | CUSIP: 05876LAA1<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |  42000000 | PA      | $42050736.00  | 0.13%             | 2034-10-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                   | Skandinaviska Enskilda Banken AB                                             | CUSIP: 83051GAT5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $2912218.98   | 0.01%             | 2026-09-09      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                | Amcor Flexibles North America, Inc.                                          | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |  29463000 | PA      | $29822531.69  | 0.09%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                | Omnicom Group, Inc.                                                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16335000 | PA      | $16247486.05  | 0.05%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                          | Chesapeake Funding LLC, Series 2023-2A, Class A1                             | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   6286253 | PA      | $6370214.80   | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  33111000 | PA      | $32705721.36  | 0.10%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| LSEGA Financing plc                                | LSEGA Financing plc                                                          | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   9889000 | PA      | $9706991.37   | 0.03%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2023-B, Class A4             | CUSIP: 448980AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6578444 | PA      | $6579852.23   | 0.02%             | 2027-04-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIV LLC         | Amur Equipment Finance Receivables LLC, Series 2024-2A, Class A2             | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   4635659 | PA      | $4689071.08   | 0.01%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                 | General Motors Co.                                                           | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  34357000 | PA      | $35130242.42  | 0.11%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                                 | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  26081000 | PA      | $25666259.68  | 0.08%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  32583000 | PA      | $33403439.94  | 0.10%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund      | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares        | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |  21425205 | NS      | $21425205.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Industriel et Commercial                    | Credit Industriel et Commercial                                              | CUSIP: 22536MBB3<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |  29691000 | PA      | $29125145.95  | 0.09%             | 2026-02-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009180.12   | 0.01%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                       | Canadian Pacific Railway Co.                                                 | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2279000 | PA      | $2214034.89   | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                               | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  18117000 | PA      | $18304445.55  | 0.05%             | 2027-01-12      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5034000 | PA      | $5147820.25   | 0.02%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4928000 | PA      | $4989275.34   | 0.01%             | 2027-03-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  27916000 | PA      | $28100618.28  | 0.08%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                           | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  59866000 | PA      | $59883668.85  | 0.18%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                          | Kubota Credit Owner Trust, Series 2022-1A, Class A3                          | CUSIP: 50117EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9918074 | PA      | $9895436.30   | 0.03%             | 2026-10-15      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc.                                                     | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10171823.15  | 0.03%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  38078000 | PA      | $38509293.13  | 0.12%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                        | Stellantis Finance US, Inc.                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  14689000 | PA      | $14838983.80  | 0.04%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                               | Conagra Brands, Inc.                                                         | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12094046.56  | 0.04%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                         | Baxter International, Inc.                                                   | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   7547000 | PA      | $7428496.48   | 0.02%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd.                              | Symphony CLO Ltd., Series 2018-19A, Class A                                  | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16361882 | PA      | $16367003.36  | 0.05%             | 2031-04-16      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO XVII Ltd.                            | Jamestown CLO Ltd., Series 2021-17A, Class AR                                | CUSIP: 47048UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  99000000 | PA      | $99000000.00  | 0.30%             | 2035-01-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                    | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   7153000 | PA      | $7195131.46   | 0.02%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                           | Westpac New Zealand Ltd.                                                     | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |  22513000 | PA      | $22822705.26  | 0.07%             | 2027-02-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A2B | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20002065 | PA      | $20013374.17  | 0.06%             | 2027-10-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                            | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |  34197000 | PA      | $33879792.73  | 0.10%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                          | CRH America Finance, Inc.                                                    | CUSIP: 12636CXH8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   7700000 | PA      | $7652876.00   | 0.02%             | 2025-10-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   8349000 | PA      | $8441394.29   | 0.03%             | 2027-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  41417000 | PA      | $41733531.08  | 0.13%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MBC4<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |  75034000 | PA      | $73583457.72  | 0.22%             | 2026-02-12      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                | Wind River CLO Ltd., Series 2021-4A, Class AR                                | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  69300000 | PA      | $69414483.60  | 0.21%             | 2035-01-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC                                                             | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  30224000 | PA      | $30209029.15  | 0.09%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp (The)                                                    | CUSIP: 8085A2YE1<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24772655.00  | 0.07%             | 2025-11-14      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                   | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |  33073000 | PA      | $32683515.82  | 0.10%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                  | CIFC Funding Ltd., Series 2016-1A, Class AR3                                 | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        | 115639954 | PA      | $115472045.17 | 0.35%             | 2031-10-21      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                         | Dryden Senior Loan Fund, Series 2017-49A, Class AR                           | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    441408 | PA      | $441382.94    | 0.00%             | 2030-07-18      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60689GFA9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  52996000 | PA      | $51305968.16  | 0.15%             | 2026-06-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                    | Dryden CLO Ltd., Series 2019-72A, Class ARR                                  | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18950970 | PA      | $18972763.84  | 0.06%             | 2032-05-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $3907426.30   | 0.01%             | 2026-10-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05571CBB6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |  93412000 | PA      | $91625318.02  | 0.27%             | 2026-02-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2024-C, Class A2A                       | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  54739173 | PA      | $54739807.70  | 0.16%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust, Series 2024-1, Class A1A                               | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  78273000 | PA      | $78428841.54  | 0.24%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Funding LLC                        | Intesa Sanpaolo Funding LLC                                                  | CUSIP: 4611K1BP9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 114520000 | PA      | $111954190.85 | 0.34%             | 2026-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                       | Nutrien Ltd.                                                                 | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   9660000 | PA      | $9672713.04   | 0.03%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                            | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003055.60   | 0.01%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   2620000 | PA      | $2550930.22   | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                            | Republic Services, Inc.                                                      | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4753073.36   | 0.01%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                          | CSX Corp.                                                                    | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  21643000 | PA      | $21599371.61  | 0.06%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                   | Ventas Realty LP                                                             | CUSIP: 92276VW27<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | STIV             | CORP              | US        |  65000000 | PA      | $64967487.00  | 0.19%             | 2025-09-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                                 | CUSIP: 632525BP5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        | 104000000 | PA      | $104120855.28 | 0.31%             | 2026-01-29      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  35751000 | PA      | $34926519.02  | 0.10%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6757000 | PA      | $6680162.10   | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7346000 | PA      | $7282947.81   | 0.02%             | 2026-04-29      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                          | TWDC Enterprises 18 Corp.                                                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2941513.62   | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $7487702.18   | 0.02%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                      | Bank of New York Mellon (The)                                                | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004372.22   | 0.01%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                   | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044162.31   | 0.01%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  30544000 | PA      | $30194301.13  | 0.09%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $402820.36    | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  38479000 | PA      | $39026787.04  | 0.12%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  43739000 | PA      | $43794475.92  | 0.13%             | 2027-02-04      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 9612E0DK0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        | 103539000 | PA      | $103661543.58 | 0.31%             | 2026-01-29      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                   | JB Hunt Transport Services, Inc.                                             | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $8023272.39   | 0.02%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables LLC, Series 2025-1A, Class A2                            | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19410000 | PA      | $19489559.65  | 0.06%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8137000 | PA      | $8014951.84   | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp                                                                      | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |  25914000 | PA      | $25897996.55  | 0.08%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  39487000 | PA      | $39478413.55  | 0.12%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                            | Bain Capital Credit CLO, Series 2019-2A, Class AR3                           | CUSIP: 05682LBA4<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |  98591100 | PA      | $98296707.45  | 0.29%             | 2032-10-17      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                     | Shell International Finance BV                                               | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1982167.06   | 0.01%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                   | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  90308000 | PA      | $89373935.33  | 0.27%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Corporate Treasury Ltd.                 | Brookfield Corporate Treasury Ltd.                                           | CUSIP: 11271EWQ7<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  60000000 | PA      | $59797062.00  | 0.18%             | 2025-09-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                     | Magnetite Ltd., Series 2021-31A, Class A1                                    | CUSIP: 55952FAA6<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $14015960.00  | 0.04%             | 2034-07-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3571000 | PA      | $3601912.40   | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities LLC                         | Wells Fargo Securities LLC                                                   | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        | 320000000 | PA      | $320000000.00 | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        | 184918000 | PA      | $185123486.43 | 0.55%             | 2026-08-03      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  28833000 | PA      | $28795273.75  | 0.09%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                      | KEB Hana Bank                                                                | CUSIP: 48252PYS1<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | STIV             | CORP              | KR        |  20768000 | PA      | $20548166.57  | 0.06%             | 2025-11-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust, Series 2021-A2, Class A2                 | CUSIP: 254683CQ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        | 117266000 | PA      | $113653749.86 | 0.34%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5039869.20   | 0.02%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1550000 | PA      | $1547121.28   | 0.00%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9406000 | PA      | $9193140.90   | 0.03%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust, Series 2025-A, Class A2A                        | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  75010000 | PA      | $75253039.90  | 0.23%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  21387000 | PA      | $21099171.62  | 0.06%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II           | Reliance Standard Life Global Funding II                                     | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21309000 | PA      | $21352299.46  | 0.06%             | 2026-02-02      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                  | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2389942.90   | 0.01%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                          | CRH America Finance, Inc.                                                    | CUSIP: 12636CXF2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |  82600000 | PA      | $82115195.82  | 0.25%             | 2025-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7080334.87   | 0.02%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  24091000 | PA      | $24194889.31  | 0.07%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  34113000 | PA      | $34475354.43  | 0.10%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  40646000 | PA      | $40939704.34  | 0.12%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1987686.59   | 0.01%             | 2026-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  38998000 | PA      | $39179458.86  | 0.12%             | 2029-05-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $4228176.40   | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493446.05    | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  24486000 | PA      | $24453434.60  | 0.07%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  27149000 | PA      | $26423960.71  | 0.08%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                               | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  14123000 | PA      | $14273856.66  | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2024-4, Class A2                      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15389472 | PA      | $15430478.49  | 0.05%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A2A | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2262738 | PA      | $2263525.33   | 0.01%             | 2027-02-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  92223000 | PA      | $93058996.88  | 0.28%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2022-2, Class A4            | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5715000 | PA      | $5692693.78   | 0.02%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  32250000 | PA      | $32582095.99  | 0.10%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                           | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13875000 | PA      | $13690647.87  | 0.04%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCM XIV LP                                         | LCM LP, Series 14A, Class AR                                                 | CUSIP: 50184VAR5<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |    313838 | PA      | $313781.42    | 0.00%             | 2031-07-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                             | Allegany Park CLO Ltd., Series 2019-1A, Class ARR                            | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |  26500000 | PA      | $26500000.00  | 0.08%             | 2035-01-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                              | Newark BSL CLO Ltd., Series 2017-1A, Class A1R                               | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29298301 | PA      | $29307822.93  | 0.09%             | 2030-07-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4237193.15   | 0.01%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  19103000 | PA      | $18741224.14  | 0.06%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                        | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  13878000 | PA      | $13878581.07  | 0.04%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        | 148004000 | PA      | $146654033.32 | 0.44%             | 2026-12-14      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2025-A, Class A2A                  | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  90866283 | PA      | $90955640.62  | 0.27%             | 2028-04-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                              | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  35426000 | PA      | $35595856.33  | 0.11%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                          | DLLAD LLC, Series 2025-1A, Class A2                                          | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10500000 | PA      | $10532446.05  | 0.03%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  33847000 | PA      | $34305708.08  | 0.10%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3919444.39   | 0.01%             | 2026-08-03      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  67237000 | PA      | $67161047.07  | 0.20%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        | 109709000 | PA      | $110484924.58 | 0.33%             | 2026-04-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance plc                      | BAT International Finance plc                                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        | 128592000 | PA      | $126611343.72 | 0.38%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                    | TD SYNNEX Corp.                                                              | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2788082.91   | 0.01%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                   | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   8530000 | PA      | $8437692.26   | 0.03%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  42311000 | PA      | $41264408.64  | 0.12%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  55211000 | PA      | $55734489.17  | 0.17%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                                                | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  12254000 | PA      | $12372050.99  | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55607KYL4<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  82707000 | PA      | $81878085.63  | 0.25%             | 2025-11-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  17311000 | PA      | $17403096.77  | 0.05%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  28629000 | PA      | $27997433.38  | 0.08%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                               | PPG Industries, Inc.                                                         | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    770000 | PA      | $757037.39    | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  47899000 | PA      | $48567457.37  | 0.15%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  58400000 | PA      | $58869406.35  | 0.18%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  21421000 | PA      | $21045697.23  | 0.06%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60689FYJ1<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        | 106676000 | PA      | $105650587.62 | 0.32%             | 2025-11-18      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10641000 | PA      | $10671137.87  | 0.03%             | 2025-11-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  52209000 | PA      | $52404188.57  | 0.16%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 20271AAK3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  42188000 | PA      | $42262490.51  | 0.13%             | 2025-12-09      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  73000000 | PA      | $74268414.42  | 0.22%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  27022000 | PA      | $27091201.99  | 0.08%             | 2025-10-14      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  40688000 | PA      | $40873372.90  | 0.12%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  76384000 | PA      | $75357776.38  | 0.23%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  11998000 | PA      | $12030092.49  | 0.04%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  15016000 | PA      | $15389878.28  | 0.05%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                       | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  29250000 | PA      | $29311728.91  | 0.09%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2023-B, Class A3                        | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11957953 | PA      | $12037465.40  | 0.04%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                   | Brixmor Operating Partnership LP                                             | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |  93710000 | PA      | $93439560.44  | 0.28%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5324834.55   | 0.02%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2024-B, Class A2A                     | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  41071809 | PA      | $41162758.13  | 0.12%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                      | Honeywell International, Inc.                                                | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964583.88   | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2039951.10   | 0.01%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3447000 | PA      | $3421249.46   | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                      | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22522609 | PA      | $22687666.28  | 0.07%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust, Series 2024-A, Class A2                                 | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4771214 | PA      | $4773801.83   | 0.01%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5250000 | PA      | $5230440.81   | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05253JB26<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2008350.18   | 0.01%             | 2026-03-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Credit Agricole Corporate and Investment Bank      | Credit Agricole Corporate and Investment Bank                                | CUSIP: 22536HVZ9<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |  93938000 | PA      | $93932250.99  | 0.28%             | 2025-10-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2025-B, Class A2A                  | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25215000 | PA      | $25265611.55  | 0.08%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  60578000 | PA      | $58819535.76  | 0.18%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 902674ZV5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   4183000 | PA      | $4184179.69   | 0.01%             | 2025-09-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp.                                                          | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5562000 | PA      | $5576716.55   | 0.02%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   4926000 | PA      | $4915120.93   | 0.01%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  56807000 | PA      | $57896445.21  | 0.17%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2966670.06   | 0.01%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                    | Southwestern Electric Power Co., Series N                                    | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1540199.70   | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  23610000 | PA      | $23779801.94  | 0.07%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8603000 | PA      | $8407385.67   | 0.03%             | 2027-06-30      | Variable      | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1587932.78   | 0.00%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                   | Pernod Ricard SA                                                             | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |  69144000 | PA      | $68571276.79  | 0.21%             | 2026-06-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  71499000 | PA      | $71614685.38  | 0.21%             | 2027-08-13      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  72048000 | PA      | $72202802.33  | 0.22%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc.                                                     | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |  31860000 | PA      | $32010327.91  | 0.10%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                            | Astrazeneca Finance LLC                                                      | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957166.16   | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                  | Symphony CLO Ltd., Series 2020-24A, Class AR                                 | CUSIP: 87167QAL2<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |  38778940 | PA      | $38769245.54  | 0.12%             | 2032-01-23      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 2332K1BC3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   3000000 | PA      | $2942885.40   | 0.01%             | 2026-02-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2005256.02   | 0.01%             | 2026-08-28      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  54500000 | PA      | $55416699.81  | 0.17%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        | 113402000 | PA      | $114972763.99 | 0.34%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                | NatWest Markets plc                                                          | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7131000 | PA      | $6938725.63   | 0.02%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2024-3, Class A2A | CUSIP: 38013KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274737 | PA      | $275295.10    | 0.00%             | 2027-06-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.          | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2        | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    286499 | PA      | $286502.04    | 0.00%             | 2031-04-17      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                           | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   4489000 | PA      | $4458386.50   | 0.01%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  33893000 | PA      | $34139619.03  | 0.10%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                           | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   7909000 | PA      | $7993420.75   | 0.02%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325VNW6<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  68590000 | PA      | $68585795.43  | 0.21%             | 2025-10-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                          | Magna International, Inc.                                                    | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   8252000 | PA      | $8248780.73   | 0.02%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                 | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        | 147162000 | PA      | $145800473.36 | 0.44%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                        | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  48783000 | PA      | $47999411.35  | 0.14%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3             | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19100713 | PA      | $19152524.04  | 0.06%             | 2026-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust, Series 2022-2, Class A3                         | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5102020 | PA      | $5105674.22   | 0.02%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  36349000 | PA      | $36523305.09  | 0.11%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  35175000 | PA      | $34784409.77  | 0.10%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60710TZU8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  54447000 | PA      | $54479439.52  | 0.16%             | 2026-02-04      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  41284000 | PA      | $41313462.74  | 0.12%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4355000 | PA      | $4362906.02   | 0.01%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  40876000 | PA      | $41194880.22  | 0.12%             | 2027-03-19      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden Senior Loan Fund, Series 2013-26A, Class AR                           | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |   6636639 | PA      | $6637203.35   | 0.02%             | 2029-04-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115D6G6<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  65108000 | PA      | $65186943.45  | 0.20%             | 2026-04-27      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  85647000 | PA      | $84088971.44  | 0.25%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2031872.08   | 0.01%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Banking Corp.               | Mitsubishi UFJ Trust & Banking Corp.                                         | CUSIP: 60683D6P9<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |  38743000 | PA      | $38758578.56  | 0.12%             | 2026-08-11      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  31466000 | PA      | $31225937.08  | 0.09%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307MED7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |  28903000 | PA      | $28071697.69  | 0.08%             | 2026-05-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXIV                                    | Apidos CLO, Series 2016-24A, Class A1AL                                      | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |  20674076 | PA      | $20676164.03  | 0.06%             | 2030-10-20      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1005302.59   | 0.00%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4862000 | PA      | $5042845.20   | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2705523.05   | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd.                           | Marble Point CLO Ltd., Series 2019-1A, Class A1R2                            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |  20057058 | PA      | $20033892.41  | 0.06%             | 2032-07-23      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp.                           | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        | 139446000 | PA      | $139939732.27 | 0.42%             | 2026-11-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                          | CGI, Inc.                                                                    | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |  19338000 | PA      | $18826956.80  | 0.06%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3265276.14   | 0.01%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2023-3, Class A3              | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967095 | PA      | $967641.75    | 0.00%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  20005000 | PA      | $19991135.73  | 0.06%             | 2026-09-11      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  24000000 | PA      | $24441452.88  | 0.07%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                               | Conagra Brands, Inc.                                                         | CUSIP: 205887AF9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078190.62   | 0.01%             | 2026-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                          | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   6723000 | PA      | $6554906.98   | 0.02%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust LLC                            | SCF Equipment Trust LLC, Series 2025-1A, Class A2                            | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8559768 | PA      | $8582303.20   | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  38929000 | PA      | $39452925.17  | 0.12%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        | 106829000 | PA      | $107728315.37 | 0.32%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                | Wells Fargo Bank NA                                                          | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  13194000 | PA      | $13312746.00  | 0.04%             | 2026-12-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp.                                                          | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  24513000 | PA      | $24477630.19  | 0.07%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6696000 | PA      | $6789944.28   | 0.02%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  59500000 | PA      | $60308248.60  | 0.18%             | 2028-12-03      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                | Wells Fargo Bank NA                                                          | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  71583000 | PA      | $71669909.64  | 0.21%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                    | ICG US CLO Ltd., Series 2016-1A, Class XRR                                   | CUSIP: 44931NAS0<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |    398261 | PA      | $398224.27    | 0.00%             | 2034-04-29      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7865000 | PA      | $7882859.68   | 0.02%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4930762.60   | 0.01%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325VQQ6<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  28718000 | PA      | $28753420.78  | 0.09%             | 2026-02-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust               | Porsche Innovative Lease Owner Trust, Series 2025-1A, Class A2A              | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23310000 | PA      | $23370955.65  | 0.07%             | 2027-12-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co.                                | Sonoco Products Co.                                                          | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |  37666000 | PA      | $37654916.78  | 0.11%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc.                                                        | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  49728000 | PA      | $49694240.16  | 0.15%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  84890000 | PA      | $85050395.41  | 0.25%             | 2026-01-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                             | WEC Energy Group, Inc.                                                       | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  17277000 | PA      | $17277492.39  | 0.05%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636RAD6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |  55845000 | PA      | $54952976.65  | 0.16%             | 2026-01-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 270000000 | PA      | $270864842.40 | 0.81%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                      | Entergy Corp.                                                                | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  23130000 | PA      | $23099438.56  | 0.07%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust, Series 2023-A, Class A3                         | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30573589 | PA      | $30673139.61  | 0.09%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2024-1A, Class A2                          | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11869403 | PA      | $11945524.21  | 0.04%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9700000 | PA      | $9743980.96   | 0.03%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust, Series 2022-3, Class A3                         | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347102 | PA      | $1348972.78   | 0.00%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                 | ITC Holdings Corp.                                                           | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1153677.99   | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198646.12    | 0.00%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        | 168634000 | PA      | $169539841.14 | 0.51%             | 2028-07-10      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust, Series 2023-A2, Class A                  | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  28425000 | PA      | $28608977.97  | 0.09%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                           | Met Tower Global Funding                                                     | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  21292000 | PA      | $21496408.74  | 0.06%             | 2027-01-16      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  27638000 | PA      | $27756843.40  | 0.08%             | 2027-02-19      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  66856000 | PA      | $67189741.81  | 0.20%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        | 111306000 | PA      | $112280036.58 | 0.34%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1806000 | PA      | $1846174.83   | 0.01%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  53224000 | PA      | $53364205.32  | 0.16%             | 2028-08-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  24818000 | PA      | $24892851.09  | 0.07%             | 2026-07-16      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  54476000 | PA      | $53321399.16  | 0.16%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                          | Molson Coors Beverage Co.                                                    | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        | 146353000 | PA      | $144660712.94 | 0.43%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                           | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  63788000 | PA      | $63935541.64  | 0.19%             | 2028-08-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: —       |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027896.96   | 0.01%             | 2026-09-18      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2021-1, Class A                         | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  63195000 | PA      | $62037918.51  | 0.19%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  46967000 | PA      | $47972767.78  | 0.14%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1808749.80   | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                  | Fidelity National Financial, Inc.                                            | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |  10230000 | PA      | $10256011.51  | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank      | Credit Agricole Corporate and Investment Bank                                | CUSIP: 22536HC72<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |  46140000 | PA      | $46164560.32  | 0.14%             | 2025-11-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                               | Boston Properties LP                                                         | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5261164.60   | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 21 Ltd.                                    | KKR CLO Ltd., Series 21, Class A                                             | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |   3773549 | PA      | $3774311.24   | 0.01%             | 2031-04-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                  | Barclays Bank plc                                                            | CUSIP: 06745GCC3<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |  46265000 | PA      | $46296682.27  | 0.14%             | 2025-12-09      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                  | Manufacturers & Traders Trust Co.                                            | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  47184000 | PA      | $47552777.88  | 0.14%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  32378000 | PA      | $32327620.80  | 0.10%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        | 164400000 | PA      | $165076834.80 | 0.49%             | 2028-10-16      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 108844000 | PA      | $109650942.21 | 0.33%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy                                                            | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  12766000 | PA      | $12886679.81  | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                       | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12057000 | PA      | $12162475.24  | 0.04%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  64606000 | PA      | $65407378.64  | 0.20%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc., Series N                                  | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3241000 | PA      | $3221280.98   | 0.01%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                           | Svenska Handelsbanken AB                                                     | CUSIP: 86959LAM5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        | 109095000 | PA      | $109907579.93 | 0.33%             | 2026-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2024-A, Class A2A                  | CUSIP: 98164RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6304587 | PA      | $6305842.82   | 0.02%             | 2027-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 20271RAR1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2012116.56   | 0.01%             | 2026-03-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                   | CUSIP: 00182EBN8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   3555000 | PA      | $3472333.20   | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                        | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  76962000 | PA      | $76940218.98  | 0.23%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                      | Voya CLO Ltd., Series 2019-2A, Class AR                                      | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26956735 | PA      | $26978408.04  | 0.08%             | 2032-07-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                         | US Bank NA                                                                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  93509000 | PA      | $93764915.43  | 0.28%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAP2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  85449000 | PA      | $85537561.91  | 0.26%             | 2026-01-09      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  24788000 | PA      | $24307758.53  | 0.07%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  30556000 | PA      | $31055374.57  | 0.09%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  97494000 | PA      | $98431425.28  | 0.29%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp, Series V                                                         | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970124.26   | 0.01%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981542.54   | 0.01%             | 2026-04-11      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO Ltd.                                       | KKR CLO Ltd., Series 15, Class A1R2                                          | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |  60126115 | PA      | $60089558.35  | 0.18%             | 2032-01-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05253AYR5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        | 189166000 | PA      | $187213106.97 | 0.56%             | 2025-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems Holdings, Inc.                         | BAE Systems Holdings, Inc.                                                   | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |  10275000 | PA      | $10253234.16  | 0.03%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Corporate Treasury Ltd.                 | Brookfield Corporate Treasury Ltd.                                           | CUSIP: 11271EWS3<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   5400000 | PA      | $5380379.10   | 0.02%             | 2025-09-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5542000 | PA      | $5315498.46   | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 902674ZX1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  70430000 | PA      | $70444570.56  | 0.21%             | 2025-09-11      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12244613.51  | 0.04%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                          | PPL Capital Funding, Inc.                                                    | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2284235.01   | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A2A                     | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40000000 | PA      | $40186764.00  | 0.12%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  21973000 | PA      | $22035914.63  | 0.07%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MBT7<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        | 112560000 | PA      | $110199819.41 | 0.33%             | 2026-02-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   9184000 | PA      | $9171431.33   | 0.03%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        | 107056000 | PA      | $107146690.35 | 0.32%             | 2026-12-11      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                   | BP Capital Markets America, Inc.                                             | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    792000 | PA      | $791692.91    | 0.00%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV          | Deutsche Telekom International Finance BV                                    | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1638000 | PA      | $1623403.47   | 0.00%             | 2027-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                        | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8955000 | PA      | $8812063.60   | 0.03%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  29135000 | PA      | $29271503.30  | 0.09%             | 2027-04-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  86073000 | PA      | $86249636.43  | 0.26%             | 2027-06-11      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636RB60<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        | 144677000 | PA      | $141977168.04 | 0.43%             | 2026-02-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                   | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  66636000 | PA      | $66736861.58  | 0.20%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXX                                     | Apidos CLO, Series XXXA, Class A1AR                                          | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   9740459 | PA      | $9733620.92   | 0.03%             | 2031-10-18      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                             | WEC Energy Group, Inc.                                                       | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  35196000 | PA      | $35218023.90  | 0.11%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6024000 | PA      | $6032554.08   | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66 Co.                                    | Phillips 66 Co.                                                              | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5248439.17   | 0.02%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8577000 | PA      | $8385159.87   | 0.03%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp.                               | Dollar General Corp.                                                         | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    269000 | PA      | $267397.68    | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                     | Rad CLO Ltd., Series 2020-7A, Class A1R                                      | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24250000 | PA      | $24278712.00  | 0.07%             | 2036-04-17      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 2332K0YR7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  61581000 | PA      | $60950749.26  | 0.18%             | 2025-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                 | Southern Power Co.                                                           | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |  11912000 | PA      | $11895125.22  | 0.04%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                               | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   5943000 | PA      | $5933599.12   | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  28470000 | PA      | $28946023.81  | 0.09%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50563998.50  | 0.15%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25161DAG8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |  96478000 | PA      | $96613918.21  | 0.29%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1AR                  | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11127911 | PA      | $11124605.76  | 0.03%             | 2031-04-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4707281.00   | 0.01%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  49357000 | PA      | $49867621.86  | 0.15%             | 2026-07-05      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                               | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  28370000 | PA      | $28564659.90  | 0.09%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dewolf Park CLO Ltd.                               | Dewolf Park CLO Ltd., Series 2017-1A, Class AR                               | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24247231 | PA      | $24258311.90  | 0.07%             | 2030-10-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  20155000 | PA      | $19621341.15  | 0.06%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  66821000 | PA      | $68555109.86  | 0.21%             | 2029-01-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5302983.63   | 0.02%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  43800000 | PA      | $44085189.25  | 0.13%             | 2027-09-10      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  29160000 | PA      | $29376296.92  | 0.09%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                        | Nationwide Building Society                                                  | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1458000 | PA      | $1416109.17   | 0.00%             | 2026-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64952WFL2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        | 139001000 | PA      | $140054181.39 | 0.42%             | 2027-12-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5034307.15   | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                               | Roche Holdings, Inc.                                                         | CUSIP: 771196CE0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507386.65    | 0.00%             | 2026-11-13      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  57958000 | PA      | $58431273.44  | 0.18%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                         | Microchip Technology, Inc.                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5070861.55   | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DC0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003736.32   | 0.01%             | 2026-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                                          | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  11117000 | PA      | $11148400.30  | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        | 116262000 | PA      | $116621322.83 | 0.35%             | 2028-07-07      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXV Ltd.                                 | Magnetite Ltd., Series 2020-25A, Class A                                     | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |  15475376 | PA      | $15489675.48  | 0.05%             | 2032-01-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RHT2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2139226.58   | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                  | Symphony CLO Ltd., Series 2019-21A, Class AR2                                | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |  28450033 | PA      | $28445651.95  | 0.09%             | 2032-07-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  33926000 | PA      | $34076585.30  | 0.10%             | 2026-08-07      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                         | Microchip Technology, Inc.                                                   | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  26547000 | PA      | $26547000.00  | 0.08%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    608000 | PA      | $607263.53    | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  27420000 | PA      | $27570535.80  | 0.08%             | 2027-01-09      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14293000 | PA      | $14124114.77  | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                           | CUSIP: 29277EW26<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24987495.00  | 0.07%             | 2025-09-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2024-A, Class A2A                     | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6461362 | PA      | $6471511.95   | 0.02%             | 2027-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                          | Madison Park Funding Ltd., Series 2014-14A, Class AR4                        | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        | 122273710 | PA      | $122053128.66 | 0.37%             | 2030-10-22      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  17063000 | PA      | $17268714.43  | 0.05%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1844567.66   | 0.01%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                       | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12551833.50  | 0.04%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                   | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  25570000 | PA      | $25592114.47  | 0.08%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  36760000 | PA      | $37152231.77  | 0.11%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849HYD8<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        | 287098000 | PA      | $284492585.65 | 0.85%             | 2025-11-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance II LLC                            | Bayer US Finance II LLC                                                      | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $6379958.82   | 0.02%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        | 120464000 | PA      | $121319414.86 | 0.36%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 05593DEN9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | FR        | 163452000 | PA      | $163607573.61 | 0.49%             | 2026-02-12      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        | 112605000 | PA      | $110958947.99 | 0.33%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1177083.28   | 0.00%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                | Expedia Group, Inc.                                                          | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8385000 | PA      | $8390708.68   | 0.03%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5436000 | PA      | $5407460.67   | 0.02%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 21684X3J3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | NL        | 102171000 | PA      | $102291694.60 | 0.31%             | 2026-05-13      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $3826343.00   | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  42180000 | PA      | $42233873.14  | 0.13%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2936000 | PA      | $2934900.03   | 0.01%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  97000000 | PA      | $98786792.38  | 0.30%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust, Series 2023-A1, Class A                  | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        | 107878000 | PA      | $107976039.53 | 0.32%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2023-3, Class A3               | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600643 | PA      | $3605164.71   | 0.01%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  19629000 | PA      | $19984224.84  | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                | Mutual of Omaha Cos. Global Funding                                          | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  13008000 | PA      | $13228583.81  | 0.04%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 2027A0HY8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2959114.56   | 0.01%             | 2026-09-06      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: —       |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  15483000 | PA      | $15527965.11  | 0.05%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2025-3, Class A2                      | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  54930000 | PA      | $55147682.10  | 0.17%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc.                                                  | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   7112000 | PA      | $7052530.31   | 0.02%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        | 111563000 | PA      | $111659805.45 | 0.33%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                              | CCG Receivables Trust, Series 2024-1, Class A2                               | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37957369 | PA      | $38241369.39  | 0.11%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                        | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  14932000 | PA      | $14935128.55  | 0.04%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  35818000 | PA      | $35371009.63  | 0.11%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  18650000 | PA      | $18756781.32  | 0.06%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                        | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  25199000 | PA      | $25204150.42  | 0.08%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KKR CLO Ltd.                                       | KKR CLO Ltd., Series 38A, Class A1                                           | CUSIP: 48259BAA0<br>LEI: 254900OAJ15MUAFDVE64 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20041680.00  | 0.06%             | 2033-04-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2024-1, Class A2                        | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11695154 | PA      | $11710978.52  | 0.04%             | 2030-03-22      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp., Series D                 | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  71986000 | PA      | $72246074.62  | 0.22%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                       | Sabine Pass Liquefaction LLC                                                 | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  17756000 | PA      | $17825356.71  | 0.05%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                               | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4003000 | PA      | $3885904.56   | 0.01%             | 2026-09-20      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  69845000 | PA      | $69518191.75  | 0.21%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05973RDA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  33712000 | PA      | $33728491.91  | 0.10%             | 2025-11-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  17617000 | PA      | $18019174.62  | 0.05%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co.                                               | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  58198000 | PA      | $58280116.21  | 0.17%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                               | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $5922921.65   | 0.02%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  13997000 | PA      | $13996499.89  | 0.04%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287BWG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | STIV             | CORP              | US        | 279606000 | PA      | $278974789.46 | 0.84%             | 2025-09-16      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                          | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1944439.03   | 0.01%             | 2025-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                    | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  17092000 | PA      | $17033232.23  | 0.05%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Corporate Treasury Ltd.                 | Brookfield Corporate Treasury Ltd.                                           | CUSIP: 11271EWV6<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        | 103350000 | PA      | $102935308.13 | 0.31%             | 2025-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                | Mutual of Omaha Cos. Global Funding                                          | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  84489000 | PA      | $85155944.34  | 0.26%             | 2028-06-09      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2023-A, Class A3                      | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20427591 | PA      | $20441259.07  | 0.06%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1937000 | PA      | $1880881.00   | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                        | Sysco Corp.                                                                  | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  61866000 | PA      | $61823670.05  | 0.19%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  25609000 | PA      | $25005619.44  | 0.07%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  59831000 | PA      | $60964328.97  | 0.18%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc., Series A                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  12036000 | PA      | $11823811.70  | 0.04%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1212000 | PA      | $1259762.06   | 0.00%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                         | Apidos CLO, Series 2015-23A, Class ARR                                       | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |  58020319 | PA      | $58003087.20  | 0.17%             | 2033-04-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                   | Kroger Co. (The)                                                             | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   7172000 | PA      | $7052949.53   | 0.02%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                 | Diageo Capital plc                                                           | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   5570000 | PA      | $5575007.10   | 0.02%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO LLC                             | Southwick Park CLO LLC, Series 2019-4A, Class A1RR                           | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45114000 | PA      | $45100691.37  | 0.14%             | 2032-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2274496.85   | 0.01%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5708000 | PA      | $5705132.99   | 0.02%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A3                      | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35070000 | PA      | $35109232.81  | 0.11%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  95023000 | PA      | $95360442.83  | 0.29%             | 2028-07-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                 | General Motors Co.                                                           | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  54422000 | PA      | $54422000.00  | 0.16%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                           | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026821.62   | 0.01%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                            | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  54064000 | PA      | $54393414.11  | 0.16%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Credit Industriel et Commercial                    | Credit Industriel et Commercial                                              | CUSIP: 22536WJM9<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |  45394000 | PA      | $45421572.32  | 0.14%             | 2025-11-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  35580000 | PA      | $34917105.11  | 0.10%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  50515000 | PA      | $49932847.46  | 0.15%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  39779000 | PA      | $39991347.06  | 0.12%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60710TWK3<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  38749000 | PA      | $38761035.44  | 0.12%             | 2025-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                            | DuPont de Nemours, Inc.                                                      | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4043000 | PA      | $4039343.92   | 0.01%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                              | AEGON Funding Co. LLC                                                        | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  73400000 | PA      | $74583965.49  | 0.22%             | 2027-04-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  13463000 | PA      | $13342029.56  | 0.04%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                    | AES Corp. (The)                                                              | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4661000 | PA      | $4601566.05   | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                 | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  75930000 | PA      | $76124456.73  | 0.23%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc.                                        | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   6706000 | PA      | $6700124.54   | 0.02%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2022-C, Class A3                   | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3615686 | PA      | $3608149.57   | 0.01%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| KKR CLO Ltd.                                       | KKR CLO Ltd., Series 24, Class A1R                                           | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |  10028403 | PA      | $10038140.34  | 0.03%             | 2032-04-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                          | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   4544000 | PA      | $4584761.18   | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  65038000 | PA      | $64278478.43  | 0.19%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A2A                | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4508644.95   | 0.01%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                      | Landesbank Baden-Wuerttemberg                                                | CUSIP: 51501YWC2<br>LEI: B81CK4ESI35472RHJ606 | Long             | STIV             | CORP              | DE        |  60104000 | PA      | $60175000.86  | 0.18%             | 2025-11-28      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                 | Northwestern Mutual Global Funding                                           | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  67133000 | PA      | $67267266.00  | 0.20%             | 2028-08-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Dllad LLC                                          | Dllad LLC, Series 2024-1A, Class A2                                          | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15156765 | PA      | $15234033.10  | 0.05%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  24586000 | PA      | $24208540.98  | 0.07%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9455000 | PA      | $9314274.71   | 0.03%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  24976000 | PA      | $24447122.21  | 0.07%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  84349000 | PA      | $83776207.03  | 0.25%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                    | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  17339000 | PA      | $17335586.30  | 0.05%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  29004000 | PA      | $29360880.30  | 0.09%             | 2028-05-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  42673000 | PA      | $42460488.46  | 0.13%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp., Series FIX                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  97000000 | PA      | $98726541.80  | 0.30%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7177000 | PA      | $7271191.38   | 0.02%             | 2027-01-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| Brookfield Corporate Treasury Ltd.                 | Brookfield Corporate Treasury Ltd.                                           | CUSIP: 11271EWR5<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  50000000 | PA      | $49824600.00  | 0.15%             | 2025-09-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jabil, Inc.                                        | Jabil, Inc.                                                                  | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295056.31    | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  23940000 | PA      | $23940000.00  | 0.07%             | 2025-09-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                         | VMware LLC                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3585837.94   | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CarVal CLO Ltd.                                    | CarVal CLO Ltd., Series 2022-1A, Class A1                                    | CUSIP: 14686FAA6<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |  11000000 | PA      | $11015367.00  | 0.03%             | 2034-04-21      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                               | ERAC USA Finance LLC                                                         | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1045276.11   | 0.00%             | 2025-11-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                 | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4155702.87   | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  20835000 | PA      | $20597481.00  | 0.06%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        | 119076000 | PA      | $119276117.93 | 0.36%             | 2027-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                              | HPEFS Equipment Trust, Series 2025-1A, Class A2                              | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49735000 | PA      | $49861819.28  | 0.15%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6632000 | PA      | $6487305.41   | 0.02%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XVIII Ltd.                    | Madison Park Funding Ltd., Series 2015-18A, Class ARR                        | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32999967 | PA      | $33017654.91  | 0.10%             | 2030-10-21      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                    | BofA Auto Trust, Series 2025-1A, Class A2A                                   | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21255000 | PA      | $21285656.09  | 0.06%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                        | Imperial Brands Finance plc                                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  39829000 | PA      | $40082550.62  | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8840000 | PA      | $8807645.60   | 0.03%             | 2026-04-12      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $506883.26    | 0.00%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        | 116750000 | PA      | $117631664.48 | 0.35%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.          | Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR3         | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3218457 | PA      | $3220098.67   | 0.01%             | 2031-07-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  53627000 | PA      | $54402446.42  | 0.16%             | 2027-07-06      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                | Nissan Auto Receivables Owner Trust, Series 2022-B, Class A3                 | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3324895 | PA      | $3325760.61   | 0.01%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust, Series 2022-A, Class A3                                 | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2272132 | PA      | $2261250.38   | 0.01%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                                                 | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  35107000 | PA      | $34915843.44  | 0.10%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  17392000 | PA      | $17557167.48  | 0.05%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  25937000 | PA      | $26057644.40  | 0.08%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3328000 | PA      | $3241888.30   | 0.01%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3  | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6579613 | PA      | $6627788.55   | 0.02%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  44870000 | PA      | $45057955.94  | 0.14%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | State Street Bank & Trust Co.                                                | CUSIP: 857449AC6<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |  62407000 | PA      | $62889140.88  | 0.19%             | 2026-11-25      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2024-1, Class A3               | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10224714 | PA      | $10256185.63  | 0.03%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-C, Class A2                               | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7118532 | PA      | $7121910.93   | 0.02%             | 2026-11-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  48647000 | PA      | $48694784.00  | 0.15%             | 2027-07-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        | 105985000 | PA      | $107342476.02 | 0.32%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund         | JPMorgan U.S. Government Money Market Fund, Class IM                         | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        | 967759238 | NS      | $967759237.51 | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14456000 | PA      | $14415501.81  | 0.04%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                                   | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187830.07    | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc.                                        | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  26405000 | PA      | $26304159.57  | 0.08%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                  | Chevron Phillips Chemical Co. LLC                                            | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8320000 | PA      | $8243563.24   | 0.02%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                       | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  19643000 | PA      | $19484494.94  | 0.06%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13413000 | PA      | $13660026.55  | 0.04%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    535000 | PA      | $529197.43    | 0.00%             | 2026-01-08      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| ING US Funding LLC                                 | ING US Funding LLC                                                           | CUSIP: 45685QX79<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        | 190242000 | PA      | $189351876.71 | 0.57%             | 2025-10-07      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  73289000 | PA      | $73914607.36  | 0.22%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank                                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        | 123622000 | PA      | $123856088.15 | 0.37%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  24776000 | PA      | $24557822.05  | 0.07%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  67732000 | PA      | $68699510.30  | 0.21%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  62765000 | PA      | $62761151.25  | 0.19%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                       | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7377000 | PA      | $7386590.10   | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Danone SA                                          | Danone SA                                                                    | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |  10041000 | PA      | $9897677.38   | 0.03%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  63350000 | PA      | $64014035.97  | 0.19%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| NTT Finance Americas, Inc.                         | NTT Finance Americas Inc                                                     | CUSIP: 67018BWH3<br>LEI: 5493002G2563PEW0DU90 | Long             | STIV             | CORP              | US        |  16700000 | PA      | $16661302.76  | 0.05%             | 2025-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11145000 | PA      | $11154188.61  | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                    | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   5547000 | PA      | $5606005.21   | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                         | Arizona Public Service Co.                                                   | CUSIP: 040555CV4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5066687.11   | 0.02%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12860000 | PA      | $12886738.90  | 0.04%             | 2026-05-08      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 106626000 | PA      | $104966886.64 | 0.31%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A3                 | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10733651 | PA      | $10793716.40  | 0.03%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                           | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  19493000 | PA      | $19554788.13  | 0.06%             | 2028-08-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| LCM 26 Ltd.                                        | LCM Ltd., Series 26A, Class A1                                               | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     62798 | PA      | $62789.17     | 0.00%             | 2031-01-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                              | Newark BSL CLO Ltd., Series 2016-1A, Class A1R                               | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |   1272433 | PA      | $1272378.72   | 0.00%             | 2029-12-21      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                      | Pioneer Natural Resources Co.                                                | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  29294000 | PA      | $29421975.23  | 0.09%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004349.96   | 0.01%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarVal CLO I Ltd.                                  | CarVal CLO Ltd., Series 2018-1A, Class AR                                    | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29258348 | PA      | $29292931.31  | 0.09%             | 2031-07-16      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  15428000 | PA      | $15395446.92  | 0.05%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1N                   | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15745503 | PA      | $15716169.40  | 0.05%             | 2033-01-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  42312000 | PA      | $42440205.36  | 0.13%             | 2027-07-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  36624000 | PA      | $36793702.07  | 0.11%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                         | Apidos CLO, Series 2019-31A, Class A1R                                       | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |  17996344 | PA      | $18012576.44  | 0.05%             | 2031-04-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  56400000 | PA      | $56314485.76  | 0.17%             | 2025-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368LWT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1435000 | PA      | $1436248.51   | 0.00%             | 2025-09-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                  | CIFC Funding Ltd., Series 2013-3RA, Class A1R                                | CUSIP: 12552MAL2<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |  59614221 | PA      | $59577558.37  | 0.18%             | 2031-04-24      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  43227000 | PA      | $42981442.97  | 0.13%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        | 142000000 | PA      | $144818487.00 | 0.43%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        | 195972000 | PA      | $196191872.75 | 0.59%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  45001000 | PA      | $45330913.58  | 0.14%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  48997000 | PA      | $48873505.51  | 0.15%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325VSB7<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  33367000 | PA      | $33402956.28  | 0.10%             | 2026-08-12      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  14215000 | PA      | $14134051.12  | 0.04%             | 2026-04-12      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: —       |
| Southern Co. (The)                                 | Southern Co. (The)                                                           | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  50512000 | PA      | $50054174.89  | 0.15%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3                 | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33514279 | PA      | $33718066.42  | 0.10%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                 | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $2137993.63   | 0.01%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7011690.00   | 0.02%             | 2025-11-03      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                            | Quest Diagnostics, Inc.                                                      | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |  18007000 | PA      | $17891218.77  | 0.05%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2525000 | PA      | $2493496.81   | 0.01%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  60331000 | PA      | $60885892.56  | 0.18%             | 2026-12-11      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                        | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  37784000 | PA      | $37308664.81  | 0.11%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A1                    | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  58756887 | PA      | $58855011.19  | 0.18%             | 2032-08-08      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368MFW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        | 137095000 | PA      | $137246588.68 | 0.41%             | 2026-12-11      | Variable      | 4.59%                 | No            |                  2 | On Loan: —       |
| Cigna Group (The)                                  | Cigna Group (The)                                                            | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4047000 | PA      | $4048540.21   | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                               | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5139556.47   | 0.02%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                                 | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  44601000 | PA      | $44649750.23  | 0.13%             | 2025-12-10      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2223443.38   | 0.01%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  24389000 | PA      | $24091977.10  | 0.07%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  82751000 | PA      | $82787566.84  | 0.25%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  43989000 | PA      | $44472242.48  | 0.13%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                    | Oncor Electric Delivery Co. LLC                                              | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  30731000 | PA      | $30942481.22  | 0.09%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                     | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   6436000 | PA      | $6426436.62   | 0.02%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2021-2, Class A                         | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  42543000 | PA      | $41199709.03  | 0.12%             | 2034-05-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629W6F2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003576.26   | 0.01%             | 2026-04-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                           | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   7006000 | PA      | $6999521.41   | 0.02%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19919000 | PA      | $19694487.77  | 0.06%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                              | McCormick & Co., Inc.                                                        | CUSIP: 579780AK3<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $3269149.39   | 0.01%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503338.76   | 0.00%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                           | Svenska Handelsbanken AB                                                     | CUSIP: 86960JYJ8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        | 121604000 | PA      | $120452556.04 | 0.36%             | 2025-11-18      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CNA Financial Corp.                                | CNA Financial Corp.                                                          | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6746699.86   | 0.02%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |  70066000 | PA      | $71353112.42  | 0.21%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2022-1, Class A                         | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $16931926.90  | 0.05%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  39964000 | PA      | $40320079.24  | 0.12%             | 2028-06-12      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: —       |
| Bain Capital Credit CLO                            | Bain Capital Credit CLO, Series 2019-1A, Class X                             | CUSIP: 05683VAQ7<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $899914.50    | 0.00%             | 2034-04-19      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                 | Ballyrock CLO Ltd., Series 2019-1A, Class A1R                                | CUSIP: 05875JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45752397 | PA      | $45774449.52  | 0.14%             | 2032-07-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2023-2, Class A3                             | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3052281 | PA      | $3059678.23   | 0.01%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Prudential International Treasury Ltd.             | Prudential International Treasury Ltd.                                       | CUSIP: 74457CHM1<br>LEI: 213800N4LVNTKOBW9E68 | Long             | STIV             | CORP              | HK        |  73845000 | PA      | $70909033.57  | 0.21%             | 2026-08-21      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23643000 | PA      | $23507525.61  | 0.07%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                      | Canadian National Railway Co.                                                | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1983769.08   | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Bank of America NA                                                           | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3037550.91   | 0.01%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                          | Tyco Electronics Group SA                                                    | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2000595.54   | 0.01%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                | Bank of New Zealand                                                          | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |  64500000 | PA      | $65636282.31  | 0.20%             | 2028-02-07      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  48876000 | PA      | $49320771.60  | 0.15%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2023-1, Class A3                        | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2288574 | PA      | $2291654.92   | 0.01%             | 2028-09-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7226432.60   | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: —       |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  76842000 | PA      | $77519037.96  | 0.23%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                                 | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2328494.33   | 0.01%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  20483000 | PA      | $20708493.86  | 0.06%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A4             | CUSIP: 44935VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15053000 | PA      | $15160320.36  | 0.05%             | 2027-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  66211000 | PA      | $67198234.48  | 0.20%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1059219.97   | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1845000 | PA      | $1871112.03   | 0.01%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  26600000 | PA      | $27029383.32  | 0.08%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust              | Gm Financial Automobile Leasing Trust, Series 2025-2, Class A2A              | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36260000 | PA      | $36368558.81  | 0.11%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                | Carlyle US CLO Ltd., Series 2021-9A, Class AR                                | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50000000.00  | 0.15%             | 2034-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group (The)                                  | Cigna Group (The)                                                            | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2663000 | PA      | $2618956.46   | 0.01%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  41451000 | PA      | $41798028.60  | 0.13%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust, Series 2024-A, Class A4                        | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1601000 | PA      | $1611209.74   | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                  | Manufacturers & Traders Trust Co.                                            | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        | 136894000 | PA      | $136993673.89 | 0.41%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                                   | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3441000 | PA      | $3417011.24   | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05571AAN5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        | 113486000 | PA      | $113547911.15 | 0.34%             | 2025-09-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                        | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  44022000 | PA      | $43043108.32  | 0.13%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                         | KeyBank NA                                                                   | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  49383000 | PA      | $49397359.09  | 0.15%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  20508000 | PA      | $20645501.63  | 0.06%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                   | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4668322.30   | 0.01%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  41342000 | PA      | $41538045.42  | 0.12%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1297505.87   | 0.00%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                        | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  33465000 | PA      | $33677706.22  | 0.10%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A             | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   6147000 | PA      | $6160361.12   | 0.02%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets plc                  | Lloyds Bank Corporate Markets plc                                            | CUSIP: 53947BW71<br>LEI: 213800MBWEIJDM5CU638 | Long             | STIV             | CORP              | GB        |  11750000 | PA      | $11758853.39  | 0.04%             | 2025-10-30      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        | 101615000 | PA      | $101818257.44 | 0.31%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K5M8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |  49529000 | PA      | $49554953.20  | 0.15%             | 2025-11-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                 | Diageo Capital plc                                                           | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    687000 | PA      | $685374.46    | 0.00%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2023-3, Class A2                      | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27900026 | PA      | $28317248.77  | 0.08%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   6233000 | PA      | $6056809.61   | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2024-C, Class A2A                | CUSIP: 89237QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405633 | PA      | $406370.54    | 0.00%             | 2027-05-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.               | Sydney Airport Finance Co. Pty. Ltd.                                         | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   7970000 | PA      | $7924142.05   | 0.02%             | 2026-04-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325VPJ3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  23180000 | PA      | $23188219.63  | 0.07%             | 2025-11-12      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                           | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3118000 | PA      | $3099340.24   | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        | 225572000 | PA      | $226714738.73 | 0.68%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8153000 | PA      | $7981219.96   | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  26859000 | PA      | $26906934.18  | 0.08%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                        | PNC Bank NA                                                                  | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        | 144871000 | PA      | $145016249.11 | 0.43%             | 2027-01-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A2A | CUSIP: 379931AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4461265 | PA      | $4465881.89   | 0.01%             | 2027-03-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  13000000 | PA      | $12632885.20  | 0.04%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  52629000 | PA      | $52651225.75  | 0.16%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VAT6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1998129.44   | 0.01%             | 2025-09-12      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $493190.49    | 0.00%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3357039.14   | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   9307000 | PA      | $9308967.03   | 0.03%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                           | Westpac New Zealand Ltd.                                                     | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |  29500000 | PA      | $30027898.08  | 0.09%             | 2028-02-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| KKR Static CLO Ltd.                                | KKR Static CLO Ltd., Series 2022-1A, Class AR2                               | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26368362 | PA      | $26394255.56  | 0.08%             | 2031-07-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05611C2A0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  67344000 | PA      | $67507706.53  | 0.20%             | 2026-01-26      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5339951.87   | 0.02%             | 2027-03-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                          | RTX Corp.                                                                    | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  60648000 | PA      | $61654446.89  | 0.18%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  40110000 | PA      | $39592366.81  | 0.12%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  12300000 | PA      | $12038076.30  | 0.04%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3199000 | PA      | $3203774.09   | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  82670000 | PA      | $82827326.80  | 0.25%             | 2026-03-18      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11106000 | PA      | $11005042.91  | 0.03%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  56306000 | PA      | $57270688.45  | 0.17%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        | 167980000 | PA      | $168951757.58 | 0.51%             | 2027-04-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2024-1A, Class A2                     | CUSIP: 96328GBN6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |  16369502 | PA      | $16418350.35  | 0.05%             | 2039-02-18      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  14500000 | PA      | $14503414.32  | 0.04%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                      | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2411007.51   | 0.01%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                       | Stanley Black & Decker, Inc.                                                 | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |  12458000 | PA      | $12375484.56  | 0.04%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                                | CARLYLE US CLO Ltd., Series 2019-1A, Class A1A2                              | CUSIP: 14316BBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50000000.00  | 0.15%             | 2031-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| BA Credit Card Trust                               | BA Credit Card Trust, Series 2022-A2, Class A2                               | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  45812000 | PA      | $45876214.68  | 0.14%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  23597000 | PA      | $23240371.46  | 0.07%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  40286000 | PA      | $40000900.81  | 0.12%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5006000 | PA      | $5015909.43   | 0.02%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11869361.88  | 0.04%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2040635.48   | 0.01%             | 2025-09-12      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5330000 | PA      | $5388346.60   | 0.02%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        | 113290000 | PA      | $113661225.27 | 0.34%             | 2027-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                         | US Bank NA                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  53930000 | PA      | $54418944.48  | 0.16%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                             | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  11796000 | PA      | $11682916.70  | 0.04%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust, Series 2024-A, Class A3                        | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18863211 | PA      | $18903963.04  | 0.06%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2024-1, Class A2A           | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6317280 | PA      | $6323510.96   | 0.02%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  48590000 | PA      | $49277170.96  | 0.15%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8121000 | PA      | $8280264.18   | 0.02%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                        | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1386000 | PA      | $1348601.94   | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        | 144310000 | PA      | $145662389.62 | 0.44%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                              | TCI-Flatiron CLO Ltd., Series 2018-1A, Class AR2                             | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  95000000 | PA      | $95000000.00  | 0.28%             | 2035-07-29      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  63367000 | PA      | $64378682.04  | 0.19%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA, Inc.                                     | HSBC USA, Inc.                                                               | CUSIP: 40434RB43<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16679094.40  | 0.05%             | 2026-02-04      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd.                      | Madison Park Funding Ltd., Series 2021-52A, Class X                          | CUSIP: 55822BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    657895 | PA      | $657836.81    | 0.00%             | 2035-01-22      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                        | Swedbank AB                                                                  | CUSIP: 87019WZN8<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  57933000 | PA      | $57937976.44  | 0.17%             | 2025-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  86783000 | PA      | $86783000.00  | 0.26%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                  | Tyson Foods, Inc.                                                            | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   4004000 | PA      | $3994571.26   | 0.01%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                    | Jefferies Financial Group, Inc.                                              | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        | 116788000 | PA      | $116635368.59 | 0.35%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2024-2, Class A2                        | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  41285670 | PA      | $41348172.20  | 0.12%             | 2030-08-22      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        | 105891000 | PA      | $107107650.53 | 0.32%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                    | Dryden CLO Ltd., Series 2020-86A, Class A1R2                                 | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  75000000 | PA      | $75046800.00  | 0.22%             | 2034-07-17      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  27026000 | PA      | $27197417.27  | 0.08%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6842000 | PA      | $6858050.10   | 0.02%             | 2026-10-01      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  18989000 | PA      | $19202669.54  | 0.06%             | 2027-01-23      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                               | Analog Devices, Inc.                                                         | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987994.64   | 0.01%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  70402000 | PA      | $71353487.25  | 0.21%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Crossroads Asset Trust                             | Crossroads Asset Trust, Series 2025-A, Class A2                              | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15020000 | PA      | $15083426.46  | 0.05%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                             | John Deere Owner Trust, Series 2023-B, Class A3                              | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11586627 | PA      | $11657299.74  | 0.03%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  42394000 | PA      | $41552666.06  | 0.12%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60710TYR6<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  35490000 | PA      | $35513533.42  | 0.11%             | 2026-01-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                        | Dover Corp.                                                                  | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189388.61    | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                 | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182980.09    | 0.00%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2914758.15   | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                               | BA Credit Card Trust, Series 2023-A1, Class A1                               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  28175000 | PA      | $28305608.03  | 0.08%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                            | TTX Co.                                                                      | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   5705000 | PA      | $5772032.21   | 0.02%             | 2026-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  76200000 | PA      | $75137435.20  | 0.23%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-A, Class A3                               | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28072303 | PA      | $28144650.70  | 0.08%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp.                      | Sumitomo Mitsui Banking Corp.                                                | CUSIP: 86562LFB3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |  84943000 | PA      | $82222190.77  | 0.25%             | 2026-06-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCM 29 Ltd.                                        | LCM Ltd., Series 29A, Class AR                                               | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4463918 | PA      | $4468060.73   | 0.01%             | 2031-04-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                | General Mills, Inc.                                                          | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   7335000 | PA      | $7379150.10   | 0.02%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                      | Voya CLO Ltd., Series 2017-3A, Class XR                                      | CUSIP: 92915QAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    571429 | PA      | $571376.92    | 0.00%             | 2034-04-20      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5295000 | PA      | $5306156.41   | 0.02%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RGH9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $9826821.95   | 0.03%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer