# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-051345
**Filing Date:** 2026-5
**Character Count:** 107970
**Document Hash:** 49e04f55824803babcff670c0faf0216
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051345.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051345

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 261017903

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Enhanced Income Fund (Series ID: S000009300)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025377 | Institutional   | GEIIX           |
| C000025378 | Administration  | GEADX           |
| C000025379 | Class A         | GEIAX           |
| C000090758 | Investor Shares | GHIRX           |
| C000161283 | Class R6 Shares | GEIUX           |
| C000202031 | Class P Shares  | GAEPX           |
| C000231823 | Service Shares  | GESVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Enhanced Income Fund

- **b. EDGAR series identifier (if any):** S000009300

- **c. LEI of Series:** UUQGK5NQWEPXWVCSCV15

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $487459011.51

**Total Liabilities:** $1946179.01

**Net Assets:** $485512832.50

**Cash Not Reported:** $3506856.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3174.04000000 | **1-Year:** -39603.85000000 | **5-Year:** -21037.52000000 | **10-Year:** -936.54000000 | **30-Year:** -68.76000000

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

- **3-Month:** -171.87000000 | **1-Year:** -1060.91000000 | **5-Year:** -464.35000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025377 | 0.33%                | 0.32%                | -0.08%               |
| Class ID C000025378 | 0.31%                | 0.30%                | -0.21%               |
| Class ID C000025379 | 0.31%                | 0.30%                | -0.21%               |
| Class ID C000090758 | 0.33%                | 0.21%                | -0.09%               |
| Class ID C000161283 | 0.34%                | 0.22%                | -0.08%               |
| Class ID C000202031 | 0.34%                | 0.22%                | -0.08%               |
| Class ID C000231823 | 0.29%                | 0.18%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $148274.78               | $-90409.47                                 |
| Month 2  | $96224.03                | $199280.79                                 |
| Month 3  | $226740.71               | $-2820957.60                               |

**Designated Index Information**

- **Index Name:** Securities Only Portfolio

- **Index Identifier:** Securities Only Portfolio_PV100117

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2629492.04   | 0.54%             | 2026-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                                     | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1388739.50   | 0.29%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                                  | Access Group Inc 2013-1                                                                       | CUSIP: 00434QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149561 | PA      | $148349.03    | 0.03%             | 2036-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2504000 | PA      | $2478083.60   | 0.51%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    384000 | PA      | $384518.40    | 0.08%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2220000 | PA      | $2194292.40   | 0.45%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2329000 | PA      | $2354758.74   | 0.49%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1206000 | PA      | $1221714.18   | 0.25%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2445000 | PA      | $2411919.15   | 0.50%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                        | Airbnb Inc                                                                                    | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    705000 | PA      | $704020.05    | 0.15%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                                | CUSIP: 00913XD26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999540.40   | 0.41%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                  | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1270996.50   | 0.26%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                              | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1333541.06   | 0.27%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                                   | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4873000 | PA      | $4853508.00   | 1.00%             | 2027-11-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                           | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1388000 | PA      | $1370788.80   | 0.28%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                                 | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744090.00    | 0.15%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 15 Ltd                                                                  | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301081.60   | 0.27%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 18 Ltd                                                                  | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998128.00   | 0.82%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO XXIII                                                                              | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   2181208 | PA      | $2180200.32   | 0.45%             | 2033-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                          | Augusta SpinCo Corp                                                                           | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $712969.40    | 0.15%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                           | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362284.60    | 0.07%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR19                                                                              | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1225454.41   | 0.25%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                       | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1055000 | PA      | $1033773.40   | 0.21%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                       | CUSIP: 05584KAK4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $986120.00    | 0.20%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2021-BXMF                                                                            | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501358 | PA      | $500435.08    | 0.10%             | 2026-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-XL4                                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1478489 | PA      | $1478861.81   | 0.30%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-BIO                                                                             | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1195562.52   | 0.25%             | 2041-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-XL5                                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451804 | PA      | $1451880.82   | 0.30%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2021-7 Ltd                                                            | CUSIP: 05682NAL7<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4988420.00   | 1.03%             | 2035-01-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2020-4 Ltd                                                            | CUSIP: 05684KBG1<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2992233.00   | 0.62%             | 2036-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                           | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                       | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $710817.25    | 0.15%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2369064.00   | 0.49%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                          | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4713000 | PA      | $4754521.53   | 0.98%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR17                                                                              | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1784888.72   | 0.37%             | 2058-11-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                              | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4440000 | PA      | $4463976.00   | 0.92%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                              | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1910630.30   | 0.39%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                                       | CUSIP: 06417Y6S3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    622000 | PA      | $621776.08    | 0.13%             | 2027-08-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                                       | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4565000 | PA      | $4603848.15   | 0.95%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK17                                                                               | CUSIP: 065403BC0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1418014.70   | 0.29%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR11                                                                              | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1038469.78   | 0.21%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR12                                                                              | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1142817.42   | 0.24%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                  | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1384940.40   | 0.29%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                  | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1295000 | PA      | $1275691.55   | 0.26%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                   | Barclays Dryrock Issuance Trust                                                               | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1195678.16   | 0.25%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V5 Mortgage Trust                                                              | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2109677.76   | 0.43%             | 2057-01-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4345000 | PA      | $4278130.45   | 0.88%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C3 Mortgage Trust                                                                   | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $974048.03    | 0.20%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                    | Brink's Co/The                                                                                | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390517.05    | 0.08%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                  | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2076700.80   | 0.43%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2017-2 Ltd                                                                               | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001685.00   | 1.03%             | 2034-07-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                               | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1474134.62   | 0.30%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                            | Cadence Design Systems Inc                                                                    | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519376.00    | 0.11%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                             | Campbell's Company/The                                                                        | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1587584.00   | 0.33%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2456000 | PA      | $2469115.04   | 0.51%             | 2027-06-28      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2980000 | PA      | $2991145.20   | 0.62%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1265000 | PA      | $1265468.05   | 0.26%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $800688.00    | 0.16%             | 2027-09-11      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                               | Cardinal Health Inc                                                                           | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4792000 | PA      | $4796312.80   | 0.99%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO XI C Ltd                                                                           | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500798.00   | 0.31%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                 | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    744000 | PA      | $736262.40    | 0.15%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                 | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    614000 | PA      | $604857.54    | 0.12%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                 | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4433730.60   | 0.91%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                   | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2184904.26   | 0.45%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                              | Fort Greene Park CLO LLC                                                                      | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2093731.50   | 0.43%             | 2034-04-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                      | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    437586 | PA      | $437989.04    | 0.09%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                      | CUSIP: 20754DAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     28363 | PA      | $28391.09     | 0.01%             | 2042-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                                      | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2837000 | PA      | $2811693.96   | 0.58%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                  | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1441000 | PA      | $1435437.74   | 0.30%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                  | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2164000 | PA      | $2134309.92   | 0.44%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                          | Deutsche Telekom International Finance BV                                                     | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1404000 | PA      | $1396516.68   | 0.29%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                                           | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2021861.25   | 0.42%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                   | Durst Commercial Mortgage Trust 2025-151                                                      | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1310794.00   | 0.27%             | 2042-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                     | ECMC Group Student Loan Trust 2017-1                                                          | CUSIP: 26828WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939461 | PA      | $951158.55    | 0.20%             | 2066-12-27      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD EUR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $46457.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC                                          | eBay Inc                                                                                      | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1544885.00   | 0.32%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 27 Ltd                                | Elmwood CLO 27 Ltd                                                                            | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1875000 | PA      | $1875185.63   | 0.39%             | 2037-04-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                | Energy Transfer LP                                                                            | CUSIP: 29277FD16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999777.60   | 0.41%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                                                 | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2575000 | PA      | $2552906.50   | 0.53%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC                           | Entergy New Orleans LLC                                                                       | CUSIP: 29364PAP8<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1431211.60   | 0.29%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                                                              | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2271122.91   | 0.47%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                            | CUSIP: 3128HVKF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60444 | PA      | $60062.02     | 0.01%             | 2036-05-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                               | CUSIP: 3134HBU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   9931000 | PA      | $9941228.93   | 2.05%             | 2027-10-06      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                               | CUSIP: 3134HBX55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3192000 | PA      | $3196053.84   | 0.66%             | 2027-10-14      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                             | CUSIP: 3136AGAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30638 | PA      | $30456.59     | 0.01%             | 2043-09-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                            | CUSIP: 3137B4UY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127174 | PA      | $132770.12    | 0.03%             | 2041-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                             | CUSIP: 31396KHF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103713 | PA      | $103558.40    | 0.02%             | 2036-08-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                             | CUSIP: 31396QF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166411 | PA      | $169541.60    | 0.03%             | 2039-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                            | CUSIP: 31397KNW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185902 | PA      | $186053.21    | 0.04%             | 2037-09-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                            | CUSIP: 31397KY39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28336 | PA      | $27649.71     | 0.01%             | 2037-04-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                             | CUSIP: 31397LGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119846 | PA      | $120593.12    | 0.02%             | 2048-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                            | CUSIP: 31398E3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22959 | PA      | $23129.76     | 0.00%             | 2039-06-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                               | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3657261 | PA      | $3803861.52   | 0.78%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                                    | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1971227.16   | 0.41%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                                    | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1422993.00   | 0.29%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2026-A                                                           | CUSIP: 345276AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2667621.25   | 0.55%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2025-B                                                           | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2814839.15   | 0.58%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2026-1                                                  | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2014347.63   | 0.41%             | 2029-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2026-1                                     | CUSIP: 362970AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2978165.97   | 0.61%             | 2031-05-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                             | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2552856.00   | 0.53%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                               | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2485818.72   | 0.51%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                               | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    736000 | PA      | $736493.12    | 0.15%             | 2027-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                               | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3514000 | PA      | $3527739.74   | 0.73%             | 2028-04-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                       | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $2036956.92   | 0.42%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                       | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530390.00   | 0.32%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306561.00    | 0.06%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $801232.80    | 0.17%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                          | Huntington National Bank/The                                                                  | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    817000 | PA      | $816673.20    | 0.17%             | 2028-04-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                                                         | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1100852.95   | 0.23%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                       | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451453.50    | 0.09%             | 2027-03-19      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1232887.44   | 0.25%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2151684.00   | 0.44%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2022-C                                                         | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104925 | PA      | $104973.86    | 0.02%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2024-B                                                | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1296059 | PA      | $1299053.65   | 0.27%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2024-B                                                         | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326968.30    | 0.07%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Illinois Student Assistance Commision             | Illinois Student Assistance Commission                                                        | CUSIP: 452281JD1<br>LEI: 549300FKIJ7H0L1PDN43 | Long             | ABS-O            | CORP              | US        |    191657 | PA      | $191308.06    | 0.04%             | 2045-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                           | PRA Health Sciences Inc                                                                       | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1423118.20   | 0.29%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                                            | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5266353.60   | 1.08%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                                    | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2315548.00   | 0.48%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                                             | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1082872.32   | 0.22%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                                             | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2326204.60   | 0.48%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                           | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4303000 | PA      | $4323869.55   | 0.89%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                           | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1400686.32   | 0.29%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                                          | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1251080.25   | 0.26%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                                 | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1655595.80   | 0.34%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                                 | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3496885.00   | 0.72%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp       | Kentucky Higher Education Student Loan Corp                                                   | CUSIP: 49130NFC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451210 | PA      | $442871.90    | 0.09%             | 2051-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716745.30    | 0.15%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 36 Ltd                                                                                    | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4580000 | PA      | $4568188.18   | 0.94%             | 2034-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                       | Lennar Corp                                                                                   | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1306142.64   | 0.27%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                                            | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    985000 | PA      | $990013.65    | 0.20%             | 2027-07-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                             | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $114023.80    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXVII Ltd                                                               | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999149.00    | 0.21%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXX LTD                                                                  | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2751727.00   | 0.57%             | 2037-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                      | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6164000 | PA      | $6199751.20   | 1.28%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                 | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1535615.10   | 0.32%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority     | Massachusetts Educational Financing Authority                                                 | CUSIP: 57563NAA6<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |     59939 | PA      | $59117.84     | 0.01%             | 2038-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                    | Mercedes-Benz Auto Lease Trust 2026-A                                                         | CUSIP: 58770YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $3631118.51   | 0.75%             | 2030-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                          | Met Tower Global Funding                                                                      | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2461116.00   | 0.51%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                                            | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1435000 | PA      | $1422199.80   | 0.29%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                              | Monongahela Power Co                                                                          | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1888673.73   | 0.39%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1343405.70   | 0.28%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2845690.20   | 0.59%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2859944.00   | 0.59%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2529000.64   | 0.52%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                | Murphy Oil USA Inc                                                                            | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1533342.20   | 0.32%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                                        | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1097000 | PA      | $1096802.54   | 0.23%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                            | National Bank of Kuwait/New York NY                                                           | CUSIP: 63376F2G4<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |   2000000 | PA      | $2001197.40   | 0.41%             | 2026-08-19      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                            | National Bank of Kuwait/New York NY                                                           | CUSIP: 63376GAL2<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |   3497000 | PA      | $3500087.15   | 0.72%             | 2026-12-11      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                            | National Bank of Kuwait/New York NY                                                           | CUSIP: 63376GAW8<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |   5889000 | PA      | $5893110.52   | 1.21%             | 2027-01-14      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                            | National Bank of Kuwait/New York NY                                                           | CUSIP: 63423KE16<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996718.00    | 0.21%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NatWest Markets PLC                                                                           | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    571000 | PA      | $578108.95    | 0.12%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2017-2                                                             | CUSIP: 63939RAA2<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   1371604 | PA      | $1376752.84   | 0.28%             | 2066-12-27      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2012-3                                                              | CUSIP: 64032XAA3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    904071 | PA      | $901711.48    | 0.19%             | 2040-03-26      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 39 Ltd                                                     | CUSIP: 64134GAL3<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500093.00   | 0.31%             | 2038-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                                           | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2639599.50   | 0.54%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                                           | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7103000 | PA      | $7138159.85   | 1.47%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                            | Northwoods Capital XVIII Ltd                                                                  | CUSIP: 66860MAN1<br>LEI: 254900SMQTOM6SO54O33 | Long             | ABS-CBDO         | CORP              | KY        |   2979193 | PA      | $2977718.53   | 0.61%             | 2032-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                                                       | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1979875.05   | 0.41%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                          | OHA Credit Funding 3 LTD                                                                      | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501048.50   | 0.31%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-11X                                                        | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1400120.29   | 0.29%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd                | Octagon 54 Ltd                                                                                | CUSIP: 67577FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998888.00    | 0.21%             | 2034-07-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                          | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1130000 | PA      | $1149469.90   | 0.24%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                     | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2638466.85   | 0.54%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                          | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $742710.00    | 0.15%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                   | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1209459.42   | 0.25%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                   | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7418432.25   | 1.53%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                                   | CUSIP: 6840C3K28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   4489000 | PA      | $4386245.44   | 0.90%             | 2026-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                                                     | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1505000 | PA      | $1489438.30   | 0.31%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency   | PHEAA Student Loan Trust 2014-3                                                               | CUSIP: 69340JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1254784 | PA      | $1242223.13   | 0.26%             | 2040-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                          | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2138175.00   | 0.44%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                                   | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510005.10    | 0.11%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                                 | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $415446.02    | 0.09%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                                 | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2142000 | PA      | $2143842.12   | 0.44%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                                 | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $708666.00    | 0.15%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                    | Pikes Peak Clo 2                                                                              | CUSIP: 72133JAY3<br>LEI: 2549000551VJRWC86112 | Long             | ABS-CBDO         | CORP              | KY        |   6700000 | PA      | $6692837.70   | 1.38%             | 2034-10-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                     | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2260000 | PA      | $2226100.00   | 0.46%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                      | QatarEnergy                                                                                   | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   2520000 | PA      | $2481469.20   | 0.51%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                                           | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   4414000 | PA      | $4438100.44   | 0.91%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                               | Citizens Bank NA/Providence RI                                                                | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1237144.05   | 0.25%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Rhode Island Student Loan Authority               | Rhode Island Student Loan Authority                                                           | CUSIP: 762315MG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155140 | PA      | $155055.39    | 0.03%             | 2031-07-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                          | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    543000 | PA      | $544015.41    | 0.11%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2025-3                                              | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3092367.06   | 0.64%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   4062000 | PA      | $4063177.98   | 0.84%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $6081350.90   | 1.25%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1127000 | PA      | $1119967.52   | 0.23%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                               | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1966760.00   | 0.41%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2026-1                                              | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025000 | PA      | $3000158.43   | 0.62%             | 2031-07-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                                            | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    813000 | PA      | $840885.90    | 0.17%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3611000 | PA      | $3632882.66   | 0.75%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                           | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3367000 | PA      | $3377437.70   | 0.70%             | 2027-02-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                          | Standard Chartered Bank/New York                                                              | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   2157000 | PA      | $2159027.58   | 0.44%             | 2026-10-08      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    805000 | PA      | $796805.10    | 0.16%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                                           | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2255000 | PA      | $2231953.90   | 0.46%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2680000 | PA      | $2701922.40   | 0.56%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2594000 | PA      | $2609538.06   | 0.54%             | 2027-09-10      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1440000 | PA      | $1421913.60   | 0.29%             | 2029-03-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                            | Sunoco LP / Sunoco Finance Corp                                                               | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $775390.00    | 0.16%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769350.00    | 0.16%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                                  | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1880772.95   | 0.39%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1540622.50   | 0.32%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC   | Tesla Lease Electric Vehicle Securitization 2025-A LLC                                        | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1111060 | PA      | $1110844.92   | 0.23%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                     | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1810000 | PA      | $1820027.40   | 0.37%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                     | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2231000 | PA      | $2249249.58   | 0.46%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2022-D Owner Trust                                                    | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441069 | PA      | $442345.39    | 0.09%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                          | Toyota Lease Owner Trust 2026-A                                                               | CUSIP: 89240MAD6<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |   3725000 | PA      | $3700758.00   | 0.76%             | 2029-02-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                          | Toyota Lease Owner Trust 2025-B                                                               | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   3975000 | PA      | $3956622.18   | 0.81%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                                   | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3397000 | PA      | $3396728.24   | 0.70%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                                   | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392930.00   | 0.29%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                         | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1389108.00   | 0.29%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                  | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2473025.00   | 0.51%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                 | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3500000 | PA      | $3504130.00   | 0.72%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                           | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18870000 | PA      | $18614960.25  | 3.83%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                           | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16950000 | PA      | $16867898.44  | 3.47%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corp                                                                                  | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1278321.14   | 0.26%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-8                                                             | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    141912 | PA      | $129262.69    | 0.03%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                                       | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1481119.25   | 0.31%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust               | Volkswagen Auto Loan Enhanced Trust 2024-1                                                    | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860911 | PA      | $861978.02    | 0.18%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                                          | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4075231.50   | 0.84%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2021-3 Ltd                                                                      | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4990980.00   | 1.03%             | 2035-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                | CUSIP: 949931AC3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1498240.31   | 0.31%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                                        | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    620000 | PA      | $631085.60    | 0.13%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | Westpac New Zealand Ltd                                                                       | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1175000 | PA      | $1186797.00   | 0.24%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                          | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3153375.90   | 0.65%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                               | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3241875.00   | 0.67%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 15 Ltd                                   | Zais Clo 15 Ltd                                                                               | CUSIP: 98888DBC5<br>LEI: 549300BTYXZYFTGVBO58 | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $473357.45    | 0.10%             | 2037-07-28      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255481  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255481  IRS USD P F  3.17503 2 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15530000 | OU      | $107362.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255030  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255030  IRS USD P F  3.00000 2 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  63950000 | OU      | $723626.22    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255031  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255031  IRS USD P F  3.25000 2 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  31850000 | OU      | $281531.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255029  IRS USD R F  3.00000 2 CCPOIS / Short: SR255029  IRS USD P V 00MSOFR 1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        | 172970000 | OU      | $-1154090.43  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                               | SA Global Sukuk Ltd                                                                           | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   2520000 | PA      | $2503462.50   | 0.52%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Dunedin Park CLO                                  | Dunedin Park CLO DAC                                                                          | CUSIP: 000000000<br>LEI: 635400VZKZZW7P5TBL62 | Long             | ABS-CBDO         | CORP              | IE        |   1900000 | PA      | $2191767.11   | 0.45%             | 2034-11-20      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -201 | NC      | $218719.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       245 | NC      | $-363268.67   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Government International Bonds              | Saudi Government International Bonds                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2320000 | PA      | $2302089.60   | 0.47%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President